Files
drift/fetch-data.py
T
2021-11-09 12:58:05 +01:00

43 lines
1.5 KiB
Python

# %%
import requests
import pandas as pd
AV_API_KEY = 'UY5VGSWBE88SHGI6'
CC_API_KEY = 'bfb8b5f54b21354608020a6654b370617b2fcabd2c8c2ce04ab881682a1d9dc9'
# %%
def get_crypto_price_crypto_compare(symbol, exchange, days):
api_url = f'https://min-api.cryptocompare.com/data/v2/histoday?fsym={symbol}&tsym={exchange}&limit={days}&api_key={CC_API_KEY}'
raw = requests.get(api_url).json()
df = pd.DataFrame(raw['Data']['Data'])[['time', 'high', 'low', 'open']].set_index('time')
df.index = pd.to_datetime(df.index, unit = 's')
return df
ada = get_crypto_price_crypto_compare('ADA', 'USD', 1500)
ada
# %%
def get_crypto_price_av(symbol, exchange, start_date = None):
api_url = f'https://www.alphavantage.co/query?function=DIGITAL_CURRENCY_DAILY&symbol={symbol}&market={exchange}&apikey={AV_API_KEY}'
raw_df = requests.get(api_url).json()
df = pd.DataFrame(raw_df['Time Series (Digital Currency Daily)']).T
df = df.rename(columns = {'1a. open (USD)': 'open', '2a. high (USD)': 'high', '3a. low (USD)': 'low', '4a. close (USD)': 'close', '5. volume': 'volume'})
for i in df.columns:
df[i] = df[i].astype(float)
df.index = pd.to_datetime(df.index)
df = df.iloc[::-1].drop(['1b. open (USD)', '2b. high (USD)', '3b. low (USD)', '4b. close (USD)', '6. market cap (USD)'], axis = 1)
if start_date:
df = df[df.index >= start_date]
return df
btc = get_crypto_price_av(symbol = 'BTC', exchange = 'USD', start_date = '2018-01-01')
btc
# %%
# %%