Crypto Dataset Generator

This Python script fetches historical data for a specified trading pair from the Bitvavo API and saves it to a CSV file.

Requirements

• Python 3.6 or higher
• python_bitvavo_api package
• requests package
• python-dotenv package

Setup

1. Clone this repository to your local machine.
2. Install the required Python packages using pip.

pip install python_bitvavo_api requests python-dotenv

3. Create a .env file in the root directory of the project and add your Bitvavo API key and secret.

APIKEY=your_bitvavo_api_key
APISECRET=your_bitvavo_api_secret

Usage

1. Open main.py in your preferred text editor.
2. Set the start_time and end_time variables to the desired time range.
3. Call the get_historical_data function with the desired trading pair and time window.

get_historical_data('BTC-EUR', '1h', start_time, end_time, APIKEY, APISECRET)

4. Run the script.

python main.py

The historical data will be saved to a CSV file in the format {symbol}_historical_data_{time_window}.csv.

Functionality

The get_historical_data function fetches historical data for the specified trading pair at the specified time window, starting from start_time up to end_time. It makes a GET request to the Bitvavo API for each time window and saves the data to a CSV file. If the rate limit is exceeded, it pauses for 1 minute before continuing. If there's an error other than rate limit exceeded, it raises an exception and stops executing.

Note: Please ensure that you have the necessary permissions and rate limits on your Bitvavo API key to fetch historical data.