Created
August 9, 2018 15:39
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Load data from cryptocompare API
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import numpy as np | |
import pandas as pd | |
import requests | |
def get_market_data(ticker): | |
""" | |
Ticker in format quote/base, | |
for example 'BTC/USD' | |
return: pandas dataframe | |
""" | |
b_ticker, q_ticker = ticker.upper().split('/') | |
url = 'https://min-api.cryptocompare.com/data/histoday?fsym={}&tsym={}&limit=1&aggregate=1&allData=true'\ | |
.format(b_ticker, q_ticker) | |
page = requests.get(url) | |
data = page.json()['Data'] | |
df = pd.DataFrame(data) | |
df['date'] = [datetime.datetime.fromtimestamp(d).date() for d in df.time] | |
df['ticker'] = ticker | |
df['time'] = df['time'].apply(lambda x: datetime.datetime.utcfromtimestamp(x).strftime('%Y-%m-%dT%H:%M:%SZ')) | |
return df |
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