Here, we directly query the Binance API "Kline/Candlestick Data". Here's the docs.
We use Python requests library to make queries.
We assume you've already done main5.md "Setup".
If needed, re-setup in Python:
- Do ocean.py setup-remote.md "Setup in Python"
- And do:
from predict_eth.helpers import *
In the Python console:
import requests
url = f"https://api.binance.com/api/v3/klines?symbol=ETHUSDT&interval=5m"
r = requests.get(url)
cex_x = r.json()
# cex_x is a list 500 items, one for every hour, on the hour.
#
# Each item has a list of 12 entries:
# (0) timestamp (1) open price (2) high price (3) low price (4) close price (5) Vol ..
#
# Example item: [1662998400000, 1706.38, 1717.87, 1693, 1713.56, ..]
# Timestamp is unix time, but in ms. To get unix time (in s), divide by 1000
# Example: get unix timestamps
uts = [xi[0]/1000 for xi in cex_x]
# Example: get close prices
close_prices = [float(xi[4]) for xi in cex_x]Here's a different example, restricting data to just the previous week.
from datetime import datetime, timedelta
end_datetime = datetime.now()
start_datetime = end_datetime - timedelta(days=7)
url = f"https://api.binance.com/api/v3/klines?symbol=ETHUSDT&interval=1h&startTime={int(start_datetime.timestamp())*1000}&endTime={int(end_datetime.timestamp())*1000}"
# the rest is the same. cex_x should have just 168 items (number of hours in the week)