def get_trades(asset_symbol, timedelta=datetime.timedelta(minutes=10), start=False, end=False, time_offset=datetime.timedelta(hours=5)): if not start or not end: # create default start and end times if not given end = datetime.datetime.now() + time_offset start = end - timedelta else: start += time_offset end += time_offset # create unix versions of the start and end times end_unix = int(time.mktime(end.timetuple())) start_unix = int(time.mktime(start.timetuple())) # get raw trade data from poloniex trades_data = p.returnMarketTradeHistory('BTC_'+asset_symbol,start=start_unix,end=end_unix) if len(trades_data) > 0: # create a data frame with all the trades trades_df = pd.DataFrame(trades_data) trades_df[['amount','rate','total']] = trades_df[['amount','rate','total']].astype(float) trades_df['date'] = pd.to_datetime(trades_df.date) trades_df['symbol'] = asset_symbol return trades_df else: return false