34 lines
1.2 KiB
C#
34 lines
1.2 KiB
C#
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using System.Globalization;
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using System.Text.Json;
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// Download real BTCUSDT hourly klines from the Binance REST API into a CSV that the
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// other examples can consume. Requires network access (build-only in CI).
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const string url = "https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1h&limit=500";
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using var http = new HttpClient();
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Console.WriteLine($"Fetching {url}");
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var json = await http.GetStringAsync(url);
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using var doc = JsonDocument.Parse(json);
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var dir = Path.Combine(AppContext.BaseDirectory, "data");
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Directory.CreateDirectory(dir);
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var path = Path.Combine(dir, "btcusdt_1h.csv");
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using var writer = new StreamWriter(path);
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writer.WriteLine("timestamp,open,high,low,close,volume");
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var count = 0;
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foreach (var kline in doc.RootElement.EnumerateArray())
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{
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// Binance kline array: [openTime, open, high, low, close, volume, ...]
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var ts = kline[0].GetInt64();
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var o = kline[1].GetString();
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var h = kline[2].GetString();
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var l = kline[3].GetString();
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var c = kline[4].GetString();
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var v = kline[5].GetString();
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writer.WriteLine(string.Create(CultureInfo.InvariantCulture, $"{ts},{o},{h},{l},{c},{v}"));
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count++;
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}
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Console.WriteLine($"Wrote {count} klines to {path}");
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