Coinbase_Data.py

#http://www.cryptodatadownload.com/blog/how-to-download-coinbase-price-data.html
# First, import the libraries that we need to use
import pandas as pd
import requests
import json

def fetch_daily_data(symbol):
    pair_split = symbol.split('/')  # symbol must be in format XXX/XXX ie. BTC/EUR
    symbol = pair_split[0] + '-' + pair_split[1]
    url = f'https://api.pro.coinbase.com/products/{symbol}/candles?granularity=86400'
    response = requests.get(url)
    if response.status_code == 200:  # check to make sure the response from server is good
        data = pd.DataFrame(json.loads(response.text), columns=['unix', 'low', 'high', 'open', 'close', 'volume'])
        data['date'] = pd.to_datetime(data['unix'], unit='s')  # convert to a readable date
        data['vol_fiat'] = data['volume'] * data['close']      # multiply the BTC volume by closing price to approximate fiat volume

        # if we failed to get any data, print an error...otherwise write the file
        if data is None:
            print("Did not return any data from Coinbase for this symbol")
        else:
            data.to_csv(f'Coinbase_{pair_split[0] + pair_split[1]}_dailydata.csv', index=False)
    else:
        print("Did not receive OK response from Coinbase API")

if __name__ == "__main__":
# we set which pair we want to retrieve data for
    pair = "BTC/USD"
    fetch_daily_data(symbol=pair)