[PLUS] SOLVED: Coinbase Candlestick OHLC Data for ANY timeframe with Python
You ask; we deliver! Downloading historical candlestick data from the Coinbase API can be a little tricky and confusing at first; and the documentation they offer does not provide a straight forward solution. We've put together fully commented and executable code below that will enable you to download any cryptocurrency pair from the Coinbase API over any timeframe and for any time granularity (Day, Hour, 15minute, 5minute and 1minute).
We use 3 new helper functions in this Python script to help us convert between date formats necessary. The Coinbase API expects a date to be passed in this format: "YYYY-MM-DDTHH:MM:SS" or what looks like this: "2016-07-01T:00:00:00". However, the Coinbase API only returns dates as a unix (epoch) timestamp. So we need a function to (1) convert unix timestamp to a date string (2)convert date string to a unix timestamp and (3) calculate a new unix date that is 300 periods before the last unix timestamp using the interval we specify. The reason we need to do this is because Coinbase only allows you to return up to 300 candlestick data points at a time. Any requests that ask for more OHLCV candlesticks than 300 are rejected and fail. Ultimately, this Python script will save a CSV file with the results to your computer.
As always, we fully comment every line of code and document all of our thought process - This gives you an advantage to modify, change, or replicate to your given purpose.
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