55 lines
2.0 KiB
Python
55 lines
2.0 KiB
Python
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import os
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import requests
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from concurrent.futures import ThreadPoolExecutor
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# Function to download the URL, called asynchronously by several child processes
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def download_url(url, download_path):
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response = requests.get(url)
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if response.status_code == 404:
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print(f"File not exist: {url}")
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else:
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file_name = os.path.join(download_path, os.path.basename(url))
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# create the entire path if it doesn't exist
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os.makedirs(os.path.dirname(file_name), exist_ok=True)
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with open(file_name, "wb") as f:
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f.write(response.content)
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print(f"Downloaded: {url} to {file_name}")
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def download_binance_monthly_data(
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cm_or_um, symbols, intervals, years, months, download_path
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):
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# Verify if CM_OR_UM is correct, if not, exit
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if cm_or_um not in ["cm", "um"]:
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print("CM_OR_UM can be only cm or um")
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return
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base_url = f"https://data.binance.vision/data/futures/{cm_or_um}/monthly/klines"
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# Main loop to iterate over all the arrays and launch child processes
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with ThreadPoolExecutor() as executor:
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for symbol in symbols:
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for interval in intervals:
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for year in years:
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for month in months:
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url = f"{base_url}/{symbol}/{interval}/{symbol}-{interval}-{year}-{month}.zip"
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executor.submit(download_url, url, download_path)
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def download_binance_daily_data(
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cm_or_um, symbols, intervals, year, month, download_path
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):
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if cm_or_um not in ["cm", "um"]:
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print("CM_OR_UM can be only cm or um")
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return
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base_url = f"https://data.binance.vision/data/futures/{cm_or_um}/daily/klines"
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with ThreadPoolExecutor() as executor:
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for symbol in symbols:
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for interval in intervals:
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for day in range(1, 32): # Assuming days range from 1 to 31
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url = f"{base_url}/{symbol}/{interval}/{symbol}-{interval}-{year}-{month:02d}-{day:02d}.zip"
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executor.submit(download_url, url, download_path)
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