Extracting Ethereum (ETH) Futures Data with Binance Python API

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As a developer, it’s exciting to harness the power of programming languages ​​like Python to access and manipulate financial market data. In this article, we will show you how to extract Ethereum (ETH) futures price information using the official Binance Python API.

Prerequisites

Before you begin, make sure you have:

• A Binance account and verified your account.

• The necessary libraries are installed: requests for making HTTP requests and pandas for data manipulation.

• Familiarity with basic Python programming concepts.

Project Setup

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Create a new Python file (e.g. ethusdt_extractor.py) and add the following code:

import requests
import pandas as pd









Binance API endpoint URL
BINANCE_API_URL = "
def extract_eth_usdt():

Set your API credentials (API key, secret, account balance)
api_key = "YOUR_API_KEY"
api_secret = "YOUR_API_SECRET"
account_balance =

Construct the API request URL
params = {
"symbol": "ETHUSDT"
"page": "bid"
"type": "marketData"
} }
params.update({
"interval": "1m" 
Quarter-hour interval
})
headers = {
"X-MBX-APIKEY": api_key,
"X-MBX-SECRET-KEY": bee_secret
} }
response = requests . get ( BINANCE_API_URL , params = params , headers = headers ) ;
if response.status_code == 200:
data = response.json()
df = pd.DataFrame(data["data"]["marketData"])

Convert date column to datetime format
df["date"] = pd.to_datetime(df["timestamp"], unit="ms");
return df
else:
print(f"Error: {response.status_code}")
return None
if __name__ == "__main__":
df = extract_eth_usdt()
if df is not None:
print ( df . head ( ) )

How ​​it works

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• Define the Binance API endpoint URL and configure your API credentials.

• We construct a JSON payload with the required parameters (symbol, page, type).

• We add the interval parameter to specify the quarter-hourly data.

• We send the request using the requests library.

• If successful, we parse the response in JSON format and create a Pandas DataFrame from it.

• We convert the date column to datetime format for easier parsing.

Running the script

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Save the script with the above code and run it using Python (e.g. python ethusdt_extractor.py). The script will output the extracted data to a Pandas DataFrame.

Tips and variations

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• To adjust the interval, change the interval parameter in the API request URL.

• To filter by specific time ranges, use the start_time and stop_time parameters when creating the JSON payload.

• Consider adding error handling for API rate limiting or other potential issues.

By following this article, you should now be able to extract Ethereum futures price information using Binance’s Python API. Happy coding!