Trading using Python - Coinbase Pro Historic Rates

cbpGetHistoricRates.py

import re
import requests
from datetime import datetime


def cbpGetHistoricRates(market='BTC-GBP', granularity=86400, iso8601start='', iso8601end=''):
    if not isinstance(market, str):
        raise Exception('Market string input expected')

    if not isinstance(granularity, int):
        raise Exception('Granularity integer input expected')

    granularity_options = [60, 300, 900, 3600, 21600, 86400]
    if not granularity in granularity_options:
        raise Exception(
            'Invalid granularity: 60, 300, 900, 3600, 21600, 86400')

    if not isinstance(iso8601start, str):
        raise Exception('ISO8601 date string input expected')

    if not isinstance(iso8601end, str):
        raise Exception('ISO8601 date string input expected')

    # iso8601 regex
    regex = r'^(-?(?:[1-9][0-9]*)?[0-9]{4})-(1[0-2]|0[1-9])-(3[01]|0[1-9]|[12][0-9])T(2[0-3]|[01][0-9]):([0-5][0-9]):([0-5][0-9])(\.[0-9]+)?(Z|[+-](?:2[0-3]|[01][0-9]):[0-5][0-9])?$'

    if len(iso8601start) < 0:
        match_iso8601 = re.compile(regex).match
        if match_iso8601(iso8601start) is None:
            raise Exception('iso8601 start date is invalid')

    if len(iso8601end) < 0:
        match_iso8601 = re.compile(regex).match
        if match_iso8601(iso8601end) is None:
            raise Exception('iso8601 end date is invalid')

    api = 'https://api.pro.coinbase.com/products/' + market + '/candles?granularity=' + \
        str(granularity) + '&start=' + iso8601start + '&end=' + iso8601end
    resp = requests.get(api)
    if resp.status_code != 200:
        raise Exception('GET ' + api + ' {}'.format(resp.status_code))
    data = {}
    for price in reversed(resp.json()):
        # time, low, high, open, close, volume
        iso8601 = datetime.fromtimestamp(price[0])
        timestamp = datetime.strftime(iso8601, "%d/%m/%Y %H:%M:%S")
        data[timestamp] = price[4]
    return data
  
  
  print (cbpGetHistoricRates('BTC-GBP', 86400))