Historic Daily Market Data GBP

cb-get-candles.py

# [rights]  Copyright 2020 brianddk at github https://github.com/brianddk
# [license] Apache 2.0 License https://www.apache.org/licenses/LICENSE-2.0
# [repo]    https://gist.github.com/brianddk/866ee3296666acda358e05172682b6d8
# [btc]     BTC-b32: bc1qwc2203uym96u0nmq04pcgqfs9ldqz9l3mz8fpj
# [tipjar]  https://gist.github.com/brianddk/3ec16fbf1d008ea290b0
# [ref]     https://docs.pro.coinbase.com/#get-historic-rates
# [post]    https://redd.it/fexxlo/

from json import dumps
from datetime import datetime as dt
from requests import get
from requests.auth import AuthBase
from time import sleep

class CoinbaseExchangePublic(AuthBase):
    def __call__(self, request):
        request.headers.update({
            'Content-Type': 'application/json'
        })
        sleep(1.1/3)
        return request

url = 'https://api.pro.coinbase.com/'
auth = CoinbaseExchangePublic()
candles = []
day=86400
params = dict(granularity = day)
while True:
    r = get(url + 'products/BTC-GBP/candles', auth=auth, params=params)
    days = len(r.json())    
    if days:
        candles += r.json()
    else:
        break
    start = candles[-1][0]
    params['end']   = dt.utcfromtimestamp(start - day).isoformat()
    params['start'] = dt.utcfromtimestamp(start - day * days).isoformat()

# print(len(candles))
print(dumps(candles, indent=4))