From 2e2afc6bd0a31457bd3dc898f63aa39702d69cc5 Mon Sep 17 00:00:00 2001
From: Azulinho <mail@azulinho.com>
Date: Sun, 14 May 2023 13:03:52 +0100
Subject: [PATCH] Add flag -u for unit of klines to pull

add -u so that we can pull different intervals from binance.
Use as:

-u 1m
-u 5m
-u 1h
-u 1d

it is possible to 'extract' these larger intervals from the 1min logs
through some grepping into newer files. This might be a better approach
to obtain all these different interval files, and then simply use this
.py to pull the latest day files every night
---
 utils/pull_klines.py | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/utils/pull_klines.py b/utils/pull_klines.py
index f7f9e4c..6f2331d 100644
--- a/utils/pull_klines.py
+++ b/utils/pull_klines.py
@@ -20,7 +20,7 @@ def get_all_tickers():
     return sorted(_tickers)
 
 
-def pull_klines(k_symbol, k_start, k_end, limit=720):
+def pull_klines(k_symbol, k_start, k_end, _unit, limit=720):
     """returns klines for a particular day and ticker"""
     k_results = []
     print(f"start: {k_start} end: {k_end}")
@@ -28,7 +28,7 @@ def pull_klines(k_symbol, k_start, k_end, limit=720):
         print(f"fetching chunk {k_start} <-> {k_start + (limit * 60000)}")
         klines = client.get_klines(
             symbol=k_symbol,
-            interval="1m",
+            interval=_unit,
             limit=limit,
             startTime=int(k_start),
             endTime=int(k_start + (limit * 60000)),
@@ -99,6 +99,9 @@ def generate_index(log_dir="log"):
     parser.add_argument(
         "-e", "--end", help="end day to fetch klines for", required=False
     )
+    parser.add_argument(
+        "-u", "--unit", help="Unit to use 1m/5m/1h/1d", default="1m"
+    )
 
     args = parser.parse_args()
     s = args.start
@@ -108,6 +111,7 @@ def generate_index(log_dir="log"):
     else:
         e = s
 
+    unit = args.unit
     start_dt = datetime.strptime(s, "%Y%m%d")
     end_dt = datetime.strptime(e, "%Y%m%d")
 
@@ -148,7 +152,7 @@ def generate_index(log_dir="log"):
             print(f"getting klines for {ticker} on {day}")
 
             ticker_klines: list = []
-            for line in pull_klines(ticker, start, end):
+            for line in pull_klines(ticker, start, end, unit):
                 ticker_klines.append(line)
 
             if not ticker_klines: