Data_collector.py

import pandas as pd
import requests
from datetime import datetime, timezone


class DataCollector:
    def __init__(self, tickers_list: list[str], dates_list: list[str], interval:str):
        self.tickers_list = tickers_list
        self.dates_list = dates_list
        self.interval = interval
        self.data = {}

    def collect_APIdata(self):
        url = "https://data-api.binance.vision/api/v3/klines"
        start_date = datetime.strptime(self.dates_list[0], '%Y-%m-%d').replace(tzinfo=timezone.utc)
        start_date = int(start_date.timestamp() * 1000)
        end_date = datetime.strptime(self.dates_list[1], '%Y-%m-%d').replace(tzinfo=timezone.utc)
        end_date = int(end_date.timestamp() * 1000)
        for symbol in self.tickers_list:
            params = {
                'symbol': symbol,
                'interval': self.interval,
                'startTime': start_date,
                'endTime': end_date
            }
            response = requests.get(url, params=params)
            data = response.json()
            df = pd.DataFrame(data, columns=['Open_time', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_time',
                                             'Quote_volume', 'Nb_trades', 'ignore1', 'ignore2', 'ignore3'])
            df['Dates'] = pd.to_datetime(df['Open_time'], unit='ms')
            df = df[['Close']].set_index(df['Dates'])
            self.data[symbol] = df
        return self.data


if __name__ == '__main__':
    data_collector = DataCollector(tickers_list=['ETHBTC', 'BNBETH'], dates_list=['2023-01-01', '2023-01-02'], interval='1d')
    user_data = data_collector.collect_APIdata()
    print(user_data)