def download_daily_aggTrades(trading_type, symbols, num_symbols, dates, start_date, end_date, folder, checksum):
current = 0
date_range = None
if start_date and end_date:
date_range = start_date + " " + end_date
if not start_date:
start_date = START_DATE
else:
start_date = convert_to_date_object(start_date)
if not end_date:
end_date = END_DATE
else:
end_date = convert_to_date_object(end_date)
print("Found {} symbols".format(num_symbols))
for symbol in symbols:
print("[{}/{}] - start download daily {} aggTrades ".format(current+1, num_symbols, symbol))
for date in dates:
current_date = convert_to_date_object(date)
if current_date >= start_date and current_date <= end_date:
path = get_path(trading_type, "aggTrades", "daily", symbol)
file_name = "{}-aggTrades-{}.zip".format(symbol.upper(), date)
download_file(path, file_name, date_range, folder)
if checksum == 1:
checksum_path = get_path(trading_type, "aggTrades", "daily", symbol)
checksum_file_name = "{}-aggTrades-{}.zip.CHECKSUM".format(symbol.upper(), date)
download_file(checksum_path, checksum_file_name, date_range, folder)
current += 1
def download_monthly_klines(symbols, num_symbols, intervals, years, months,
start_date, end_date, folder, checksum):
current = 0
date_range = None
if start_date and end_date:
date_range = start_date + " " + end_date
if not start_date:
start_date = START_DATE
else:
start_date = convert_to_date_object(start_date)
if not end_date:
end_date = END_DATE
else:
end_date = convert_to_date_object(end_date)
print("Found {} symbols".format(num_symbols))
for symbol in symbols:
print("[{}/{}] - start download monthly {} klines ".format(
current + 1, num_symbols, symbol))
for interval in intervals:
for year in years:
for month in months:
current_date = convert_to_date_object('{}-{}-01'.format(
year, month))
if current_date >= start_date and current_date <= end_date:
path = "data/spot/monthly/klines/{}/{}/".format(
symbol.upper(), interval)
file_name = "{}-{}-{}-{}.zip".format(
symbol.upper(), interval, year,
'{:02d}'.format(month))
download_file(path, file_name, date_range, folder)
if checksum == 1:
checksum_path = "data/spot/monthly/klines/{}/{}/".format(
symbol.upper(), interval)
checksum_file_name = "{}-{}-{}-{}.zip.CHECKSUM".format(
symbol.upper(), interval, year,
'{:02d}'.format(month))
download_file(checksum_path, checksum_file_name,
date_range, folder)
current += 1
def download_daily_klines(symbols, num_symbols, intervals, dates, start_date,
end_date, folder, checksum):
current = 0
date_range = None
if start_date and end_date:
date_range = start_date + " " + end_date
if not start_date:
start_date = START_DATE
else:
start_date = convert_to_date_object(start_date)
if not end_date:
end_date = END_DATE
else:
end_date = convert_to_date_object(end_date)
#Get valid intervals for daily
intervals = list(set(intervals) & set(DAILY_INTERVALS))
print("Found {} symbols".format(num_symbols))
for symbol in symbols:
print("[{}/{}] - start download daily {} klines ".format(
current + 1, num_symbols, symbol))
for interval in intervals:
for date in dates:
current_date = convert_to_date_object(date)
if current_date >= start_date and current_date <= end_date:
path = "data/spot/daily/klines/{}/{}/".format(
symbol.upper(), interval)
file_name = "{}-{}-{}.zip".format(symbol.upper(), interval,
date)
download_file(path, file_name, date_range, folder)
if checksum == 1:
checksum_path = "data/spot/daily/klines/{}/{}/".format(
symbol.upper(), interval)
checksum_file_name = "{}-{}-{}.zip.CHECKSUM".format(
symbol.upper(), interval, date)
download_file(checksum_path, checksum_file_name,
date_range, folder)
current += 1