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80sVectorz/binance_kline_data_fetcher.ipynb

Created December 18, 2024 17:29
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Binance data fetcher notebook
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binance_kline_data_fetcher.ipynb
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "14ebf4c4-060f-4c8b-8bf4-6281314dcdce",
"metadata": {
"tags": []
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Custom data path is: C:\\Users\\____\\Documents\\CUSTOM_DATA\n"
]
}
],
"source": [
"import os\n",
"import requests\n",
"import matplotlib.pyplot as plt\n",
"from datetime import date, timedelta\n",
"from dateutil import rrule\n",
"from zipfile import ZipFile\n",
"import glob\n",
"import shutil\n",
"import pandas as pd\n",
"import os.path\n",
"import aiohttp\n",
"import asyncio\n",
"import zipfile\n",
"\n",
"MODE='futures'\n",
"\n",
"CUSTOM_DATA_PATH = os.getenv(\"CUSTOM_DATA_PATH\")\n",
"print(f\"Custom data path is: {CUSTOM_DATA_PATH}\")\n",
"TIME_SERIES_PATH = CUSTOM_DATA_PATH+\"/TIME_SERIES\"\n",
"match(MODE.lower()):\n",
" case 'futures':\n",
" OUT_PATH = TIME_SERIES_PATH+\"/Binance_data/\"\n",
" case 'spot':\n",
" OUT_PATH = TIME_SERIES_PATH+\"/Binance_data/spot\"\n",
"\n",
"OUT_PATH=os.path.expanduser(OUT_PATH)"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "6ddd8a72-044e-46a5-ba84-a515ce9d583b",
"metadata": {
"scrolled": true,
"tags": []
},
"outputs": [],
"source": [
"\n",
"async def fetch_and_save(session, asset, date, overwrite=False):\n",
" d = date.strftime(\"%Y-%m-%d\")\n",
" output_file = f\"{OUT_PATH}/{asset}-{timeframe}-{d}.zip\"\n",
" if os.path.isfile(output_file) and not overwrite:\n",
" print(f\"{output_file} already exists. Skipping...\")\n",
" return\n",
" match(MODE.lower()):\n",
" case 'futures':\n",
" url = f'https://data.binance.vision/data/futures/um/daily/klines/{asset}/{timeframe}/{asset}-{timeframe}-{d}.zip'\n",
" case 'spot':\n",
" url = f'https://data.binance.vision/data/spot/daily/klines/{asset}/{timeframe}/{asset}-{timeframe}-{d}.zip'\n",
" async with session.get(url) as response:\n",
" if response.status == 200:\n",
" with open(f\"{OUT_PATH}/{asset}-{timeframe}-{d}.zip\", \"wb\") as f:\n",
" f.write(await response.read())\n",
" print(f\"[{asset}] {d} downloaded and saved\")\n",
" else:\n",
" print(f\"[{asset}] Failed to download {d}\")\n",
"\n",
"async def fetch_assets_in_batch(assets, dates, overwrite=False):\n",
" async with aiohttp.ClientSession() as session:\n",
" tasks = []\n",
" for asset in assets:\n",
" for date in dates:\n",
" d = date.strftime(\"%Y-%m-%d\")\n",
" if (not os.path.isfile(f\"{OUT_PATH}/{asset}-{timeframe}-{d}.csv\") and not os.path.isfile(f'{OUT_PATH}/{asset}-{timeframe}-{d}.zip')) or overwrite:\n",
" tasks.append(fetch_and_save(session, asset, date,overwrite=overwrite))\n",
" await asyncio.gather(*tasks)\n",
"\n",
"async def fetch_assets(assets, start_date, end_date):\n",
" dates = list(rrule.rrule(rrule.DAILY, dtstart=start_date, until=end_date))\n",
" await fetch_assets_in_batch(assets, dates)\n",
"\n",
"async def unpack_asset(asset):\n",
" for dt in rrule.rrule(rrule.DAILY, dtstart=start_date, until=end_date):\n",
" d = dt.strftime(\"%Y-%m-%d\")\n",
" csv_path = f\"{OUT_PATH}/{asset}-{timeframe}-{d}.csv\"\n",
" zip_path = f\"{OUT_PATH}/{asset}-{timeframe}-{d}.zip\"\n",
" if os.path.isfile(csv_path) and not os.path.isfile(zip_path):\n",
" print(f'[{asset}] {d} exists!')\n",
" continue\n",
" df_csv = pd.read_csv(csv_path,) \n",
" elif not os.path.isfile(zip_path):\n",
" continue\n",
" else:\n",
" try:\n",
" with ZipFile(zip_path, \"r\") as zObject:\n",
" zObject.extractall(path=f\"{OUT_PATH}/\")\n",
" except zipfile.BadZipFile:\n",
" await fetch_assets_in_batch([asset],[dt], overwrite=True)\n",
"\n",
" with ZipFile(zip_path, \"r\") as zObject:\n",
" zObject.extractall(path=f\"{OUT_PATH}/\")\n",
" df_csv = pd.read_csv(csv_path) \n",
" if not df_csv.columns is None and df_csv.columns[0] == 'open_time':\n",
" if len(df_csv.columns) == 12:\n",
" df_csv = df_csv.drop(columns=['quote_volume','count','taker_buy_volume','taker_buy_quote_volume','ignore'])\n",
" else:\n",
" column_names = ['open_time', 'open', 'high', 'low', 'close', 'volume', 'close_time', 'quote_volume', 'count', 'taker_buy_volume', 'taker_buy_quote_volume', 'ignore'] \n",
" df_csv = pd.read_csv(csv_path,header=None)\n",
" if len(df_csv.columns) == 12:\n",
" df_csv.columns = column_names\n",
" df_csv = df_csv.drop(columns=['quote_volume','count','taker_buy_volume','taker_buy_quote_volume','ignore'])\n",
" df_csv.to_csv(csv_path,index=False)\n",
" print(f'[{asset}] {d} done!')\n",
" # if os.path.isfile(zip_path):\n",
" # os.remove(zip_path)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "305476a4",
"metadata": {},
"outputs": [],
"source": [
"timeframe = '1m'\n",
"assets = [\n",
" # \"ADAUSDT\",\n",
" # \"SOLUSDT\",\n",
" # \"TRXUSDT\",\n",
" # \"ENSUSDT\",\n",
" # \"XRPUSDT\",\n",
" # \"DOTUSDT\",\n",
" # \"ARBUSDT\",\n",
" # \"MATICUSDT\",\n",
" # \"AVAXUSDT\",\n",
" # \"ATOMUSDT\",\n",
" # \"BNBUSDT\",\n",
" # \"LINKUSDT\",\n",
" # \"GRTUSDT\",\n",
" # \"OPUSDT\",\n",
" # \"LTCUSDT\",\n",
" # \"ALGOUSDT\",\n",
" # \"GALAUSDT\",\n",
" # \"AAVEUSDT\",\n",
" # \"XLMUSDT\",\n",
" # \"FTMUSDT\",\n",
" # \"BTCUSDT\",\n",
" # \"ETHUSDT\",\n",
" # \"FILUSDT\",\n",
" # \"ANKRUSDT\",\n",
" # \"CHZUSDT\",\n",
" # \"CRVUSDT\",\n",
" # \"EOSUSDT\",\n",
" # \"BATUSDT\",\n",
" # \"HBARUSDT\",\n",
" # \"ICPUSDT\",\n",
" # \"COMPUSDT\",\n",
" # \"KSMUSDT\",\n",
" # \"NEARUSDT\",\n",
" # \"1INCHUSDT\",\n",
" # \"WLDUSDT\",\n",
" # \"AGIXUSDT\",\n",
" # \"APTUSDT\",\n",
" # \"ARKMUSDT\",\n",
" # \"BLURUSDT\",\n",
" # \"FETUSDT\",\n",
" # \"FLOWUSDT\",\n",
" # \"RENUSDT\",\n",
" # \"BNTUSDT\",\n",
" # \"RNDRUSDT\",\n",
" # \"UNIUSDT\",\n",
" # \"MNTUSDT\"\n",
" 'HNTUSDT'\n",
"]\n",
"\n",
"start_date = date(2023, 1, 1)\n",
"end_date = date(2024, 4, 29)\n"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "5e762956",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[HNTUSDT] 2023-03-24 downloaded and saved\n",
"[HNTUSDT] 2023-01-28 downloaded and saved\n",
"[HNTUSDT] 2023-01-12 downloaded and saved\n",
"[HNTUSDT] 2023-01-30 downloaded and saved\n",
"[HNTUSDT] 2023-01-05 downloaded and saved\n",
"[HNTUSDT] 2023-03-17 downloaded and saved\n",
"[HNTUSDT] 2023-03-25 downloaded and saved\n",
"[HNTUSDT] 2023-03-31 downloaded and saved\n",
"[HNTUSDT] 2023-03-27 downloaded and saved\n",
"[HNTUSDT] 2023-04-06 downloaded and saved\n",
"[HNTUSDT] 2023-03-23 downloaded and saved\n",
"[HNTUSDT] 2023-04-05 downloaded and saved\n",
"[HNTUSDT] 2023-04-09 downloaded and saved\n",
"[HNTUSDT] 2023-04-08 downloaded and saved\n",
"[HNTUSDT] 2023-04-07 downloaded and saved\n",
"[HNTUSDT] 2023-03-22 downloaded and saved\n",
"[HNTUSDT] 2023-04-03 downloaded and saved\n",
"[HNTUSDT] 2023-03-21 downloaded and saved\n",
"[HNTUSDT] 2023-03-29 downloaded and saved\n",
"[HNTUSDT] 2023-04-04 downloaded and saved\n",
"[HNTUSDT] 2023-04-10 downloaded and saved\n",
"[HNTUSDT] 2023-04-01 downloaded and saved\n",
"[HNTUSDT] 2023-04-02 downloaded and saved\n",
"[HNTUSDT] 2023-03-28 downloaded and saved\n",
"[HNTUSDT] 2023-03-30 downloaded and saved\n",
"[HNTUSDT] 2023-03-26 downloaded and saved\n",
"[HNTUSDT] 2023-01-01 downloaded and saved\n",
"[HNTUSDT] 2023-02-11 downloaded and saved\n",
"[HNTUSDT] 2023-02-05 downloaded and saved\n",
"[HNTUSDT] 2023-02-13 downloaded and saved\n",
"[HNTUSDT] 2023-01-29 downloaded and saved\n",
"[HNTUSDT] 2023-03-06 downloaded and saved\n",
"[HNTUSDT] 2023-02-12 downloaded and saved\n",
"[HNTUSDT] 2023-01-31 downloaded and saved\n",
"[HNTUSDT] 2023-02-26 downloaded and saved\n",
"[HNTUSDT] 2023-01-10 downloaded and saved\n",
"[HNTUSDT] 2023-03-07 downloaded and saved\n",
"[HNTUSDT] 2023-02-04 downloaded and saved\n",
"[HNTUSDT] 2023-01-22 downloaded and saved\n",
"[HNTUSDT] 2023-03-05 downloaded and saved\n",
"[HNTUSDT] 2023-03-01 downloaded and saved\n",
"[HNTUSDT] 2023-01-08 downloaded and saved\n",
"[HNTUSDT] 2023-01-04 downloaded and saved\n",
"[HNTUSDT] 2023-03-12 downloaded and saved\n",
"[HNTUSDT] 2023-03-11 downloaded and saved\n",
"[HNTUSDT] 2023-02-18 downloaded and saved\n",
"[HNTUSDT] 2023-02-28 downloaded and saved\n",
"[HNTUSDT] 2023-02-17 downloaded and saved\n",
"[HNTUSDT] 2023-02-03 downloaded and saved\n",
"[HNTUSDT] 2023-03-04 downloaded and saved\n",
"[HNTUSDT] 2023-01-20 downloaded and saved\n",
"[HNTUSDT] 2023-01-21 downloaded and saved\n",
"[HNTUSDT] 2023-01-23 downloaded and saved\n",
"[HNTUSDT] 2023-02-09 downloaded and saved\n",
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"[HNTUSDT] 2023-01-25 downloaded and saved\n",
"[HNTUSDT] 2023-02-27 downloaded and saved\n",
"[HNTUSDT] 2023-01-13 downloaded and saved\n",
"[HNTUSDT] 2023-02-14 downloaded and saved\n",
"[HNTUSDT] 2023-03-20 downloaded and saved\n",
"[HNTUSDT] 2023-02-01 downloaded and saved\n",
"[HNTUSDT] 2023-02-02 downloaded and saved\n",
"[HNTUSDT] 2023-03-14 downloaded and saved\n",
"[HNTUSDT] 2023-02-24 downloaded and saved\n",
"[HNTUSDT] 2023-01-07 downloaded and saved\n",
"[HNTUSDT] 2023-03-03 downloaded and saved\n",
"[HNTUSDT] 2023-02-07 downloaded and saved\n",
"[HNTUSDT] 2023-01-02 downloaded and saved\n",
"[HNTUSDT] 2023-01-26 downloaded and saved\n",
"[HNTUSDT] 2023-01-19 downloaded and saved\n",
"[HNTUSDT] 2023-03-08 downloaded and saved\n",
"[HNTUSDT] 2023-04-11 downloaded and saved\n",
"[HNTUSDT] 2023-03-10 downloaded and saved\n",
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"[HNTUSDT] 2023-03-18 downloaded and saved\n",
"[HNTUSDT] 2023-02-20 downloaded and saved\n",
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"[HNTUSDT] 2023-08-06 downloaded and saved\n",
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"[HNTUSDT] 2023-12-09 downloaded and saved\n",
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"[HNTUSDT] 2023-12-11 downloaded and saved\n",
"[HNTUSDT] 2023-08-08 downloaded and saved\n",
"[HNTUSDT] 2023-12-16 downloaded and saved\n",
"[HNTUSDT] 2023-08-09 downloaded and saved\n",
"[HNTUSDT] 2023-08-11 downloaded and saved\n",
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"[HNTUSDT] 2023-08-10 downloaded and saved\n",
"[HNTUSDT] 2023-08-13 downloaded and saved\n",
"[HNTUSDT] 2023-08-14 downloaded and saved\n",
"[HNTUSDT] 2023-08-16 downloaded and saved\n",
"[HNTUSDT] 2023-08-21 downloaded and saved\n",
"[HNTUSDT] 2023-08-20 downloaded and saved\n",
"[HNTUSDT] 2023-08-24 downloaded and saved\n",
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"[HNTUSDT] 2023-08-15 downloaded and saved\n",
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"[HNTUSDT] 2023-12-21 downloaded and saved\n",
"[HNTUSDT] 2023-08-28 downloaded and saved\n",
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"[HNTUSDT] 2023-08-27 downloaded and saved\n",
"[HNTUSDT] 2023-12-27 downloaded and saved\n",
"[HNTUSDT] 2023-12-26 downloaded and saved\n",
"[HNTUSDT] 2023-08-31 downloaded and saved\n",
"[HNTUSDT] 2023-12-25 downloaded and saved\n",
"[HNTUSDT] 2023-09-01 downloaded and saved\n",
"[HNTUSDT] 2023-12-29 downloaded and saved\n",
"[HNTUSDT] 2023-12-28 downloaded and saved\n",
"[HNTUSDT] 2023-12-31 downloaded and saved\n",
"[HNTUSDT] 2024-01-02 downloaded and saved\n",
"[HNTUSDT] 2024-01-04 downloaded and saved\n",
"[HNTUSDT] 2023-09-04 downloaded and saved\n",
"[HNTUSDT] 2023-09-18 downloaded and saved\n",
"[HNTUSDT] 2023-09-07 downloaded and saved\n",
"[HNTUSDT] 2024-01-06 downloaded and saved\n",
"[HNTUSDT] 2023-09-09 downloaded and saved\n",
"[HNTUSDT] 2023-09-12 downloaded and saved\n",
"[HNTUSDT] 2023-09-17 downloaded and saved\n",
"[HNTUSDT] 2023-09-05 downloaded and saved\n",
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"[HNTUSDT] 2023-09-10 downloaded and saved\n",
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"[HNTUSDT] 2023-09-23 downloaded and saved\n",
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"[HNTUSDT] 2024-01-12 downloaded and saved\n",
"[HNTUSDT] 2023-09-21 downloaded and saved\n",
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"[HNTUSDT] 2024-01-17 downloaded and saved\n",
"[HNTUSDT] 2023-09-13 downloaded and saved\n",
"[HNTUSDT] 2023-09-20 downloaded and saved\n",
"[HNTUSDT] 2023-09-27 downloaded and saved\n",
"[HNTUSDT] 2023-09-26 downloaded and saved\n",
"[HNTUSDT] 2023-09-15 downloaded and saved\n",
"[HNTUSDT] 2024-01-20 downloaded and saved\n",
"[HNTUSDT] 2023-09-19 downloaded and saved\n",
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"[HNTUSDT] 2024-01-21 downloaded and saved\n",
"[HNTUSDT] 2023-09-30 downloaded and saved\n",
"[HNTUSDT] 2023-09-28 downloaded and saved\n",
"[HNTUSDT] 2023-10-15 downloaded and saved\n",
"[HNTUSDT] 2023-10-08 downloaded and saved\n",
"[HNTUSDT] 2024-01-22 downloaded and saved\n",
"[HNTUSDT] 2023-10-09 downloaded and saved\n",
"[HNTUSDT] 2023-09-29 downloaded and saved\n",
"[HNTUSDT] 2023-10-06 downloaded and saved\n",
"[HNTUSDT] 2023-10-10 downloaded and saved\n",
"[HNTUSDT] 2024-01-25 downloaded and saved\n",
"[HNTUSDT] 2023-10-01 downloaded and saved\n",
"[HNTUSDT] 2023-10-13 downloaded and saved\n",
"[HNTUSDT] 2023-10-17 downloaded and saved\n",
"[HNTUSDT] 2023-10-18 downloaded and saved\n",
"[HNTUSDT] 2024-01-27 downloaded and saved\n",
"[HNTUSDT] 2024-01-29 downloaded and saved\n",
"[HNTUSDT] 2023-10-20 downloaded and saved\n",
"[HNTUSDT] 2024-01-31 downloaded and saved\n",
"[HNTUSDT] 2023-10-22 downloaded and saved\n",
"[HNTUSDT] 2024-02-01 downloaded and saved\n",
"[HNTUSDT] 2024-02-02 downloaded and saved\n",
"[HNTUSDT] 2024-02-03 downloaded and saved\n",
"[HNTUSDT] 2024-01-30 downloaded and saved\n",
"[HNTUSDT] 2024-02-04 downloaded and saved\n",
"[HNTUSDT] 2023-10-26 downloaded and saved\n",
"[HNTUSDT] 2024-02-06 downloaded and saved\n",
"[HNTUSDT] 2023-10-28 downloaded and saved\n",
"[HNTUSDT] 2024-02-07 downloaded and saved\n",
"[HNTUSDT] 2023-10-29 downloaded and saved\n",
"[HNTUSDT] 2023-10-31 downloaded and saved\n",
"[HNTUSDT] 2024-02-13 downloaded and saved\n",
"[HNTUSDT] 2024-02-09 downloaded and saved\n",
"[HNTUSDT] 2024-02-15 downloaded and saved\n",
"[HNTUSDT] 2024-02-16 downloaded and saved\n",
"[HNTUSDT] 2024-02-11 downloaded and saved\n",
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"[HNTUSDT] 2024-02-10 downloaded and saved\n",
"[HNTUSDT] 2024-02-17 downloaded and saved\n",
"[HNTUSDT] 2024-02-12 downloaded and saved\n",
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"[HNTUSDT] 2024-02-21 downloaded and saved\n",
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"[HNTUSDT] 2024-03-03 downloaded and saved\n",
"[HNTUSDT] 2024-02-29 downloaded and saved\n",
"[HNTUSDT] 2024-02-28 downloaded and saved\n",
"[HNTUSDT] 2024-03-01 downloaded and saved\n",
"[HNTUSDT] 2023-11-07 downloaded and saved\n",
"[HNTUSDT] 2023-11-11 downloaded and saved\n",
"[HNTUSDT] 2024-03-05 downloaded and saved\n",
"[HNTUSDT] 2024-03-10 downloaded and saved\n",
"[HNTUSDT] 2024-03-07 downloaded and saved\n",
"[HNTUSDT] 2023-11-05 downloaded and saved\n",
"[HNTUSDT] 2024-03-13 downloaded and saved\n",
"[HNTUSDT] 2024-03-02 downloaded and saved\n",
"[HNTUSDT] 2023-11-09 downloaded and saved\n",
"[HNTUSDT] 2024-03-17 downloaded and saved\n",
"[HNTUSDT] 2024-03-14 downloaded and saved\n",
"[HNTUSDT] 2024-03-19 downloaded and saved\n",
"[HNTUSDT] 2023-11-13 downloaded and saved\n",
"[HNTUSDT] 2024-03-16 downloaded and saved\n",
"[HNTUSDT] 2024-03-20 downloaded and saved\n",
"[HNTUSDT] 2024-03-23 downloaded and saved\n",
"[HNTUSDT] 2024-03-21 downloaded and saved\n",
"[HNTUSDT] 2023-11-17 downloaded and saved\n",
"[HNTUSDT] 2023-11-15 downloaded and saved\n",
"[HNTUSDT] 2024-03-25 downloaded and saved\n",
"[HNTUSDT] 2024-03-24 downloaded and saved\n",
"[HNTUSDT] 2023-11-19 downloaded and saved\n",
"[HNTUSDT] 2024-03-27 downloaded and saved\n",
"[HNTUSDT] 2024-03-28 downloaded and saved\n",
"[HNTUSDT] 2023-11-21 downloaded and saved\n",
"[HNTUSDT] 2023-11-22 downloaded and saved\n",
"[HNTUSDT] 2023-11-28 downloaded and saved\n",
"[HNTUSDT] 2024-04-03 downloaded and saved\n",
"[HNTUSDT] 2023-11-29 downloaded and saved\n",
"[HNTUSDT] 2023-12-02 downloaded and saved\n",
"[HNTUSDT] 2023-12-01 downloaded and saved\n",
"[HNTUSDT] 2024-04-05 downloaded and saved\n",
"[HNTUSDT] 2024-04-07 downloaded and saved\n",
"[HNTUSDT] 2024-04-08 downloaded and saved\n",
"[HNTUSDT] 2024-04-06 downloaded and saved\n",
"[HNTUSDT] 2024-04-10 downloaded and saved\n",
"[HNTUSDT] 2024-04-12 downloaded and saved\n",
"[HNTUSDT] 2023-12-07 downloaded and saved\n",
"[HNTUSDT] 2024-04-15 downloaded and saved\n",
"[HNTUSDT] 2024-04-16 downloaded and saved\n",
"[HNTUSDT] 2024-04-18 downloaded and saved\n",
"[HNTUSDT] 2023-12-08 downloaded and saved\n",
"[HNTUSDT] 2023-12-10 downloaded and saved\n",
"[HNTUSDT] 2024-04-22 downloaded and saved\n",
"[HNTUSDT] 2024-04-25 downloaded and saved\n",
"[HNTUSDT] 2024-04-29 downloaded and saved\n",
"[HNTUSDT] 2024-04-27 downloaded and saved\n",
"[HNTUSDT] 2024-04-23 downloaded and saved\n",
"[HNTUSDT] 2023-12-14 downloaded and saved\n",
"[HNTUSDT] 2023-12-17 downloaded and saved\n",
"[HNTUSDT] 2023-12-13 downloaded and saved\n",
"[HNTUSDT] 2023-12-19 downloaded and saved\n",
"[HNTUSDT] 2023-12-15 downloaded and saved\n",
"[HNTUSDT] 2024-01-10 downloaded and saved\n",
"[HNTUSDT] 2023-12-20 downloaded and saved\n",
"[HNTUSDT] 2023-12-24 downloaded and saved\n",
"[HNTUSDT] 2023-12-22 downloaded and saved\n",
"[HNTUSDT] 2023-12-23 downloaded and saved\n",
"[HNTUSDT] 2024-01-01 downloaded and saved\n",
"[HNTUSDT] 2023-12-30 downloaded and saved\n",
"[HNTUSDT] 2024-01-05 downloaded and saved\n",
"[HNTUSDT] 2024-01-03 downloaded and saved\n",
"[HNTUSDT] 2024-01-07 downloaded and saved\n",
"[HNTUSDT] 2024-01-11 downloaded and saved\n",
"[HNTUSDT] 2024-01-16 downloaded and saved\n",
"[HNTUSDT] 2024-01-14 downloaded and saved\n",
"[HNTUSDT] 2024-01-18 downloaded and saved\n",
"[HNTUSDT] 2024-01-24 downloaded and saved\n",
"[HNTUSDT] 2024-01-23 downloaded and saved\n",
"[HNTUSDT] 2024-03-09 downloaded and saved\n",
"[HNTUSDT] 2024-01-28 downloaded and saved\n",
"[HNTUSDT] 2024-01-26 downloaded and saved\n",
"[HNTUSDT] 2024-02-05 downloaded and saved\n",
"[HNTUSDT] 2024-02-14 downloaded and saved\n",
"[HNTUSDT] 2024-02-08 downloaded and saved\n",
"[HNTUSDT] 2024-02-23 downloaded and saved\n",
"[HNTUSDT] 2024-02-24 downloaded and saved\n",
"[HNTUSDT] 2024-02-20 downloaded and saved\n",
"[HNTUSDT] 2024-02-25 downloaded and saved\n",
"[HNTUSDT] 2024-02-26 downloaded and saved\n",
"[HNTUSDT] 2024-02-27 downloaded and saved\n",
"[HNTUSDT] 2024-03-04 downloaded and saved\n",
"[HNTUSDT] 2024-03-06 downloaded and saved\n",
"[HNTUSDT] 2024-03-12 downloaded and saved\n",
"[HNTUSDT] 2024-03-15 downloaded and saved\n",
"[HNTUSDT] 2024-03-18 downloaded and saved\n",
"[HNTUSDT] 2024-03-11 downloaded and saved\n",
"[HNTUSDT] 2024-03-22 downloaded and saved\n",
"[HNTUSDT] 2024-03-31 downloaded and saved\n",
"[HNTUSDT] 2024-03-29 downloaded and saved\n",
"[HNTUSDT] 2024-03-30 downloaded and saved\n",
"[HNTUSDT] 2024-03-26 downloaded and saved\n",
"[HNTUSDT] 2024-03-08 downloaded and saved\n",
"[HNTUSDT] 2024-04-01 downloaded and saved\n",
"[HNTUSDT] 2024-04-02 downloaded and saved\n",
"[HNTUSDT] 2024-04-04 downloaded and saved\n",
"[HNTUSDT] 2024-04-09 downloaded and saved\n",
"[HNTUSDT] 2024-04-11 downloaded and saved\n",
"[HNTUSDT] 2024-04-13 downloaded and saved\n",
"[HNTUSDT] 2024-04-14 downloaded and saved\n",
"[HNTUSDT] 2024-04-19 downloaded and saved\n",
"[HNTUSDT] 2024-04-21 downloaded and saved\n",
"[HNTUSDT] 2024-04-26 downloaded and saved\n",
"[HNTUSDT] 2024-04-17 downloaded and saved\n",
"[HNTUSDT] 2024-04-24 downloaded and saved\n",
"[HNTUSDT] 2024-04-20 downloaded and saved\n",
"[HNTUSDT] 2024-04-28 downloaded and saved\n",
"[HNTUSDT] 2023-01-01 done!\n",
"[HNTUSDT] 2023-01-02 done!\n",
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"[HNTUSDT] 2023-02-18 done!\n",
"[HNTUSDT] 2023-02-19 done!\n",
"[HNTUSDT] 2023-02-20 done!\n",
"[HNTUSDT] 2023-02-21 done!\n",
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"[HNTUSDT] 2023-02-23 done!\n",
"[HNTUSDT] 2023-02-24 done!\n",
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"[HNTUSDT] 2023-02-27 done!\n",
"[HNTUSDT] 2023-02-28 done!\n",
"[HNTUSDT] 2023-03-01 done!\n",
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"[HNTUSDT] 2023-03-17 done!\n",
"[HNTUSDT] 2023-03-18 done!\n",
"[HNTUSDT] 2023-03-19 done!\n",
"[HNTUSDT] 2023-03-20 done!\n",
"[HNTUSDT] 2023-03-21 done!\n",
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"[HNTUSDT] 2023-03-24 done!\n",
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"[HNTUSDT] 2023-03-29 done!\n",
"[HNTUSDT] 2023-03-30 done!\n",
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"[HNTUSDT] 2023-04-01 done!\n",
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"[HNTUSDT] 2023-04-04 done!\n",
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"[HNTUSDT] 2023-04-20 done!\n",
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"[HNTUSDT] 2023-04-25 done!\n",
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"[HNTUSDT] 2023-05-01 done!\n",
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"[HNTUSDT] 2023-06-01 done!\n",
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"[HNTUSDT] 2023-06-04 done!\n",
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"[HNTUSDT] 2023-06-09 done!\n",
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"[HNTUSDT] 2023-06-20 done!\n",
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"[HNTUSDT] 2023-07-01 done!\n",
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"[HNTUSDT] 2023-07-18 done!\n",
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"[HNTUSDT] 2024-04-29 done!\n"
]
}
],
"source": [
"await fetch_assets(assets,start_date,end_date)\n",
"for asset in assets:\n",
" await unpack_asset(asset)"
]
},
{
"cell_type": "code",
"execution_count": 51,
"id": "c43464ed-735b-4cbd-97ca-1064c4543bd2",
"metadata": {
"scrolled": true,
"tags": []
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"2020-05-27\n",
"2020-05-28\n",
"2020-05-29\n",
"2020-05-30\n",
"2020-05-31\n",
"2020-06-01\n",
"2020-06-02\n",
"2020-06-03\n",
"2020-06-04\n",
"2020-06-05\n",
"2020-06-06\n",
"2020-06-07\n",
"2020-06-08\n",
"2020-06-09\n",
"2020-06-10\n",
"2020-06-11\n",
"2020-06-12\n",
"2020-06-13\n",
"2020-06-14\n",
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"2020-06-27\n",
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},
{
"ename": "BadZipFile",
"evalue": "File is not a zip file",
"output_type": "error",
"traceback": [
"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[1;31mBadZipFile\u001b[0m Traceback (most recent call last)",
"Cell \u001b[1;32mIn[51], line 9\u001b[0m\n\u001b[0;32m 7\u001b[0m df_csv \u001b[38;5;241m=\u001b[39m pd\u001b[38;5;241m.\u001b[39mread_csv(csv_path,) \n\u001b[0;32m 8\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m----> 9\u001b[0m \u001b[38;5;28;01mwith\u001b[39;00m \u001b[43mZipFile\u001b[49m\u001b[43m(\u001b[49m\u001b[43mzip_path\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mr\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m)\u001b[49m \u001b[38;5;28;01mas\u001b[39;00m zObject:\n\u001b[0;32m 10\u001b[0m zObject\u001b[38;5;241m.\u001b[39mextractall(path\u001b[38;5;241m=\u001b[39m\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mOUT_PATH\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m/\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m 11\u001b[0m \u001b[38;5;28mprint\u001b[39m(d)\n",
"File \u001b[1;32m~\\AppData\\Local\\Programs\\Python\\Python311\\Lib\\zipfile.py:1302\u001b[0m, in \u001b[0;36mZipFile.__init__\u001b[1;34m(self, file, mode, compression, allowZip64, compresslevel, strict_timestamps, metadata_encoding)\u001b[0m\n\u001b[0;32m 1300\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m 1301\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m mode \u001b[38;5;241m==\u001b[39m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mr\u001b[39m\u001b[38;5;124m'\u001b[39m:\n\u001b[1;32m-> 1302\u001b[0m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_RealGetContents\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n\u001b[0;32m 1303\u001b[0m \u001b[38;5;28;01melif\u001b[39;00m mode \u001b[38;5;129;01min\u001b[39;00m (\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mw\u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mx\u001b[39m\u001b[38;5;124m'\u001b[39m):\n\u001b[0;32m 1304\u001b[0m \u001b[38;5;66;03m# set the modified flag so central directory gets written\u001b[39;00m\n\u001b[0;32m 1305\u001b[0m \u001b[38;5;66;03m# even if no files are added to the archive\u001b[39;00m\n\u001b[0;32m 1306\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_didModify \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;01mTrue\u001b[39;00m\n",
"File \u001b[1;32m~\\AppData\\Local\\Programs\\Python\\Python311\\Lib\\zipfile.py:1369\u001b[0m, in \u001b[0;36mZipFile._RealGetContents\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m 1367\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m BadZipFile(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mFile is not a zip file\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m 1368\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m endrec:\n\u001b[1;32m-> 1369\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m BadZipFile(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mFile is not a zip file\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m 1370\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mdebug \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m1\u001b[39m:\n\u001b[0;32m 1371\u001b[0m \u001b[38;5;28mprint\u001b[39m(endrec)\n",
"\u001b[1;31mBadZipFile\u001b[0m: File is not a zip file"
]
}
],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "00109037-2f23-41e3-b876-a0397092b312",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.4"
},
"widgets": {
"application/vnd.jupyter.widget-state+json": {
"state": {},
"version_major": 2,
"version_minor": 0
}
}
},
"nbformat": 4,
"nbformat_minor": 5
}
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