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44 lines
1.4 KiB
Markdown
44 lines
1.4 KiB
Markdown
- [Fetch Ohlcv On New Candle](./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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from ccxt.base.decimal_to_precision import ROUND_UP # 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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limit = 500
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timeframe = "5m"
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interval = exchange.parse_timeframe(timeframe) * 1000
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while True:
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try:
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print(exchange.milliseconds(), 'Fetching candles')
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since = exchange.round_timeframe(timeframe, exchange.milliseconds(), ROUND_UP) - (limit * interval)
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ohlcv = exchange.fetch_ohlcv('ETH/BTC', timeframe, since=since, limit=limit)
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print(exchange.milliseconds(), 'Fetched', len(ohlcv), 'candles')
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first = ohlcv[0][0]
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last = ohlcv[-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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# Calculate time to next candle and sleep for that many seconds
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sleeptime = (exchange.round_timeframe(timeframe, last, ROUND_UP) - exchange.milliseconds()) / 1000
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print('sleeping for: ', sleeptime, 's', sleeptime // 60, 'min')
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time.sleep(sleeptime)
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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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``` |