binance_basic_kline_example.py

from time import sleep
from datetime import datetime
from binance.client import Client
from binance.helpers import date_to_milliseconds, interval_to_milliseconds

SECONDS_IN_MINUTE = 60

def _sample_crude_api_limiting(headers, threshold=1190, delay_buffer=5, weight_updates=False, sleep_updates=True, force_sleep=False):

    if headers:
        used_api_weight = headers.get('x-mbx-used-weight-1m', 0)

        if weight_updates:
            print(f'Used API Weight: {used_api_weight}')

    if force_sleep or int(used_api_weight) >= threshold:
        seconds_into_current_minute = int(datetime.now().strftime("%S"))

        wait_time = (SECONDS_IN_MINUTE + delay_buffer) - seconds_into_current_minute

        if sleep_updates:
            print(f'Going to sleep for {wait_time} seconds to avoid rate limit errors')

        sleep(wait_time)

        if sleep_updates:
            print('I am alive again!')

def get_df_doc(symbol, **kwargs):

    interval = kwargs.get('interval', '1m')

    limit = kwargs.get('limit', 1000)

    timeframe = interval_to_milliseconds(interval)

    client = kwargs.get('client', Client())

    earliest_valid_timestamp = client._get_earliest_valid_timestamp(symbol, interval)

    start_time = kwargs.get('start_time')

    if not start_time:
        start_time = earliest_valid_timestamp
    elif isinstance(start_time,str):
        start_time = date_to_milliseconds(start_time)
        start_time = max(start_time, earliest_valid_timestamp)

    end_time = kwargs.get('end_time')

    if end_time and isinstance(end_time,str):
        end_time = date_to_milliseconds(end_time)

    request_params = {
        'symbol':symbol,
        'interval':interval,
        'startTime':start_time,
        'endTime':end_time,
        'limit':limit
    }

    data_docv = []

    while True:
        try:
            klines = client.get_klines(**request_params)

            if not klines:
                break

            print(klines[0])

            data_docv.extend([[line[0], line[1], line[4], line[5]] for line in klines])

            request_params['startTime'] = klines[-1][0] + timeframe

            headers = client.response.headers
            _sample_crude_api_limiting(headers)
        except Exception as e:
            print(f'Whoops, we ran into the following error: {e}')
            _sample_crude_api_limiting(None,force_sleep=True)

def main():
    try:

        symbol = 'BTCUSDT'

        get_df_doc(symbol)

    except Exception as e:
        print(f'Whoops, we ran into the following error: {e}')


if __name__ == '__main__':
    main()