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client = Client(config.BINANCE_API_KEY, config.BINANCE_API_SECRET, tld='us') | |
def getPositionInfo(startDate=None, exchange='BTCUSDT'): | |
if not startDate: | |
return | |
candlesticks = client.get_historical_klines(exchange, Client.KLINE_INTERVAL_1HOUR, str(startDate)) | |
# trim each candle | |
for candle in candlesticks: | |
del candle[-6:] | |
df = pd.DataFrame(candlesticks, columns=['date', 'O', 'H', 'L', 'C', 'V']) | |
df['date'] = pd.to_datetime(df['date'], unit='ms') | |
df[exchange[:3]] = df['O'].astype(float) | |
# use 1-hour delta as API uses tick beginning time | |
df['date'] = df['date'] + pd.to_timedelta(1, unit='h') | |
#df = df.set_index('date') | |
return df |
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