Backfill KuCoin Kline Data to CSV — kucoin_backfill

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

Usage

kucoin_backfill_klines(
  symbols,
  freqs = "1day",
  from = lubridate::now("UTC") - lubridate::ddays(365),
  to = lubridate::now("UTC"),
  file = "kucoin_klines.csv",
  base_url = "https://api.kucoin.com",
  sleep = 0.3,
  verbose = TRUE
)

Arguments

symbols: Character vector of trading pair symbols (e.g., c("BTC-USDT", "ETH-USDT")). Must not be NULL or empty.
freqs: Character vector of candle frequencies (e.g., c("1day", "1hour")). Valid values are the names of the internal frequency map: "1min", "3min", "5min", "15min", "30min", "1hour", "2hour", "4hour", "6hour", "8hour", "12hour", "1day", "1week", "1month".
from: POSIXct or numeric; start of the backfill window. Defaults to one year ago. Values before "2017-01-01" (or -Inf) are clamped to "2017-01-01" since KuCoin 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; KuCoin API base URL.
sleep: Numeric; seconds to sleep between each symbol-frequency combination to respect rate limits.
verbose: Logical; if TRUE, prints progress messages via rlang::inform().

Value

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

Examples

if (FALSE) { # \dontrun{
kucoin_backfill_klines(
  symbols = c("BTC-USDT", "ETH-USDT"),
  freqs = c("1day", "1hour"),
  from = lubridate::as_datetime("2020-01-01"),
  file = "my_klines.csv"
)
} # }