fetch_bfx_1h_data.py

import ccxt
import pandas as pd
import time

bfx = ccxt.bitfinex2()

def fetch(since, limit=1000):
    header = ['Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']
    data = bfx.fetch_ohlcv('BTC/USD', '1h', since=since, limit=limit)
    df = pd.DataFrame(data, columns=header).set_index('Timestamp')
    df['Date'] = pd.to_datetime(df.index, unit='ms')
    return df


start_ts = 1483228800000
max_ts = 1547377200000

df = x(since=start_ts)
while df.index.max() < max_ts:
    df = df.append(x(since=df.index.max() + 1))
    time.sleep(5)

print(df)
df.to_csv('bfx.csv')