Prep and cleanup

Hi there,
Great job on getting this underway - I've been meaning to do something for ages b/c I really want to do statistical analysis on the chess.com game archives. Anyway,  I started editing your script...it looks like a lot, but mainly just:

* Wrapped the main action in a couple of functions
* Switched to urllib 2
* Save output into a pickle file

Happy to discus and clarify anything. The next thing I want to see is page handling...what are your thoughts?