Fetch Ohlcv From To Mark Index Premium

"use strict";

const ccxt = require ('../../ccxt')

const exchange = new ccxt.binance ();

const symbols = [ 'BTC/USDT', 'ETH/USDT', 'ADA/USDT'];
// start from i.e. 01 february 2022
// you can use milliseconds integer or also parse uniform datetime string, i.e.  exchange.parse8601 ('2020-02-01T00:00:00Z')
const fromTimestamp = 1643659200000;
const tillTimestamp = exchange.milliseconds ();
const timeframe = '1h';
const itemsLimit = 1000;
const fetchMethod = 'fetchOHLCV'; // if using swap exchanges, you can also use fetchMarkOHLCV, fetchIndexOHLCV, fetchPremiumIndexOHLCV

async function myDataFetch (symbol) {

   await exchange.loadMarkets ();

   // get the duration of one timeframe period in milliseconds
   const duration = exchange.parseTimeframe (timeframe) * 1000;
   console.log ('Fetching', symbol, timeframe, 'candles', 'from', exchange.iso8601 (fromTimestamp), 'to', exchange.iso8601 (tillTimestamp), '...');

   let result = [];
   let since = fromTimestamp;
   do {

       try {

           const candles = await exchange[fetchMethod] (symbol, timeframe, since, itemsLimit);

           const message =  '[' + symbol + '] Fetched ' + candles.length + ' ' + timeframe + ' candles since ' + exchange.iso8601 (since);

           if (candles.length) {

               const first = candles[0];
               const last = candles[candles.length - 1];
               console.log ( message, ' | first', exchange.iso8601 (first[0]),  ' | last', exchange.iso8601 (last[0]) );

               // store your candles to a database or to a file here
               // ...
               result =  result.concat (candles);
               since = last[0] + duration // next start from last candle timestamp + duration

           } else {
               console.log ( message, ' | moving into next period');
               since = since + duration * itemsLimit; // next start from the current period's end
           }

       } catch (e) {

           console.log (symbol, e.constructor.name, e.message, ' Taking small pause...');
           await exchange.sleep (2000);
           // retry on next iteration
       }

   } while (since + duration <= tillTimestamp)

   console.log (symbol + ' completed !');
   return result;
}



async function checkAllSymbols() {
   // download in parallel
   await Promise.all (symbols.map (symbol => myDataFetch (symbol)));
   // you can also do one by one (but that is not much optimal)
   //for (const symbol of symbols) {
   //    const data = await myDataFetch (symbol);
}
checkAllSymbols();