Coinbasepro Fetch My Trades Pagination

# -*- coding: utf-8 -*-

import os
import sys

import ccxt  # noqa: E402

'''
Example snippet to traverse CoinBase Pro pagination.
Useful for reaching back more than 100 myTrades, the same works
for fetchClosedOrders
'''

exchange = ccxt.coinbasepro({
   "apiKey": "123456",
   "secret": "/abcdefghijklmnop/w==",
   "password": "987654321",
   "enableRateLimit": True
})

param_key = ''
param_value = ''
allMyTrades = []

while True:
   myTrades = exchange.fetch_my_trades(symbol='BTC/USD', params={param_key: param_value})

   # Handle with pagination ...
   if exchange.last_response_headers._store.get('cb-after'):
       param_key = 'after'
       param_value = exchange.last_response_headers._store['cb-after'][1]

       allMyTrades.extend(myTrades)

   else:
       allMyTrades.extend(myTrades)
       break

for trade in allMyTrades:
   print(trade)