Historic_Crypto
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Needs updating to Coinbase Advanced
Coinbase Pro is shutting down and migrating to Coinbase Advanced. This needs to be updated to use Coinbase Advanced.
Agreed - I just saw the below article
I have limited time to work on this presently, but happy to merge any PR's which provide similar functionality for the new version.
@David-Woroniuk i'm a noob doing classwork and like that this was so easy to use. could u point me to what i'd need to modify within the code in order to update it to work with coinbase advanced? i'd like to give it a shot.
This library seems to match up very closely to the Advanced Trade "Get Candles" endpoint. I will do more research in the coming weeks. This is a good place to start.
https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getcandles
Not sure if anyone's looking at this but here some sample code
import pandas as pd
import http.client
import json
from datetime import datetime
# Convert datetime to Unix timestamp
start = int(datetime.strptime("2024-09-11 00:00:00", '%Y-%m-%d %H:%M:%S').timestamp())
end = int(datetime.strptime("2024-09-13 00:00:00", '%Y-%m-%d %H:%M:%S').timestamp())
# Establish connection
conn = http.client.HTTPSConnection("api.coinbase.com")
payload = ''
headers = {
'Content-Type': 'application/json'
}
# Make request
conn.request("GET", f"/api/v3/brokerage/market/products/BTC-USD/candles?start={start}&end={end}&granularity=FIFTEEN_MINUTE&limit=28", payload, headers)
res = conn.getresponse()
data = res.read()
# Decode and parse JSON data
decoded_data = data.decode("utf-8")
parsed_data = json.loads(decoded_data)
df = pd.DataFrame.from_dict(parsed_data['candles'])
start | low | high | open | close | volume | |
---|---|---|---|---|---|---|
0 | 1726164900 | 58302.48 | 58469.57 | 58328.29 | 58425.29 | 130.32612593 |
1 | 1726164000 | 58250.46 | 58419.57 | 58399.26 | 58328.2 | 116.9112028 |
2 | 1726163100 | 58224.39 | 58428.02 | 58226.17 | 58395.4 | 141.87815135 |
3 | 1726162200 | 58094.04 | 58316.75 | 58135.94 | 58223.87 | 128.29996901 |
4 | 1726161300 | 58117.49 | 58298 | 58138.72 | 58142.36 | 129.08781992 |