cilipep/ai-agent-with-tslab/binance-data-download

import time, requests, pandas as pd
from datetime import datetime, timezone
BASE_URL = "https://api.binance.com/api/v3"
def download_klines(symbol, interval, days):
    end_ms = int(datetime.now(timezone.utc).timestamp() * 1000)
    start_ms = end_ms - days * 24 * 3600 * 1000
    all_frames, current = [], start_ms
    while current < end_ms:
        params = {"symbol": symbol, "interval": interval, "limit": 1000, "startTime": current}
        resp = requests.get(f"{BASE_URL}/klines", params=params)
        resp.raise_for_status()
        data = resp.json()
        if not data: break
        df = pd.DataFrame(data, columns=["Open_time","Open","High","Low","Close","Volume","Close_time","Quote_volume","Trades","Taker_buy_base","Taker_buy_quote","Ignore"])
        df["Open_time"] = pd.to_datetime(df["Open_time"], unit="ms")
        df.set_index("Open_time", inplace=True)
        for col in ["Open","High","Low","Close","Volume"]: df[col] = df[col].astype(float)
        all_frames.append(df[["Open","High","Low","Close","Volume"]])
        current = int(df.index[-1].timestamp() * 1000) + 1
        time.sleep(0.25)
    if not all_frames: return pd.DataFrame()
    full = pd.concat(all_frames).drop_duplicates().sort_index()
    return full