A command line tool to fetch historical prices of markets on FTX.
Step 1: Clone this repository.
> git clone https://github.com/SLMT/ftx-fetch.git
Step 2: Install ftx-fetch via cargo using the following command. If you don't have a Rust development environment, please follow the instructions here to setup one.
> cd ftx-fetch
> cargo install --path .
Step 3: Check the installation
> ftx-fetch --help
There two commands:
tops: show the top 10 future markets that have the most trading in last 24 hours.download: download the historical prices of the specified market.
> ftx-fetch tops [COUNT]
[COUNT]: how many future markets to show. Default: 10
Example (some fields in the table are omitted):
> ftx-fetch tops 3
+------+-------------+----------------------------+------------------+-...-+
| Rank | Market Name | Description | Volume in 24 HRs | ... |
+------+-------------+----------------------------+------------------+-...-+
| 1 | ETH-PERP | Ethereum Perpetual Futures | 2365336295 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
| 2 | BTC-PERP | Bitcoin Perpetual Futures | 1971066791 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
| 3 | SOL-PERP | Solana Perpetual Futures | 274014478 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
> ftx-fetch download <MARKET_NAME> <START_DATE> [END_DATE] [RESOLUTION]
<MARKET_NAME>: name of the market<START_DATE>: start date of the history (format: YYYY-mm-dd)[END_DATE]: end date of the history (format: YYYY-mm-dd). Default: now[RESOLUTION]: window length in seconds. options: 15, 60, 300, 900, 3600, 14400, 86400, or any multiple of 86400 up to 30*86400. Default: 15
Example:
> ftx-fetch download btc-perp 2022-07-20
INFO ftx_fetch > Data points from 2022-07-22 07:56:00 to 2022-07-24 22:25:58 (15000 points) are downloaded.
INFO ftx_fetch > Data points from 2022-07-19 17:26:00 to 2022-07-24 22:25:58 (30000 points) are downloaded.
INFO ftx_fetch > Downloading finished. 39944 data points are downloaded.
INFO ftx_fetch > Saving the data to 'btc-perp-2022-07-18-2022-07-24.csv'...
INFO ftx_fetch > The data are saved to 'btc-perp-2022-07-18-2022-07-24.csv'.
It saves the result to a CSV file named with the market name, the start date and the end date.
Copyright (c) 2022 Yu-Shan Lin.
ftx-fetch is made available under the terms of the MIT License.
