Cryptocurrency Exchange Trades

Recent trade histories on Binance, a popular cryptocurrency exchange, for a specified symbol (trading pair).

import requests
import pandas as pd

import matplotlib.pyplot as plt
import seaborn as sns

pair = ("ETH", "AUD")
symbol = "".join(pair)

frame = pd.read_json(f"https://api.binance.com/api/v3/trades?symbol={symbol}",
                     convert_dates=["time"])
frame.set_index("time", inplace=True)
frame

	id	price	qty	quoteQty	isBuyerMaker	isBestMatch
time
2020-12-27 17:12:18.660	102313	906.50	0.19130	173.413450	False	True
2020-12-27 17:12:18.691	102314	906.50	0.16340	148.122100	False	True
2020-12-27 17:12:19.422	102315	906.50	0.11130	100.893450	False	True
2020-12-27 17:12:19.456	102316	906.50	0.17685	160.314525	False	True
2020-12-27 17:12:19.472	102317	906.50	0.11132	100.911580	False	True
...	...	...	...	...	...	...
2020-12-27 19:51:27.446	102808	931.75	1.39014	1295.262945	True	True
2020-12-27 19:51:53.966	102809	928.33	0.10780	100.073974	True	True
2020-12-27 19:52:27.540	102810	931.45	0.10736	100.000472	False	True
2020-12-27 19:57:18.475	102811	933.37	2.10233	1962.251752	False	True
2020-12-27 19:59:36.171	102812	933.37	0.05356	49.991297	False	True

500 rows × 6 columns

fig, ax = plt.subplots()

sns.scatterplot(x="time", y="price", data=frame, ax=ax)

ax.set_xlabel("Time")
ax.set_ylabel(f"Price ({pair[1]})")

plt.show()

fig, ax = plt.subplots()

sns.scatterplot(x="time", y="price", hue="isBuyerMaker", size="qty",
                data=frame, ax=ax)

ax.set_xlabel("Time")
ax.set_ylabel(f"Price ({pair[1]})")

plt.show()