Help Getting History Data

[Metaphor31]

Versions

OS:       
Python: 3.6
krakenex: 0.1.4

What are you trying to achieve?

I want to create a function returning a dataframe with all prices history for a list of pairs,
For example all closing prices between 2015 and 2017 for BTCUSD and ETHEUR.

1st Step is to know how to download history with dates. as parameters.

# code sample
k = krakenex.API()
k.load_key('kraken.key.txt')
ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'}) #here I want to add parameters to ask for a #specific dates or period. 
ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'},req(start_date, end_date, 1) )

What do you expect to happen?

#I have found this : 
th = k.query_private('TradesHistory', req(start_date, end_date, 1))
#I would like to transpose it not with tradeshistory but just ticker and dates but doing this : 
ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'},req(start_date, end_date, 1) )
# does not work

What happens instead?

ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'},req(start_date, end_date, 1) )
error: AttributeError: 'dict' object has no attribute '_request'

# Output of the line : 
ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'})
# Am I supposed to get this : 'error': [],
# Output : 
{'error': [],
 'result': {'XXBTZUSD': {'a': ['4307.30000', '1', '1.000'],
   'b': ['4305.60000', '3', '3.000'],
   'c': ['4305.50000', '0.03977220'],
   'h': ['4399.00000', '4399.00000'],
   'l': ['4211.10000', '4180.10000'],
   'o': '4226.20000',
   'p': ['4306.30564', '4281.68920'],
   't': [8134, 13490],
   'v': ['2470.05812705', '3969.08612297']}}}

[veox]

Note: I've edited the report formatting somewhat.

[veox]

Kraken's docs for Ticker suggest that the only thing you can specify for it is pair.

For your use case, what you want is OHLC. Take a look at examples/log-ohlc.py.

Note that since might be tricky, as discussed in #44.

The example doesn't change the default interval, which is touched on in the comments. For a weekly, you'd want 10080 (60247).

---

Finally,

ticker_1 = k.query_public('Ticker', {'pair': 'XXBTZUSD'},req(start_date, end_date, 1) )

... doesn't work, because the third positional parameter is a krakenex.Connection - see docs.

[veox]

Somewhat OT: Take a look at the Reddit thread that spawned the example (also linked from therein).

Depending on your final final use of the retrieved dataframe, you might be disapponted, since the data could change ever so slightly.

At the time of that Reddit discussion, the previous statement used to be true. I've decided not to implement a monitoring bot that would keep checking if the fact has changed, seeing how Kraken's API is already overloaded.

If your application does not require strict historic data consistency, and you decide to go ahead with it, be sure to save responses. krakenex does not provide such facilities.

[veox]

OK to close?..

[Metaphor31]

Thanks Noel, I have found other ways to solve my problem, Best Alex 2017-09-21 13:56 GMT+01:00 Noel Maersk <notifications@github.com>:

…

OK to close?.. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#51 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/Aa6Ozf5dmxXxdFfY7xKBu1O5jRVM80SJks5skl0EgaJpZM4PUnxX> .