Exchange Fetchers¶

Fetch historical OHLCV data directly from exchange APIs.

pip install replaybt[data]  # requires requests

BinanceProvider¶

from replaybt import BinanceProvider

data = BinanceProvider(
    symbol="ETHUSDT",
    timeframe="1m",
    start="2024-01-01",
    end="2024-12-31",
)

# Use like any other provider
engine = BacktestEngine(strategy=my_strategy, data=data, config=config)
results = engine.run()

Parameters¶

BinanceProvider(
    symbol="ETHUSDT",       # Binance trading pair
    timeframe="1m",         # "1m", "5m", "15m", "30m", "1h", "4h", "1d"
    start="2024-01-01",     # start date (inclusive)
    end="2024-12-31",       # end date (inclusive)
)

BybitProvider¶

from replaybt import BybitProvider

data = BybitProvider(
    symbol="ETHUSDT",
    timeframe="1m",
    start="2024-01-01",
    end="2024-12-31",
)

Parameters¶

Same interface as BinanceProvider:

BybitProvider(
    symbol="ETHUSDT",       # Bybit trading pair
    timeframe="1m",         # "1m", "5m", "15m", "30m", "1h", "4h", "1d"
    start="2024-01-01",     # start date (inclusive)
    end="2024-12-31",       # end date (inclusive)
)

Rate Limits¶

Both providers handle pagination automatically. For large date ranges with 1m data, fetching may take a few minutes due to API rate limits.

Combining with CachedProvider¶

Avoid re-fetching on repeated runs:

from replaybt import CachedProvider

data = CachedProvider(
    BinanceProvider("ETHUSDT", start="2024-01-01", end="2024-12-31")
)

The first run fetches from the API; subsequent iterations use the cached bars.