GDAX Time Series Data for datetime.now() ~24 hours

gdax_time_series.py

import json
import time
import urllib
import urllib2
from datetime import datetime, timedelta

URL = "https://api.gdax.com"


def candles(product):
    return "{url}/products/{product}/candles".format(
        url=URL, product=product)


def get_time_series_data(start, end, product="ETH-USD", granularity=432):
    response = urllib2.urlopen(
        candles(product) + "?" + urllib.urlencode(
            {
                "start": str(start), "end": str(end),
                "granularity": str(granularity)
            }
        )
    )
    data = response.read()
    return data


def times(date):
    date = date - timedelta(hours=24)
    time_periods = []
    last_hour = date
    for n in range(int(24 / 2)):
        hour = date + timedelta(hours=(n * 2) + 2)
        time_periods.append((last_hour, hour))
        last_hour = hour
    return time_periods


if __name__ == "__main__":
    time_series_data = []
    for time_series in times(datetime.now()):
        data = get_time_series_data(
            time_series[0], time_series[1], granularity=60)
        time_series_data += json.loads(data)
        time.sleep(0.4)
    print(time_series_data)