bfx_candles_fetch.rb

pair = 'BTCUSD'
csv = [['Date', 'Open', 'High', 'Low', 'Close', 'Volume']]
end_t = Time.now.to_i * 1000
loop do
  body = HTTParty.get("https://api.bitfinex.com/v2/candles/trade:1h:t#{pair}/hist?_bfx=1&limit=1500&end="+end_t.to_s).body
  body = Oj.load(body) rescue nil
  break if body.nil?
  break if body.size == 0
  body.each do |e|
    csv << [Time.at(e[0] / 1000).strftime('%Y-%m-%d %H:00:00'), e[1], e[3], e[4], e[2], e[5]]
  end
  end_t = body.last[0] - 1
  sleep 5
end

File.write('/home/bke01/candles.csv', csv.map{ |v| v.join(",") }.join("\n"))