55 lines
1.6 KiB
Python
Executable File
55 lines
1.6 KiB
Python
Executable File
#!/usr/bin/env python3
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"""This script generate json data from bittrex"""
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import sys
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import json
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import ccxt
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import datetime
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from freqtrade import exchange
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from freqtrade import misc
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parser = misc.common_args_parser('download utility')
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parser.add_argument(
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'-p', '--pair',
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help='JSON file containing pairs to download',
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dest='pair',
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default=None
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)
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args = parser.parse_args(sys.argv[1:])
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TICKER_INTERVALS = ['1m', '5m'] # ticker interval in minutes (currently implemented: 1 and 5)
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PAIRS = []
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if args.pair:
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with open(args.pair) as file:
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PAIRS = json.load(file)
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PAIRS = list(set(PAIRS))
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print('About to download pairs:', PAIRS)
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# Init Bittrex exchange
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exchange._API = ccxt.bittrex()
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for pair in PAIRS:
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for tick_interval in TICKER_INTERVALS:
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print('downloading pair %s, interval %s' % (pair, tick_interval))
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data = exchange.get_ticker_history(pair, tick_interval)
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pair_print = pair.replace('/', '_')
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filename = '{}-{}.json'.format(pair_print, tick_interval)
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data_json = []
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for candlestick in data:
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# Timestamp in unix milliseconds formatted
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data_json.append({
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'T': datetime.datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
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'O': candlestick[1],
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'H': candlestick[2],
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'L': candlestick[3],
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'C': candlestick[4],
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'V': candlestick[5],
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})
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data_json = sorted(data_json, key=lambda d: d['T'])
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misc.file_dump_json(filename, data_json)
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