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thaaddeus/deribit_datasets.py Secret

Created January 27, 2022 12:32
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deribit_datasets.py
from tardis_dev import datasets
datasets.download(
exchange="deribit",
data_types=[
"incremental_book_L2",
"trades",
"quotes",
"derivative_ticker",
"book_snapshot_25",
"liquidations"
],
from_date="2021-12-01",
to_date="2021-12-02",
symbols=["BTC-PERPETUAL", "ETH-PERPETUAL"],
api_key="YOUR API KEY"
)
# pip install tardis-dev
# requires Python >=3.6
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