5MHpZwGK

1import hmac
2import hashlib
3import json
4import requests
5import pandas as pd
6import os
7import time
8from datetime import datetime, timedelta
9
10# You can only request 24-hour periods (this script requests 23 hour periods because ... rounding)
11periods = 90
12
13base_url = "https://api.crypto.com/v2/"
14
15## Add authentication details
16API_KEY = os.environ['CRYPTO_COM_API_KEY']
17SECRET_KEY = os.environ['CRYPTO_COM_API_SEC']
18
19try:  # check to see if trades object already exists
20    trades
21except NameError:
22    print("No trades to delete")
23else:
24    del(trades)
25
26for j in range (0, periods):
27    
28    print("Period", j)
29    
30    if j == 0:
31        end_ts_dt = datetime.now() - timedelta(seconds = 15)
32        start_ts_dt = end_ts_dt - timedelta(hours = 23)
33        start_ts = round(start_ts_dt.timestamp() * 1000)
34        end_ts = round(end_ts_dt.timestamp() * 1000)
35    else:
36        end_ts_dt = start_ts_dt
37        start_ts_dt = end_ts_dt - timedelta(hours = 23)
38        start_ts = round(start_ts_dt.timestamp() * 1000)
39        end_ts = round(end_ts_dt.timestamp() * 1000)
40    
41    for i in range(0,101):
42        print("Page ", i)
43        nonce = int(round(time.time() * 1000 - 15000))
44
45        req = {
46            "id": i+1,
47            "method": "private/get-trades",
48            "api_key": API_KEY,
49            "params": {
50                "end_ts": end_ts,
51                "page": i,
52                "page_size": 100,
53                "start_ts": start_ts
54            },
55            "nonce": nonce
56        }
57
58        paramString = ""
59
60        if "params" in req:
61            for key in req['params']:
62                paramString += key
63                paramString += str(req['params'][key])
64
65        sigPayload = req['method'] + str(req['id']) + req['api_key'] + paramString + str(req['nonce'])
66
67        req['sig'] = hmac.new(
68          bytes(str(SECRET_KEY), 'utf-8'),
69          msg=bytes(sigPayload, 'utf-8'),
70          digestmod=hashlib.sha256
71        ).hexdigest()
72
73        response = requests.post(base_url + "private/get-trades", json=req)
74
75        if response.json()['result']['trade_list'] == []:
76            time.sleep(1)
77            break
78
79        try:  # check to see if fees already exists
80            trades
81        except NameError:
82            trades = pd.DataFrame.from_dict(response.json()['result']['trade_list'])
83        else:
84            trades = trades.append(pd.DataFrame.from_dict(response.json()['result']['trade_list']))
85
86        time.sleep(2)
87
88
89# Group trades that are made at the same time with the same details
90trades2 =  trades.groupby(['side', 'create_time', 'instrument_name', 'order_id', 'fee_currency']).agg({'fee': 'sum', 'traded_price': 'mean', "traded_quantity": 'sum'}).reset_index()
91
92# Add total column
93trades2["Total"] = trades2.traded_price * trades2.traded_quantity
94
95# Rename columns
96trades2 = trades2.rename(columns={'create_time': 'Koinly Date', 'instrument_name': 'Pair', 'side': 'Side', "fee_currency": "Fee Currency", "fee": "Fee Amount", "traded_quantity": "Amount", "order_id": "Order ID"})
97
98# Reorder columns
99trades2 = trades2[['Koinly Date', 'Pair', 'Side', 'Amount', 'Total', 'Fee Amount', 'Fee Currency', 'Order ID']]
100
101# Fix time column
102trades2['Koinly Date'] = pd.to_datetime(trades2['Koinly Date'], unit='ms')
103# e.g. 2020-06-23T14:42:44+00
104trades2['Koinly Date'] = trades2['Koinly Date'].dt.strftime('%Y-%m-%dT%H:%M:%S+00')
105
106# Replace underscores in pairs with hyphen
107trades2.Pair = trades2.Pair.apply(lambda x: x.replace("_", "-"))
108
109# Write to CSV
110trades2.to_csv("crypto_com.csv")