Backfill Binance Kline Data to CSV — binance_backfill

Downloads historical OHLCV candlestick data for one or more trading pairs and timeframes, writing results incrementally to a CSV file. Supports resuming from a partially completed backfill by reading the existing file and skipping symbol-timeframe combinations that are already up to date.

Usage

binance_backfill_klines(
  symbols,
  timeframes = "1d",
  from = lubridate::now("UTC") - lubridate::ddays(365),
  to = lubridate::now("UTC"),
  file = "binance_klines.csv",
  base_url = "https://api.binance.com",
  sleep = 0.3,
  verbose = TRUE
)

Arguments

symbols: Character vector of trading pair symbols (e.g., c("BTCUSDT", "ETHUSDT")). Must not be NULL or empty.
timeframes: Character vector of candle timeframes (e.g., c("1d", "1h")). Valid values: "1s", "1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M".
from: POSIXct or numeric; start of the backfill window. Defaults to one year ago. Values before "2017-07-01" (or -Inf) are clamped to "2017-07-01" since Binance data does not exist before that date.
to: POSIXct or numeric; end of the backfill window. Defaults to current time. Inf is replaced with current time.
file: Character; path to the output CSV file. Data is appended incrementally so progress is saved even if the process is interrupted.
base_url: Character; Binance API base URL.
sleep: Numeric; seconds to sleep between each symbol-timeframe combination to respect rate limits.
verbose: Logical; if TRUE, prints progress messages via rlang::inform().

Value

The file path (invisibly). If any symbol-timeframe combinations failed, a "failures" attribute is attached containing a data.table::data.table with columns symbol, timeframe, and error.

Examples

if (FALSE) { # \dontrun{
binance_backfill_klines(
  symbols = c("BTCUSDT", "ETHUSDT"),
  timeframes = c("1d", "1h"),
  from = lubridate::as_datetime("2020-01-01"),
  file = "my_klines.csv"
)
} # }