wiki/examples/py/poloniex-fetch-trades-with-pagination-to-csv.md
# -*- coding: utf-8 -*-
import os
import sys
import pandas as pd
import ccxt # noqa: E402
exchange = ccxt.poloniex()
exchange.load_markets()
# Poloniex will only serve one year of data into the past
symbol = 'BTC/USDT'
before = exchange.milliseconds()
previous_length = 0
all_trades = {}
while True:
try:
print('---------------------------------------------------------------')
print('Fetching trades before', exchange.iso8601(before))
params = {
'end': int(before / 1000) # end param must be in seconds
}
trades = exchange.fetch_trades(symbol, None, None, params)
trades_by_id = exchange.index_by(trades, 'id')
before = trades[0]['timestamp']
all_trades = exchange.extend(all_trades, trades_by_id)
total_length = len(all_trades.keys())
print('Fetched', total_length, 'trades in total')
if total_length == previous_length:
break
previous_length = total_length
except ccxt.NetworkError as e:
print(e) # retry on next iteration
except ccxt.ExchangeError as e:
print(e)
break
all_trades = exchange.sort_by(all_trades.values(), 'id')
print('Fetched', len(all_trades), 'trades since', all_trades[0]['datetime'], 'till', all_trades[-1]['datetime'])
# omitted_keys = ['fee', 'info']
# all_trades = [exchange.omit(trade, omitted_keys) for trade in all_trades]
# path_to_your_csv_file = 'trades.csv' # change for your path here
# df = pd.DataFrame(all_trades)
# df.to_csv(path_to_your_csv_file, index=None, header=True)