common constants

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

import os
import sys
import time
import ccxt  # noqa: E402
# common constants

msec = 1000
minute = 60 * msec
hold = 30
exchange = ccxt.bitfinex()
from_datetime = '2017-01-01 00:00:00'
from_timestamp = exchange.parse8601(from_datetime)
now = exchange.milliseconds()
data = []

while from_timestamp < now:

   try:

       print(exchange.milliseconds(), 'Fetching candles starting from', exchange.iso8601(from_timestamp))
       ohlcvs = exchange.fetch_ohlcv('BTC/USD', '5m', from_timestamp)
       print(exchange.milliseconds(), 'Fetched', len(ohlcvs), 'candles')
       if len(ohlcvs) > 0:
           first = ohlcvs[0][0]
           last = ohlcvs[-1][0]
           print('First candle epoch', first, exchange.iso8601(first))
           print('Last candle epoch', last, exchange.iso8601(last))
           # from_timestamp += len(ohlcvs) * minute * 5  # very bad
           from_timestamp = ohlcvs[-1][0] + minute * 5  # good
           data += ohlcvs

   except (ccxt.ExchangeError, ccxt.AuthenticationError, ccxt.ExchangeNotAvailable, ccxt.RequestTimeout) as error:

       print('Got an error', type(error).__name__, error.args, ', retrying in', hold, 'seconds...')
       time.sleep(hold)