Feature/1.0.1/test klines options

README.md

@@ -5,7 +5,7 @@
 ## Python library for bulk downloading Binance historical data
 A Python library to efficiently and concurrently download historical data files from Binance.
 
-Supports multiple asset types (spot, futures, options) and various data frequencies.
+Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.
 
 Status on available data types is shown below.
 
@@ -56,37 +56,39 @@ This library is under development. Not all unit tests have been completed yet an
 | bookDepth           | ❎   | ✅   | ✅ | ❎      | 
 | bookTicker          | ❎   | ✅   | ✅ | ❎      | 
 | fundingRate         | ❎   | ✅   | ✅ | ❎      | 
-| indexPriceKlines    | ❎   | 🚧   | 🚧 | ❎      | 
-| klines              | ✅   | ✅   | ❌ | ❎      | 
+| indexPriceKlines    | ❎   | ✅   | ✅ | ❎      | 
+| klines              | ✅   | ✅   | ✅ | ❎      | 
 | liquidationSnapshot | ❎   | ✅   | ✅ | ❎      | 
-| markPriceKlines     | ❎   | 🚧   | 🚧 | ❎      | 
+| markPriceKlines     | ❎   | ✅   | ✅ | ❎      | 
 | metrics             | ❎   | ✅   | ✅ | ❎      | 
-| premiumIndexKlines  | ❎   | 🚧   | 🚧 | ❎      | 
-| trades              | ✅   | ✅   | ❌ | ❎      | 
-| BVOLIndex           | ❎   | ❎   | ❎   | ❌    | 
-| EOHSummary          | ❎   | ❎   | ❎   | ❌    | 
+| premiumIndexKlines  | ❎   | ✅   | ✅ | ❎      | 
+| trades              | ✅   | ✅   | ✅ | ❎      | 
+| BVOLIndex           | ❎   | ❎   | ❎ | ✅      | 
+| EOHSummary          | ❎   | ❎   | ❎ | ✅      | 
 
 ### by data_frequency (klines, indexPriceKlines, markPriceKlines, premiumIndexKlines)
 
 | data_frequency | spot | um   | cm   | options |
 | :------------- | :--: | :--: | :--: | :-----: |
-| 1s             | ✅   | ❎   | ❎   | ❎      |
-| 1m             | ✅   | ✅   | ❌ | ❎      |
-| 3m             | ✅   | ✅   | ❌ | ❎      |
-| 5m             | ✅   | ✅   | ❌ | ❎      |
-| 15m            | ✅   | ✅   | ❌ | ❎      |
-| 30m            | ✅   | ✅   | ❌ | ❎      |
-| 1h             | ✅   | ✅   | ❌ | ❎      |
-| 2h             | ✅   | ✅   | ❌ | ❎      |
-| 4h             | ✅   | ✅   | ❌ | ❎      |
-| 6h             | ✅   | ✅   | ❌ | ❎      |
-| 8h             | ✅   | ✅   | ❌ | ❎      |
-| 12h            | ✅   | ✅   | ❌ | ❎      |
-| 1d             | ✅   | ✅   | ❌ | ❎      |
-| 3d             | ❌   | ❌   | ❌ | ❎      |
-| 1w             | ❌   | ❌   | ❌ | ❎      |
-| 1mo            | ❌   | ❌   | ❌ | ❎      |
-
+| 1s             | ✅   | ❎   | ❎ | ❎      |
+| 1m             | ✅   | ✅   | ✅ | ❎      |
+| 3m             | ✅   | ✅   | ✅ | ❎      |
+| 5m             | ✅   | ✅   | ✅ | ❎      |
+| 15m            | ✅   | ✅   | ✅ | ❎      |
+| 30m            | ✅   | ✅   | ✅ | ❎      |
+| 1h             | ✅   | ✅   | ✅ | ❎      |
+| 2h             | ✅   | ✅   | ✅ | ❎      |
+| 4h             | ✅   | ✅   | ✅ | ❎      |
+| 6h             | ✅   | ✅   | ✅ | ❎      |
+| 8h             | ✅   | ✅   | ✅ | ❎      |
+| 12h            | ✅   | ✅   | ✅ | ❎      |
+| 1d             | ✅   | ✅   | ✅ | ❎      |
+| 3d             | ✅   | ✅   | ✅ | ❎      |
+| 1w             | ✅   | ✅   | ✅ | ❎      |
+| 1mo            | ✅   | ✅   | ✅ | ❎      |
+
+## If you want to report a bug or request a feature
+Please create an issue on this repository!
 
 ## Disclaimer
 This project is for educational purposes only. You should not construe any such information or other material as legal,

downloader/downloader.py

@@ -227,7 +227,7 @@ def _make_asset_type(self) -> str:
         elif self._asset in "cm":
             asset_type = "futures/cm"
         elif self._asset in self._OPTIONS_ASSET:
-            asset_type = "options"
+            asset_type = "option"
         elif self._asset in self._ASSET:
             asset_type = "spot"
         else:

tests/test_bvolindex.py

@@ -0,0 +1,52 @@
+# import standard libraries
+import os
+
+# import third party libraries
+import pytest
+
+# import my libraries
+from downloader.downloader import *
+
+
+def dynamic_bvolindex_test_params():
+    """
+    Generate params for BVOLIndex tests
+    :return:
+    """
+    for asset in BinanceBulkDownloader._OPTIONS_ASSET:
+        for data_type in ["BVOLIndex"]:
+            for timeperiod_per_file in ["daily"]:
+                yield pytest.param(
+                    asset,
+                    data_type,
+                    timeperiod_per_file,
+                    id=f"{asset}-{data_type}-{timeperiod_per_file}",
+                )
+
+
+@pytest.mark.parametrize(
+    "asset, data_type, timeperiod_per_file", dynamic_bvolindex_test_params()
+)
+def test_bvolindex(tmpdir, asset, data_type, timeperiod_per_file):
+    """
+    Test BVOLIndex
+    :param tmpdir:
+    :param asset: asset (option)
+    :param data_type: data type (BVOLIndex)
+    :param timeperiod_per_file: time period per file (daily)
+    :return:
+    """
+    downloader = BinanceBulkDownloader(
+        destination_dir=tmpdir,
+        asset=asset,
+        data_type=data_type,
+        timeperiod_per_file=timeperiod_per_file,
+    )
+    prefix = downloader._build_prefix()
+    single_download_prefix = (
+        prefix + "/BTCBVOLUSDT/BTCBVOLUSDT-BVOLIndex-2023-07-01.zip"
+    )
+    destination_path = tmpdir.join(single_download_prefix.replace(".zip", ".csv"))
+    downloader._download(single_download_prefix)
+    # If exists csv file on destination dir, test is passed.
+    assert os.path.exists(destination_path)

tests/test_eohsummary.py

@@ -0,0 +1,50 @@
+# import standard libraries
+import os
+
+# import third party libraries
+import pytest
+
+# import my libraries
+from downloader.downloader import *
+
+
+def dynamic_eohsummary_test_params():
+    """
+    Generate params for EOHSummary tests
+    :return:
+    """
+    for asset in BinanceBulkDownloader._OPTIONS_ASSET:
+        for data_type in ["EOHSummary"]:
+            for timeperiod_per_file in ["daily"]:
+                yield pytest.param(
+                    asset,
+                    data_type,
+                    timeperiod_per_file,
+                    id=f"{asset}-{data_type}-{timeperiod_per_file}",
+                )
+
+
+@pytest.mark.parametrize(
+    "asset, data_type, timeperiod_per_file", dynamic_eohsummary_test_params()
+)
+def test_eohsummary(tmpdir, asset, data_type, timeperiod_per_file):
+    """
+    Test EOHSummary
+    :param tmpdir:
+    :param asset: asset (option)
+    :param data_type: data type (EOHSummary)
+    :param timeperiod_per_file: time period per file (daily)
+    :return:
+    """
+    downloader = BinanceBulkDownloader(
+        destination_dir=tmpdir,
+        asset=asset,
+        data_type=data_type,
+        timeperiod_per_file=timeperiod_per_file,
+    )
+    prefix = downloader._build_prefix()
+    single_download_prefix = prefix + "/BTCUSDT/BTCUSDT-EOHSummary-2023-07-01.zip"
+    destination_path = tmpdir.join(single_download_prefix.replace(".zip", ".csv"))
+    downloader._download(single_download_prefix)
+    # If exists csv file on destination dir, test is passed.
+    assert os.path.exists(destination_path)