stream Unicorn data to OHLC format

gistfile1.py

from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager
import os
import time
from unicorn_fy.unicorn_fy import UnicornFy

import talib
import pandas as pd
import pandas_ta as pta
import numpy as np
import os
 

ubwa = BinanceWebSocketApiManager(exchange="binance.com")
ubwa.create_stream(['kline_1m'], ['bnbbtc'])
closes, highs, lows, opens, data, time_stamp = [], [], [], [], [], []
# closes = np.array(closes)

index1 = 0
while True:
    oldest_data_from_stream_buffer = ubwa.pop_stream_data_from_stream_buffer()
    closes, highs, lows, openes, time_stampes = [], [], [], [], []


    if oldest_data_from_stream_buffer:
        unicorn_fied_stream_data = UnicornFy.binance_com_websocket(oldest_data_from_stream_buffer)
        # print (unicorn_fied_stream_data)
        try:
            index1 = index1 + 1 
            time_stamp = float(unicorn_fied_stream_data['event_time']) #CLOSE PRICE
            # print (time_stamp)
            openx = float(unicorn_fied_stream_data['kline']['open_price']) #CLOSE PRICE
            close = float(unicorn_fied_stream_data['kline']['close_price']) #CLOSE PRICE
            high = float(unicorn_fied_stream_data['kline']['high_price']) #HIGH PRICE
            low = float(unicorn_fied_stream_data['kline']['low_price']) #LOW PRICE
            # time.sleep(1)

            QW = [[ time_stamp, openx, close, high, low]]
            df = pd.DataFrame(QW)
            # df = QW
            df.columns = ['date', 'Open', 'High', 'Low', 'Close']
            format = '%Y-%m-%d %H:%M:%S'
            df['date'] = pd.to_datetime(df['date'], format=format)
            df = df.set_index(pd.DatetimeIndex(df['date']))
            df["Open"] = pd.to_numeric(df["Open"],errors='coerce')
            df["High"] = pd.to_numeric(df["High"],errors='coerce')
            df["Low"] = pd.to_numeric(df["Low"],errors='coerce')
            df["Close"] = pd.to_numeric(df["Close"],errors='coerce')


            print (df)
            time.sleep(1)

        except:
            print("Something went wrong")