# get https://api.bitvavo.com/v2/markets import requests import json import os import time import datetime import pandas as pd import numpy as np import sqlite3 def get_markets(): url = 'https://api.bitvavo.com/v2/markets' response = requests.get(url) markets = response.json() return markets markets = get_markets() markets = pd.DataFrame(markets) markets.to_csv('markets.csv', index=False) # get https://api.bitvavo.com/v2/assets def get_assets(): url = 'https://api.bitvavo.com/v2/assets' response = requests.get(url) assets = response.json() return assets assets = get_assets() assets = pd.DataFrame(assets) assets.to_csv('assets.csv', index=False) print('Data downloaded and saved to assets.csv and markets.csv') # create the candles directory if not os.path.exists('candles'): os.makedirs('candles') for market in markets['market']: print('Downloading', market) url = f'https://api.bitvavo.com/v2/{market}/candles?interval=1d&limit=1440' response = requests.get(url) data = response.json() #print(data) data = pd.DataFrame(data, columns=['time', 'open', 'high', 'low', 'close', 'volume']) data['market'] = market # set market as the first column data = data[['market', 'time', 'open', 'high', 'low', 'close', 'volume']] data.to_csv(f'candles/{market}.csv', index=False) time.sleep(0.5) # print('Ticker data downloaded') # combine all ticker data into a single file adding the market name as a column candles = [] for market in markets['market']: data = pd.read_csv(f'candles/{market}.csv') data['market'] = market candles.append(data) candles = pd.concat(candles) # convert the time column to a datetime from a unix timestamp candles['time'] = pd.to_datetime(candles['time'], unit='ms') # set index to market and time candles = candles.set_index(['market', 'time']) candles.to_csv('candles.csv') conn = sqlite3.connect('crypto_data.db') candles.to_sql('candles', conn, if_exists='replace') conn.close() print('Candles data saved to candles.csv and crypto_data.db')