Coinglass API

Unofficial Python client for Coinglass API

Wrapper around the Coinglass API to fetch data about crypto derivatives. All data is output in pandas DataFrames (single or multi-index) and all time-series data uses a DateTimeIndex. Supports all Coinglass API endpoints.

Installation

bash pip install coinglass-api

Usage

```python from coinglass_api import CoinglassAPI

cg = CoinglassAPI(coinglass_secret="abcd1234")

Get perpetual markets for BTC

perpmarketsbtc = cg.perpetual_market(symbol="BTC")

Get OI history

oihistorybtc = cg.openinteresthistory(symbol="BTC", time_type="h1", currency="USD")

Funding rate of ETH on dYdX

frbtcdydx = cg.funding(ex="dYdX", pair="ETH-USD", interval="h8")

Get average funding for BTC

fravgbtc = cg.funding_average(symbol="BTC", interval="h4")

Get funding OHLC for ETH-USDT on Binance

frohlcethbinance = cg.fundingohlc(ex="Binance", pair="ETHUSDT", interval="h4")

Get aggregated OI OHLC data for BTC

oiaggeth = cg.openinterestaggregated_ohlc(symbol="ETH", interval="h4")

Get OHLC liquidations data for ETH-USD on dYdX

liqohlcethdydx = cg.liquidationpair(ex="dYdX", pair="ETH-USD", interval="h4")

Get liquidation data for BTC

liqbtc = cg.liquidationsymbol(symbol="BTC", interval="h4")

Get long/short ratios for BTC

lsrbtc = cg.longshort_symbol(symbol="BTC", interval="h4")

Get GBTC market history

gbtchistory = cg.grayscalemarket_history()

and more...

```

Examples

```

cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").head() ```

|
time | exchangeName
| symbol
| quoteCurrency
| fundingRate
| |:--------------------|:------------------|:------------|:-------------------|:-----------------| | 2022-08-22 08:00:00 | dYdX | ETH | USD | -0.001151 | | 2022-08-22 16:00:00 | dYdX | ETH | USD | 0.001678 | | 2022-08-23 00:00:00 | dYdX | ETH | USD | 0.003743 | | 2022-08-23 08:00:00 | dYdX | ETH | USD | 0.003561 | | 2022-08-23 16:00:00 | dYdX | ETH | USD | 0.000658 |

```

cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").info() ```

``` DatetimeIndex: 500 entries, 2022-08-22 08:00:00 to 2023-02-04 16:00:00 Data columns (total 4 columns): # Column Non-Null Count Dtype

0 exchangeName 500 non-null object 1 symbol 500 non-null object 2 quoteCurrency 500 non-null object 3 fundingRate 500 non-null float64 dtypes: float64(1), object(3) memory usage: 19.5+ KB ```

```

cg.funding(ex="dYdX", pair="ETH-USD", interval="h8").plot(y="fundingRate") ```

Disclaimer

This project is for educational purposes only. You should not construe any such information or other material as legal, tax, investment, financial, or other advice. Nothing contained here constitutes a solicitation, recommendation, endorsement, or offer by me or any third party service provider to buy or sell any securities or other financial instruments in this or in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

Under no circumstances will I be held responsible or liable in any way for any claims, damages, losses, expenses, costs, or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits.