print('Retrieving market data for', pair)
hist_symbol = pair
filename = f"hist_{pair}.csv"
timestampStr = dateTimeObj.strftime("%d-%b-%Y (%H:%M)")
history_settings = f"Retrieved market data for {hist_symbol} at intervals of {hist_interval} as at {timestampStr}"
with open(filename, 'w', newline='\n') as myfile:
wr = csv.writer(myfile)
wr.writerow(
[history_settings]
) #[] wraps string in a list so it doesn't delimit the string as an array of characters
wr.writerow(history_header)
i = 1
#iterate through history time blocks and append to file
while hist_end < 1576130400000:
print(hist_symbol, hist_interval, hist_start, hist_end,
'1576130400000')
res = bot.klines(symbol=hist_symbol,
interval=hist_interval,
startTime=hist_start,
endTime=hist_end,
limit='1000')
with open(filename, 'a', newline='\n') as myfile:
wr = csv.writer(myfile)
wr.writerows(res)
hist_start += hist_step
hist_end += hist_step
i += 1
#Tell user it is done
print('Market data saved in hist.csv')
iCountPair = 0
lTicker = []
for lEI in lExchangeInfo['symbols']:
# print(lEI)
# print(lEI['status'])
if (lEI['status'] == 'TRADING') and ((lEI['baseAsset'] == sBase) or
(lEI['quoteAsset'] == sBase)):
lTicker24h = bot.ticker24hr(symbol=lEI['symbol'])
if lEI['baseAsset'] == sBase:
lPairs.append([
lEI['symbol'], lEI['baseAsset'], lEI['quoteAsset'],
float(lTicker24h['volume'])
])
else:
lPairs.append([
lEI['symbol'], lEI['baseAsset'], lEI['quoteAsset'],
float(lTicker24h['quoteVolume'])
])
lPairs.sort(key=lambda ii: ii[3], reverse=True)
for lPair in lPairs:
iCountPair += 1
print(
f'№ {iCountPair:03d} Пара: {lPair[0]:10s} Оборот за 24h: {lPair[3]: 15.2f}{sBase}'
)
# данные с биржи по свечам
slKLines = bot.klines(symbol=lPair[0], interval=sInterval, limit=iLimit)
# вычисляем !!!
bFunc.estimationPair(slKLines, lPair[0], iLimit, sInterval, iCountPrint,
iCountTrade)
history_header = [
'Open time (milliseconds)', 'Open', 'High', 'Low', 'Close', 'Volume',
'Close time (milliseconds)', 'Quote Asset Volume', '# Trades',
'Taker buy base asset volume', 'Taker buy quote asset volume', 'Ignore'
]
bot = Binance(API_KEY, API_SECRET)
hist_symbol = 'BTCUSDT'
hist_interval = '1m'
#Get the data
#Iterate pairs
#Setup new history file
print('Retrieving market data for', hist_symbol)
filename = f"./logs/hist_{hist_symbol}_today.csv"
history_settings = f"Retrieved market data for {hist_symbol} at intervals of {hist_interval}"
with open(filename, 'w', newline='\n') as myfile:
wr = csv.writer(myfile)
wr.writerow(
[history_settings]
) #[] wraps string in a list so it doesn't delimit the string as an array of characters
wr.writerow(history_header)
res = bot.klines(symbol=hist_symbol, interval=hist_interval, limit='1000')
with open(filename, 'a', newline='\n') as myfile:
wr = csv.writer(myfile)
wr.writerows(res)
#Tell user it is done
print(f'Market data saved in ./logs/hist_{hist_symbol}_today.csv')
