Download raw trades from the past 24 hours on binance

downloadTrades.js

const api = require('binance');
const binanceRest = new api.BinanceRest({
  timeout: 15000, // Optional, defaults to 15000, is the request time out in milliseconds
  recvWindow: 10000, // Optional, defaults to 5000, increase if you're getting timestamp errors
  disableBeautification: true,
  handleDrift: true
});

const symbol = 'XRPUSDT';

const fromMS = 1537800990175;
const toMS = 1537887390175;
const ms = require('ms');
const hourMS = ms('1hour');

const query = {
  symbol,
  limit: 1000,
  startTime: fromMS,
  endTime: fromMS + hourMS,
};

const saveObjectToFile = require('./saveObjectToFile');

var tradesList = [];
const didFinishFetching = () => {
  return saveObjectToFile(tradesList, `./data/${symbol}_f${fromMS}_t${toMS}.json`)
    .then(() => console.log('done'));
}
const didReceiveData = (err, results) => {
  if (err) debugger;
  
  // do stuff with results, incl store in array
  tradesList = [...tradesList, ...results];

  // get timestamp for last trade returned by API
  let lastResult = results[results.length - 1];
  
  if (!lastResult && query.endTime == toMS) return didFinishFetching();
  if (!lastResult) debugger;
  let lastTS = lastResult.T;

  // shift time range forward
  query.startTime = lastTS + 1;
  query.endTime = query.startTime + hourMS;
  
  // exit condition
  if (query.endTime == toMS) return didFinishFetching();
  
  // final query might overlap into the future. That means we reached the end, so cap it with our target end range.
  if (query.endTime > toMS) query.endTime = toMS;
  
  // repeat execution
  return executeNewQuery(query);
}

const executeNewQuery = (query) => {
  binanceRest.aggTrades(query, didReceiveData);
}

executeNewQuery(query);