Poloniex Fetch Ohlcv With Pagination

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

import os
import sys


import ccxt  # noqa: E402

exchange = ccxt.poloniex()
exchange.load_markets()

symbol = 'BTC/USDT'
timeframe = '5m'
since = exchange.parse8601('2024-01-01T00:00:00Z')
previous_length = 0
all_candles = []
limit = 500
duration = exchange.parse_timeframe(timeframe) * 1000
now = exchange.milliseconds()

while since < now:
   try:
       print('---------------------------------------------------------------')
       print('Fetching ohlcvs since', exchange.iso8601(since))
       endTime = since + duration * limit
       candles = exchange.fetch_ohlcv(symbol, timeframe, since, limit, {
           'until': endTime
       })
       print('Fetched', len(candles), 'candles')
       print('From', exchange.iso8601(candles[0][0]), 'to', exchange.iso8601(candles[-1][0]))
       since = candles[-1][0] + duration
       all_candles += candles
       total_length = len(all_candles)
       print('Fetched', total_length, 'candles in total')
   except ccxt.NetworkError as e:
       print(e)  # retry on next iteration
   except ccxt.ExchangeError as e:
       print(e)
       break

print('Fetched', len(all_candles), 'candles since', exchange.iso8601(all_candles[0][0]), 'till', exchange.iso8601(all_candles[-1][0]))