Get hourly candle data using GDAX API

hourly.py

''' Get historic crypto price data using the GDAX API '''

import time
import datetime
import json
import gdax

# Create gdax client
client = gdax.PublicClient()

# Set complete date range
end = datetime.datetime.now()
start = end - datetime.timedelta(days=30)

# Chunk date range into 100-hour ranges to comply with API limits
date_ranges = []
span  = datetime.timedelta(hours=100)
stop = end - span

while start < stop:
    current = start + span
    date_ranges.append((start, current))
    start = current
date_ranges.append((start, end))

# Loop through date ranges
for dates in date_ranges:
    print(dates[0], dates[1])

    # Make API request
    candles = client.get_product_historic_rates(
                'ETH-USD', 
                start=dates[0].isoformat(),
                end=dates[1].isoformat(),
                granularity=3600)

    # Loop through returned candle data
    candles.reverse()
    for candle in candles: 

        # Format candle date
        candle[0] = datetime.datetime.fromtimestamp(candle[0]).isoformat()

        # Print candle data - [time, low, high, open, close, volume
        print(candle)

    # Pause between requests to comply with API limits
    time.sleep(3)