Fetch Ohlcv From To Mark Index Premium

// @NO_AUTO_TRANSPILE
"use strict";
import ccxt from '../../js/ccxt.js';
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();