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historical klines from binance api","maintainers":[{"name":"maxgfr","email":"maxgolfier@gmail.com"}],"readme":"# binance-historical\n\nDownload historical Binance candles as JSON or CSV, from a CLI or TypeScript.\nSupports Spot, USDⓈ-M futures and COIN-M futures, multiple symbols, bounded-memory\nexports and recovery after interruption. Public market data requires no API key.\n\nUse the [agent skill for Claude Code and Codex](#agent-skill-claude-code-and-codex)\nto request downloads in natural language.\n\n## Install\n\n```sh\nnpm install -g binance-historical\n# or\nbrew install maxgfr/tap/binance-historical\n```\n\nStandalone macOS, Linux and Windows binaries are available in\n[releases](https://github.com/maxgfr/binance-historical/releases).\nNode.js 20+ is required for the npm package. To use unreleased changes locally:\n\n```sh\npnpm install --frozen-lockfile\npnpm run build\nnode build/index.js describe --json\n```\n\n## CLI\n\n```sh\nbinance-historical download --pair BTCUSDT --interval 1h \\\n  --start 2024-01-01 --end 2024-02-01 --output ./data --format csv\n```\n\nThis selects candles whose **open time** is in `[2024-01-01, 2024-02-01)`.\nThe start is inclusive and the end exclusive. Date-only arguments are midnight\nUTC; timestamps require `Z` or an explicit offset, such as\n`2024-01-01T01:00:00+01:00`. Invalid calendar dates are rejected.\n\nOnly candles closed at the launch instant are included by default.\n`--include-open` also includes the candle still forming at that instant.\nNo candles are synthesized for periods without data.\n\n```sh\n# Multiple symbols; one file per symbol\nbinance-historical download --pairs BTCUSDT,ETHUSDT --market usd-m \\\n  --interval 1h --start 2024-01-01 --end 2024-02-01 --output ./data\n\n# COIN-M contract\nbinance-historical download --pair BTCUSD_PERP --market coin-m \\\n  --interval 1h --start 2024-01-01 --end 2024-02-01 --output ./data --format csv\n```\n\n| Option              | Meaning / default                                                                                                    |\n| ------------------- | -------------------------------------------------------------------------------------------------------------------- |\n| `-p, --pair`        | One symbol or exact futures contract identifier                                                                      |\n| `--pairs`           | Comma-separated symbols; exclusive with `--pair`                                                                     |\n| `--market`          | `spot` (default), `usd-m`, `coin-m`                                                                                  |\n| `-i, --interval`    | `1m`, `3m`, `5m`, `15m`, `30m`, `1h`, `2h`, `4h`, `6h`, `8h`, `12h`, `1d`, `3d`, `1w`, `1M`; Spot also supports `1s` |\n| `-s, --start`       | Inclusive date or timestamp                                                                                          |\n| `-e, --end`         | Exclusive date or timestamp                                                                                          |\n| `-o, --output`      | Directory; trailing separator is optional                                                                            |\n| `-f, --format`      | `json` (default) or `csv`                                                                                            |\n| `--concurrency`     | Concurrent symbols, 1–4; default 2                                                                                   |\n| `--include-open`    | Include forming candles                                                                                              |\n| `--resume`          | Resume an interrupted export using its matching checkpoint                                                          |\n| `--overwrite`       | Replace an export after the new download completes                                                                   |\n| `--non-interactive` | Fail on missing parameters instead of prompting                                                                      |\n| `--json`            | One JSON execution report on stdout; implies non-interactive                                                         |\n| `-h, --help`        | Help                                                                                                                 |\n| `-V, --version`     | Installed version                                                                                                    |\n\n`binance-historical download` prompts in a terminal. Partial options trigger\nhybrid mode. Without a terminal, missing required parameters fail immediately.\nThe date prompts suggest the last 30 complete UTC days: the start is 30 days\nbefore today and the exclusive end is today at midnight UTC. Press Enter to\naccept either date or type a replacement. If `--end` is supplied, the suggested\nstart is 30 days before that date. Non-interactive downloads require explicit dates.\nThe historical invocation without `download` remains supported. Human progress\ngoes to stderr in terminals; JSON reports have no progress noise.\n\n## Recovery and files\n\nThe output name contains market, normalized symbol, interval and both precise\nUTC timestamps. JSON contains an array of candle objects. CSV uses an explicit\nheader; decimal prices and volumes retain their exchange precision.\n\nExports write to `<output>.part` first and maintain\n`<output>.checkpoint.json`. A page is synchronized to disk before its cursor is\ncommitted. Only a completed file appears at the final path. Existing outputs\nare refused unless `--overwrite` is given or `--resume` finds a matching\ncheckpoint from an interrupted export.\n\nAfter an interruption, repeat the original command with `--resume`. Keep the\ncheckpoint and partial file together. A resumed operation retains the original\nreference instant and validates the stored prefix before discarding an\nuncommitted trailing write. An incompatible or corrupted checkpoint fails\nexplicitly. Older exports without checkpoints cannot be resumed.\n\nThe checkpoint is automatically deleted after the final file is published\nsuccessfully. Only the CSV or JSON export remains. Checkpoints are kept on\nfailure or interruption so `--resume` can continue the export. To replace an\nalready completed export, use `--overwrite`. A `.lock` prevents simultaneous\nwriters to the same export. `--resume` recovers a stale lock when its recorded\nlocal process no longer exists. Locks from another host or with unreadable\nmetadata require checking the owner before manual removal.\n\nRequests time out after 30 seconds. Temporary network errors, HTTP 429 and 5xx\nreceive at most three retries, with exponential waits and `Retry-After` support.\nBans and permanent API errors stop the affected work. Other symbols finish;\nthe overall command fails if any symbol fails. Ctrl+C closes files and returns 130. The request scheduler and rate-limit cooldown are shared by batch workers.\n\n## Agent skill (Claude Code and Codex)\n\nThe [binance-historical skill](skills/binance-historical/SKILL.md) lets Claude Code\nand Codex download candles, choose the correct market and resume interrupted\nexports through the CLI. Install it with:\n\n```sh\nnpx skills add maxgfr/binance-historical \\\n  --skill binance-historical --agent claude-code codex\n```\n\nAdd `--global` for installation across projects. This installs the skill, not\nthe CLI executable, which is installed separately as described above. To try a\nlocal checkout, use `npx skills add .`.\n\nFor example, ask your agent: “Download January 2024 BTCUSDT hourly candles as\nCSV into ./data.” The skill handles exclusive end dates and reads the CLI’s\nstructured success or error report.\n\nAgents can discover the installed contract and obtain structured results:\n\n```sh\nbinance-historical describe --json\nbinance-historical download --pair BTCUSDT --interval 1h \\\n  --start 2024-01-01 --end 2024-02-01 --output ./data \\\n  --non-interactive --json\n```\n\n`--format` controls the data file; `--json` controls the execution report:\n\n```json\n{\n  \"schemaVersion\": 1,\n  \"status\": \"success\",\n  \"results\": [\n    {\n      \"pair\": \"BTCUSDT\",\n      \"market\": \"spot\",\n      \"status\": \"success\",\n      \"outputPath\": \"/absolute/path/to/export.json\",\n      \"count\": 744,\n      \"requests\": 1,\n      \"retries\": 0,\n      \"resumed\": false,\n      \"referenceTime\": 1735689600000,\n      \"resumable\": false\n    }\n  ]\n}\n```\n\nErrors contain `code`, `message`, `retryable` and, when available, `httpStatus`\nand `binanceCode`. Argument errors appear at the top level; symbol failures\nappear in their result with `resumable`. Exit codes: **0** success, **1** runtime\nfailure, **2** invalid arguments, **130** interruption. `describe --json` lists\nmarket-specific field order and the report contract.\n\n## Library\n\n```ts\nimport {\n  getKline,\n  getKlines,\n  iterateKlines,\n  exportKlines,\n} from 'binance-historical';\n\nconst options = {\n  pair: 'ETHUSDT',\n  interval: '1h' as const,\n  startDate: new Date('2024-01-01T00:00:00Z'),\n  endDate: new Date('2024-02-01T00:00:00Z'),\n};\n\nconst candles = await getKlines(options);\n// getKline(pair, interval, startDate, endDate, source?, version?, limit?) still works.\n\nfor await (const candle of iterateKlines(options)) {\n  // Consume incrementally. Breaking the loop stops further requests.\n  console.log(candle.openTime, candle.close);\n}\n\nawait exportKlines({ ...options, outputPath: './data/eth.json', resume: true });\n\nconst contracts = await getKlines({\n  ...options,\n  pair: 'BTCUSD_PERP',\n  market: 'coin-m',\n});\nconsole.log(contracts[0]?.baseAssetVolume);\n```\n\n`DownloadOptions` accepts `market`, `limit` (default 1000), `includeOpen`,\n`referenceTime`, `signal`, `onProgress`, `timeoutMs`, `maxRetries`, and\n`requestDelayMs` (default 100). `getKlines` collects an array; `iterateKlines`\nand `exportKlines` have bounded working memory. The library does not log errors\nor exit the process; it rejects with `DownloadError` and preserves API details.\n\n`Kline` is the unchanged Spot/USDⓈ-M schema. `CoinMKline` names contract and\nbase-asset volumes separately: `volume` and `takerVolume` are contract volumes,\n`baseAssetVolume` and `takerBaseAssetVolume` are base-asset volumes. It has no\n`quoteAssetVolume` or `takerQuoteAssetVolume`. Prices and volumes are strings;\ntimestamps are milliseconds.\n\n## Compatibility and validation\n\nCompared with 1.6.x, end dates are explicitly exclusive, closed candles are the\ndefault, files are protected against implicit overwrite, filenames contain\nmarket and precise UTC timestamps, and runtime failures return nonzero status.\nThe former unconditional removal of the last candle is fixed. JSON whitespace\nis compact for streaming; field values and Spot CSV columns are preserved.\nThese intentional behavioral changes should ship in a major release.\n\n```sh\npnpm run build\npnpm run lint\npnpm test --runInBand\npnpm run test:process\npnpm run test:package\npnpm run test:skill\npnpm run benchmark\n```\n\nThe deterministic benchmark records elapsed time, peak sampled heap and request\ncount at 10k, 100k and 1m candles; it simulates HTTP so network latency cannot\nhide local costs. Live Binance checks are separate from offline CI tests.\n\nSee [validation results](docs/validation.md) for measurements, reproduction\ncommands and the limits of the local checks.\n\n## Manual skill invocation\n\nThese skills run when explicitly invoked: `binance-historical`. Use `$name` in Codex or `/name` in Claude Code and OpenCode (with the plugin namespace when installed as a Claude plugin).\n\nThe skill bundle disables implicit selection in Codex and Claude Code. OpenCode V2 reads `metadata.opencode/autoinvoke: \"false\"`. For OpenCode V1, merge these entries into `permission.skill` in `~/.config/opencode/opencode.json` or the project configuration; retain unrelated permissions:\n\n```json\n{\n  \"permission\": {\n    \"skill\": {\n      \"binance-historical\": \"deny\"\n    }\n  }\n}\n```\n\nOn OpenCode 1.18.30, these rules hide the skills from the agent and reject skill-tool loading, while explicit `/name` commands remain available. Installation with `skills add` does not apply this OpenCode V1 configuration.\n","readmeFilename":"README.md"}