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docs/ccxt/wiki/examples/py/binance-fetch-all-trades.md

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+- [Binance Fetch All Trades](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+import csv
+
+
+import ccxt  # noqa: E402
+
+exchange = ccxt.binance()
+
+markets = exchange.load_markets()
+symbol = 'ETH/BTC'
+market = exchange.market(symbol)
+one_hour = 3600 * 1000
+since = exchange.parse8601('2018-12-12T00:00:00')
+now = exchange.milliseconds()
+end = exchange.parse8601(exchange.ymd(now) + 'T00:00:00')
+previous_trade_id = None
+filename = exchange.id + '_' + market['id'] + '.csv'
+with open(filename, mode="w") as csv_f:
+    csv_writer = csv.DictWriter(csv_f, delimiter=",", fieldnames=["timestamp", "size", "price", "side"])
+    csv_writer.writeheader()
+    while since < end:
+        try:
+            trades = exchange.fetch_trades(symbol, since)
+            print(exchange.iso8601(since), len(trades), 'trades')
+            if len(trades):
+                last_trade = trades[-1]
+                if previous_trade_id != last_trade['id']:
+                    since = last_trade['timestamp']
+                    previous_trade_id = last_trade['id']
+                    for trade in trades:
+                        csv_writer.writerow({
+                            'timestamp': trade['timestamp'],
+                            'size': trade['amount'],
+                            'price': trade['price'],
+                            'side': trade['side'],
+                        })
+                else:
+                    since += one_hour
+            else:
+                since += one_hour
+        except ccxt.NetworkError as e:
+            print(type(e).__name__, str(e))
+            exchange.sleep(60000)
+ 
+```