Bitfinex Data Reader

# first install all the packages
pip install -r requirements.txt

# usage: run.py [-h] [--since SINCE] [--until UNTIL] [--split] [--debug]
#               [SYMBOLS [SYMBOLS ...]]

# Example:
python3 run.py --debug --since 2019-04-29 --until 2019-04-30T00:00.00Z btcusd xrpbtc

File Output

Each run of the process will create its own timestamped directory to avoid record duplicates within the same files across multiple runs.

By default, trades data will be saved inside that folder.

If you need to split the data into multiple files, batching can be turned on by passing --split flag. That way, trades data will be saved in batches across multiple CSV files. IMPORTANT: The batch (file) timestamp is derived from the timestamp of the first record in the batch and thus is intended for basic orientation. The file can contain records from an upcoming day and the file with previous-day timestamp can contain this day's data.