bitcoin.py

import websocket, json
import pandas as pd 
import dateutil.parser
import datetime
from datetime import date, datetime, timedelta

minutes_processed = {}
minute_candlesticks = []
current_tick = None
previous_tick = None

socket = 'wss://ws-feed.pro.coinbase.com'

def on_open(ws):
	print("Connection is opened")
	subscribe_msg = {
		"type": "subscribe",
		"channels": [
			{
			"name": "ticker",
			"product_ids": [
				"BTC-USD"
				]
			}

		]
	}

	ws.send(json.dumps(subscribe_msg))

def on_message(ws, message):
	global current_tick, previous_tick

	previous_tick = current_tick
	current_tick = json.loads(message)

	# print(current_tick)
	print("=== Received Tick ===")
	print(f"{current_tick['price']} @ {current_tick['time']}")

	tick_datetime_object = dateutil.parser.parse(current_tick['time'])
	timenow = tick_datetime_object + timedelta(hours=8)
	tick_dt = timenow.strftime("%m/%d/%Y %H:%M")
	print(tick_datetime_object.minute)
	print(tick_dt)

	if not tick_dt in minutes_processed:
		print("This is a new candlestick")
		minutes_processed[tick_dt] = True

		if len(minute_candlesticks) > 0:
			minute_candlesticks[-1]['close'] = previous_tick['price']

		minute_candlesticks.append({
			'minute': tick_dt,
			'open': current_tick['price'],
			'high': current_tick['price'],
			'low': current_tick['price']
			})

		df = pd.DataFrame(minute_candlesticks[:-1])
		df.to_csv("bitcoin_data_tut.csv")

	if len(minute_candlesticks) > 0:
		current_candlestick = minute_candlesticks[-1]
		if current_tick['price'] > current_candlestick['high']:
			current_candlestick['high'] = current_tick['price']
		if current_tick['price'] < current_candlestick['low']:
			current_candlestick['low'] = current_tick['price']

		print("== Candlesticks ==")
		for candlestick in minute_candlesticks:
			print(candlestick)

ws = websocket.WebSocketApp(socket, on_open=on_open, on_message=on_message)
ws.run_forever()