Free Crypto Price Data from Polygon.io in Python

polygon-data-2022.py

# Licensed under the MIT License. See comment below for full licence information.

import requests
import pandas as pd

from datetime import date, datetime, timedelta
import time


def pull_1m_data(symbol, date):

    polygon_api_key = "rACH0leobCBj1JkpYoEZjveYtXFhxyJj"
    polygon_rest_baseurl = "https://api.polygon.io"

    symbol = "X:" + symbol

    # we want 1 min candles
    multiplier = 1
    timespan = "minute"

    # just some big number < 50000, which is polygons limit
    limit = 40000

    # newest data at the top
    sort = "desc"

    start_time = datetime.combine(date, datetime.min.time())
    end_time = start_time + timedelta(days = 1)

    start_time = int(start_time.timestamp() * 1000)

    # take one off so we don't include start of next day
    end_time = int(end_time.timestamp() * 1000) - 1

    request_url = f"{polygon_rest_baseurl}/v2/aggs/ticker/{symbol}"\
            +f"/range/{multiplier}/{timespan}/{start_time}/{end_time}"\
            +f"?sort={sort}&limit={limit}&apiKey={polygon_api_key}"

    data = requests.get(request_url).json()

    if "results" in data:
        return data["results"]
        df = pd.DataFrame(data["results"])
        df["date"] = pd.to_datetime(df["t"], unit="ms")
        df = df[["date","o","h","l","c","v"]]
        df.columns = ["time","open","high","low","close","volume"]
        return df

    else:
        raise Exception("Did not receieve appropriate data")



day = date(year = 2021, month = 1, day = 1)

days_data = 2

bars = []

for i in range(days_data):

    print(day)
    bars += pull_1m_data("UNIUSD",day)
    day -= timedelta(days = 1)
    #time.sleep(15)


df = pd.DataFrame(bars)
df["date"] = pd.to_datetime(df["t"], unit="ms")
df = df[["date","o","h","l","c","v"]]
df.columns = ["time","open","high","low","close","volume"]
df = df.sort_values("time")
# don't seem to need this
#df = df.set_index('time').asfreq('1Min').ffill().reset_index()
df.to_csv("data.csv", index = False)

print(df)

Copyright 2022 Chad Thackray

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