examples/py/binance-fetch-ohlcv-quote-volume.py

Author: kroitor

examples/py/binance-fetch-ohlcv-quote-volume.py

@@ -0,0 +1,51 @@
+# -*- coding: utf-8 -*-
+
+import os
+import sys
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+
+def table(values):
+    first = values[0]
+    keys = list(first.keys()) if isinstance(first, dict) else range(0, len(first))
+    widths = [max([len(str(v[k])) for v in values]) for k in keys]
+    string = ' | '.join(['{:<' + str(w) + '}' for w in widths])
+    return "\n".join([string.format(*[str(v[k]) for k in keys]) for v in values])
+
+
+class Binance(ccxt.binance):
+    def parse_ohlcv(self, ohlcv, market=None):
+        #
+        #     [
+        #         1591478520000,  # open time
+        #         "0.02501300",   # open
+        #         "0.02501800",   # high
+        #         "0.02500000",   # low
+        #         "0.02500000",   # close
+        #         "22.19000000",  # volume
+        #         1591478579999,  # close time
+        #         "0.55490906",   # quote asset volume
+        #         40,             # number of trades
+        #         "10.92900000",  # taker buy base asset volume
+        #         "0.27336462",   # taker buy quote asset volume
+        #         "0"             # ignore
+        #     ]
+        #
+        return [
+            self.safe_integer(ohlcv, 0),
+            self.safe_number(ohlcv, 1),
+            self.safe_number(ohlcv, 2),
+            self.safe_number(ohlcv, 3),
+            self.safe_number(ohlcv, 4),
+            self.safe_number(ohlcv, 7),  # << here
+        ]
+
+exchange = Binance()
+markets = exchange.load_markets()
+# exchange.verbose = True  # uncomment for debugging purposes if necessary
+ohlcv = exchange.fetch_ohlcv('BTC/USDT', '1h')
+print(table(ohlcv))