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41 lines
1.1 KiB
Markdown
41 lines
1.1 KiB
Markdown
- [Fetch Ohlcv Sequentially](./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 time
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import ccxt # noqa: E402
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# common constants
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msec = 1000
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minute = 60 * msec
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hold = 30
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exchange = ccxt.binance()
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from_datetime = '2018-01-01 00:00:00'
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from_timestamp = exchange.parse8601(from_datetime)
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now = exchange.milliseconds()
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data = []
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while from_timestamp < now:
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try:
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print(exchange.milliseconds(), 'Fetching candles starting from', exchange.iso8601(from_timestamp))
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ohlcvs = exchange.fetch_ohlcv('ETH/BTC', '1m', from_timestamp)
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print(exchange.milliseconds(), 'Fetched', len(ohlcvs), 'candles')
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first = ohlcvs[0][0]
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last = ohlcvs[-1][0]
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print('First candle epoch', first, exchange.iso8601(first))
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print('Last candle epoch', last, exchange.iso8601(last))
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from_timestamp += len(ohlcvs) * minute
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data += ohlcvs
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except (ccxt.ExchangeError, ccxt.AuthenticationError, ccxt.ExchangeNotAvailable, ccxt.RequestTimeout) as error:
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print('Got an error', type(error).__name__, error.args, ', retrying in', hold, 'seconds...')
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time.sleep(hold)
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``` |