def get_ohlcv(exchange: ccxt.Exchange, symbol: str,
timeframe: str) -> pd.DataFrame:
# Check if fetching of OHLC Data is supported
if not exchange.has["fetchOHLCV"]:
raise ValueError(
'{} does not support fetching OHLC data. Please use another exchange'
.format(exchange))
# Check requested timeframe is available. If not return a helpful error.
if timeframe not in exchange.timeframes:
print('-' * 36, ' ERROR ', '-' * 35)
print('The requested timeframe ({}) is not available from {}\n'.format(
args.timeframe, args.exchange))
print('Available timeframes are:')
for key in exchange.timeframes.keys():
print(' - ' + key)
raise ValueError
# Check if the symbol is available on the Exchange
exchange.load_markets()
if symbol not in exchange.symbols:
print('-' * 36, ' ERROR ', '-' * 35)
print('The requested symbol ({}) is not available from {}\n'.format(
symbol, exchange))
print('Available symbols are:')
for key in exchange.symbols:
print(' - ' + key)
print('-' * 80)
raise ValueError
# Get data
data = exchange.fetch_ohlcv(symbol, timeframe)
header = ['Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']
return pd.DataFrame(data, columns=header)
def fetch_ohlcv(self, exchange: ccxt.Exchange, symbol, since):
while True:
try:
candles = exchange.fetch_ohlcv(symbol,
self.dataframe,
since=since,
limit=60 * 12)
return candles
except (ccxt.errors.DDoSProtection,
ccxt.errors.RequestTimeout) as e:
self.logger.debug(error_class=e.__class__.__name__,
exchange=exchange.id)
time.sleep(3)
except ccxt.errors.BaseError as e:
self.logger.debug(error_class=e.__class__.__name__)
self.logger.exception()
time.sleep(5)