About Binance Crypto Future Price Data
The Binance Crypto Future Price Data by CoinAPI is for Crypto-currency futures price and volume data points. The data covers 348 Cryptocurrency pairs, starts in August 2020, and is delivered on any frequency from tick to daily. This dataset is created by monitoring the trading activity on Binance.
The Binance Crypto Future Margin Rate Data dataset provides margin interest data to model margin costs.
About CoinAPI
CoinAPI was founded by Artur Pietrzyk in 2016 with the goal of providing real-time and historical cryptocurrency market data, collected from hundreds of exchanges. CoinAPI provides access to Cryptocurrencies for traders, market makers, and developers building third-party applications.
About QuantConnect
QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.
Algorithm Example
from AlgorithmImports import *
class BinanceCryptoFutureDataAlgorithm(QCAlgorithm):
def initialize(self) -> None:
self.set_start_date(2022, 10, 1)
self.set_end_date(2022, 10, 10)
self.set_cash("BUSD", 100000)
self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
crypto_future = self.add_crypto_future("BTCBUSD", Resolution.DAILY)
# perpetual futures does not have a filter function
self.btcbusd = crypto_future.symbol
# Historical data
history = self.history(self.btcbusd, 10, Resolution.DAILY)
self.debug(f"We got {len(history)} from our history request for {self.btcbusd}")
def on_data(self, slice: Slice) -> None:
if not slice.bars.contains_key(self.btcbusd) or not slice.quote_bars.contains_key(self.btcbusd):
return
quote = slice.quote_bars[self.btcbusd]
price = slice.bars[self.btcbusd].price
if price - quote.bid.close > quote.ask.close - price:
self.set_holdings(self.btcbusd, -1)
else:
self.set_holdings(self.btcbusd, 1)
Example Applications
The Binance Crypto Future Price dataset enables you to accurately design strategies for Cryptocurrencies with term structure. Examples include the following strategies:
- Horizontal/Diagonal arbitrage with the underlying cryptocurrencies
- Trade Contango/Backwardation predictions
- Hedge for illiquid cryptocurrencies
Pricing
Cloud Access
Free access to Binance Crypto Future price data from CoinApi via the QuantConnect Cloud platform for your backtesting and research.
Tick Download
Crypto-futures Tick resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage
Second Download
Crypto-futures Second resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage
Minute Download
Crypto-futures Minute resolution archives in LEAN format for on premise backtesting and research. One file per ticker/day/brokerage
Hour Download
Crypto-futures Hour resolution archives in LEAN format for on premise backtesting and research. One file per ticker/brokerage.
Daily Download
Crypto-futures Daily resolution archives in LEAN format for on premise backtesting and research. One file per ticker/brokerage.
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