ccxt_test_edited.py

import ccxt
from datetime import datetime, timedelta, timezone
import math
import argparse
import pandas as pd


def parse_args():
    parser = argparse.ArgumentParser(description='CCXT Market Data Downloader')


    parser.add_argument('-s','--symbol',
                        type=str,
                        required=True,
                        help='The Symbol of the Instrument/Currency Pair To Download')

    parser.add_argument('-e','--exchange',
                        type=str,
                        required=True,
                        help='The exchange to download from')

    parser.add_argument('-t','--timeframe',
                        type=str,
                        default='1d',
                        choices=['1m', '5m','15m', '30m','1h', '2h', '3h', '4h', '6h', '12h', '1d', '1M', '1y'],
                        help='The timeframe to download')


    parser.add_argument('--debug',
                            action ='store_true',
                            help=('Print Sizer Debugs'))

    return parser.parse_args()

# Get our arguments
args = parse_args()

# Get our Exchange
try:
    exchange = getattr (ccxt, args.exchange) ()
except AttributeError:
    print('-'*36,' ERROR ','-'*35)
    print('Exchange "{}" not found. Please check the exchange is supported.'.format(args.exchange))
    print('-'*80)
    quit()

# Check if fetching of OHLC Data is supported
if exchange.has["fetchOHLCV"] == False:
    print('-'*36,' ERROR ','-'*35)
    print('{} does not support fetching OHLC data. Please use another exchange'.format(args.exchange))
    print('-'*80)
    quit()

# Check requested timeframe is available. If not return a helpful error.
if args.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)
    print('-'*80)
    quit()

# Check if the symbol is available on the Exchange
exchange.load_markets()
if args.symbol not in exchange.symbols:
    print('-'*36,' ERROR ','-'*35)
    print('The requested symbol ({}) is not available from {}\n'.format(args.symbol,args.exchange))
    print('Available symbols are:')
    for key in exchange.symbols:
        print('  - ' + key)
    print('-'*80)
    quit()


# Get data
data = exchange.fetch_ohlcv(args.symbol, args.timeframe)
header = ['Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']
df = pd.DataFrame(data, columns=header).set_index('Timestamp')
# Save it
symbol_out = args.symbol.replace("/","")
filename = '{}-{}-{}.csv'.format(args.exchange, symbol_out,args.timeframe)
df.to_csv(filename)