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