commit

docs/ccxt/wiki/examples/py/poloniex-fetch-ohlcv-continuously.md

@@ -0,0 +1,72 @@
+- [Poloniex Fetch Ohlcv Continuously](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import asyncio
+import os
+import sys
+from pprint import pprint
+
+
+import ccxt.async_support as ccxt  # noqa: E402
+
+
+# this example shows how to fetch OHLCVs continuously, see issue #7498
+# https://github.com/ccxt/ccxt/issues/7498
+
+
+async def fetch_ohlcvs_continuously(exchange, timeframe, symbol, fetching_time):
+    print(exchange.id, timeframe, symbol, 'starting')
+    all_ohlcvs = []
+    limit = 1
+    duration_in_seconds = exchange.parse_timeframe(timeframe)
+    duration_in_milliseconds = duration_in_seconds * 1000
+    now = exchange.milliseconds()
+    end_time = now + fetching_time
+    while now < end_time:
+        since = int(now / duration_in_milliseconds) * duration_in_milliseconds
+        time_to_wait = duration_in_milliseconds - now % duration_in_milliseconds + 10000  # +10 seconds buffer
+        print(exchange.id, timeframe, symbol, 'time now is', exchange.iso8601(now))
+        print(exchange.id, timeframe, symbol, 'time to wait is', time_to_wait / 1000, 'seconds')
+        print(exchange.id, timeframe, symbol, 'sleeping till', exchange.iso8601(now + time_to_wait))
+        await exchange.sleep(time_to_wait)
+        print(exchange.id, timeframe, symbol, 'done sleeping at', exchange.iso8601(exchange.milliseconds()))
+        while True:
+            try:
+                ohlcvs = await exchange.fetch_ohlcv(symbol, timeframe, since, limit)
+                break
+            except Exception as e:
+                print(type(e).__name__, e.args, str(e))  # comment if not needed
+                # break  # uncomment to break it
+                # pass   # uncomment to do nothing and just retry again on next iteration
+                # or add your own reaction according to the purpose of your app
+        print(exchange.id, timeframe, symbol, 'fetched', len(ohlcvs), 'candle(s), time now is', exchange.iso8601(exchange.milliseconds()))
+        print(exchange.id, timeframe, symbol, 'all candles:')
+        all_ohlcvs += ohlcvs
+        for ohlcv in all_ohlcvs:
+            print('    ', exchange.iso8601(ohlcv[0]), ohlcv[1:])
+        now = exchange.milliseconds()
+    return {symbol: all_ohlcvs}
+
+async def fetch_all_ohlcvs_continuously(exchange_id, timeframe, symbols, fetching_time):
+    exchange_class = getattr(ccxt, exchange_id)
+    exchange = exchange_class()
+    input_coroutines = [fetch_ohlcvs_continuously(exchange, timeframe, symbol, fetching_time) for symbol in symbols]
+    results = await asyncio.gather(*input_coroutines, return_exceptions=True)
+    await exchange.close()
+    return exchange.extend(*results)
+
+print('CCXT version:', ccxt.__version__)
+
+exchange_id = 'poloniex'
+symbols = ['ETH/BTC', 'BTC/USDT']
+timeframe = '5m'
+fetching_time = 15 * 60 * 1000  # stop after 15 minutes (approximately 4 iterations)
+coroutine = fetch_all_ohlcvs_continuously(exchange_id, timeframe, symbols, fetching_time)
+results = asyncio.run(coroutine)
+pprint(results)
+# results  # if you run this code in Jupyter then uncomment thisline to see the output result
+ 
+```