pulling nance trades
unknown
python
2 years ago
1.6 kB
46
Indexable
import ccxt import os import sys import csv exchange = ccxt.binance() markets = exchange.load_markets() symbol = 'DOGE/USDT' market = exchange.market(symbol) one_hour = 3600 * 1000 since = exchange.parse8601('2022-10-24T00:00:00') now = exchange.milliseconds() end = exchange.parse8601(exchange.ymd(now) + 'T00:00:00') previous_trade_id = None filename = exchange.id + '_' + market['id'] + '.csv' with open(filename, mode="w") as csv_f: csv_writer = csv.DictWriter(csv_f, delimiter=",", fieldnames=["timestamp", "size", "price", "side"]) csv_writer.writeheader() while since < end: try: trades = exchange.fetch_trades(symbol, since) print(exchange.iso8601(since), len(trades), 'trades') if len(trades): last_trade = trades[-1] if previous_trade_id != last_trade['id']: since = last_trade['timestamp'] previous_trade_id = last_trade['id'] for trade in trades: csv_writer.writerow({ 'timestamp': trade['timestamp'], 'size': trade['amount'], 'price': trade['price'], 'side': trade['side'], }) else: since += one_hour else: since += one_hour except ccxt.NetworkError as e: print(type(e).__name__, str(e)) exchange.sleep(60000)
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