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[PLUS] Saving Binance API Data to SQLite Database via Python

by CryptoDataDownload

We are going to go one step farther than in our previous code heavy article which covered how to download data from Binance for any specific period in time. At the end of that article, we saved our historical Open, High, Low, Close, Volume (OHLCV) data to a CSV. One of the great things about the Binance API is in the way they return the actual market quantities for "Taker Order volume", which could be intepreted as "market orders" at the market. (Could be an interesting feature set to run through a machine learning model; Generally, the greater percentage taker order volume represents as a percentage of the total signals increasing fervor to transact immediately)

The code we are going to be using to pull the historical data from Binance is the same as the previous article. Building on that function, we will instead store the data into a SQlite database. Why would we do this? Once in the database, we can execute SQL against it! This is much faster when building an actual application and dealing with multiple CSV files. Of course, there are numerous database(s) and database schemas to follow. But we like to use SQlite when setting up quick solutions for two main reasons: (1) Every Python distribution should already come with the sqlite3 library already included (2) There are easy to use database browser tools for windows that allows visual inspection of data in database.

Of course, we comment every line of code so you know exactly what is intended.
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