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Trading bot
OctoBot script docs
Historical data

Fetching trading data

In order to run a backtest, OctoBot script requires historical trading data, which is at least candles history.

Fetching new data

When using OctoBot script, historical data can be fetched using: await obs.get_data(symbol, time frame)

Where:

  • symbol: the trading symbol to fetch data from. It can also be a list of symbols
  • time frame: the time frame to fetch (1h, 4h, 1d, etc). It can also be a list of time frames

Optional arguments:

  • start_timestamp: the unix timestamp to start fetching data from. Use this converter if you are unsure what you should use.
  • exchange: the exchange to fetch data from. Default is “binance”
  • exchange_type: the exchange trading type to fetch data from. Default is “spot”, “future” is also possible on supported exchanges
data = await obs.get_data("BTC/USDT", "1d", start_timestamp=1505606400)

Re-using fetched data

Calling data = await obs.get_data will save the downloaded data into the backtesting/data local folder. If you want to speedup subsequent calls, you can provide the data_file optional argument to read data from this file instead of downloading historical data. This also makes it possible to run a script while being offline.

You can get the name of the downloaded backtesting file by accessing data.data_files[0]

data = await obs.get_data("BTC/USDT", "1d", start_timestamp=1505606400)
# print the name of the downloaded data file
print(data.data_files[0])
datafile = "ExchangeHistoryDataCollector_1671754854.5234916.data"
# will not download historical data as a local data_file is provided
data = await obs.get_data("BTC/USDT", "1d", start_timestamp=1505606400, data_file=datafile)