m_data_feed.py

import numpy as np
import pandas as pd
from binance.helpers import *
from binance.client import Client
from binance.websockets import BinanceSocketManager

client = Client('API','SECRET')

bm = BinanceSocketManager(client)

def get_historical_candles():
    record = client.get_historical_klines("ETHUSDT",client.KLINE_INTERVAL_30MINUTE, "30 minutes ago UTC")
    myList = []

    try:
        for item in record:
            n_item = []
            int_ts = int(item[0] / 1000)
            # nur neue timestamps anhängen

            n_item.append(int_ts)  # open time
            n_item.append(float(item[1]))  # open
            n_item.append(float(item[2]))  # high
            n_item.append(float(item[3]))  # low
            n_item.append(float(item[4]))  # close
            n_item.append(float(item[5]))  # volume
            n_item.append(int(item[6] / 1000))  # close_time
            n_item.append(float(item[7]))  # quote_assetv
            n_item.append(int(item[8]))  # trades
            n_item.append(float(item[9]))  # taker_b_asset_v
            n_item.append(float(item[10]))  # taker_b_quote_v
            n_item.append(datetime.fromtimestamp(n_item[0]))
            myList.append(n_item)
    except Exception as error:
        debug_logger.debug(error)

    new_ohlc = pd.DataFrame(myList, columns=['open_time', 'open', 'high', 'low',
                                                'close', 'volume', 'close_time', 'quote_assetv', 'trades',
                                                'taker_b_asset_v',
                                                'taker_b_quote_v', 'datetime'])

    return new_ohlc