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55 lines
1.6 KiB
Markdown
55 lines
1.6 KiB
Markdown
- [Poloniex Fetch Trades With Pagination To Csv](./examples/py/)
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```python
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# -*- coding: utf-8 -*-
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import os
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import sys
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import pandas as pd
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import ccxt # noqa: E402
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exchange = ccxt.poloniex()
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exchange.load_markets()
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# Poloniex will only serve one year of data into the past
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symbol = 'BTC/USDT'
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before = exchange.milliseconds()
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previous_length = 0
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all_trades = {}
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while True:
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try:
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print('---------------------------------------------------------------')
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print('Fetching trades before', exchange.iso8601(before))
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params = {
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'end': int(before / 1000) # end param must be in seconds
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}
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trades = exchange.fetch_trades(symbol, None, None, params)
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trades_by_id = exchange.index_by(trades, 'id')
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before = trades[0]['timestamp']
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all_trades = exchange.extend(all_trades, trades_by_id)
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total_length = len(all_trades.keys())
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print('Fetched', total_length, 'trades in total')
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if total_length == previous_length:
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break
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previous_length = total_length
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except ccxt.NetworkError as e:
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print(e) # retry on next iteration
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except ccxt.ExchangeError as e:
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print(e)
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break
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all_trades = exchange.sort_by(all_trades.values(), 'id')
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print('Fetched', len(all_trades), 'trades since', all_trades[0]['datetime'], 'till', all_trades[-1]['datetime'])
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# omitted_keys = ['fee', 'info']
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# all_trades = [exchange.omit(trade, omitted_keys) for trade in all_trades]
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# path_to_your_csv_file = 'trades.csv' # change for your path here
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# df = pd.DataFrame(all_trades)
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# df.to_csv(path_to_your_csv_file, index=None, header=True)
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``` |