from binance.client import Client import pandas as pd from datetime import datetime class BinanceClient: def __init__(self, api_key, api_secret): """Initialize the Binance client with user's API key and secret.""" self.client = Client(api_key, api_secret) def fetch_historical_prices(self, symbol, interval, days): """Fetch historical prices for a given symbol and interval. Args: symbol (str): The cryptocurrency symbol, e.g., 'BTCUSDT'. interval (str): The candlestick chart intervals. days (int): Number of days back to fetch data for. Returns: pd.DataFrame: A DataFrame with columns: date, open, high, low, close, volume. """ # Calculate the timestamp for 'days' days ago end_time = datetime.utcnow() start_str = (end_time - pd.Timedelta(days=days)).strftime('%d %b %Y %H:%M:%S') # Fetch historical candlestick data from Binance candles = self.client.get_historical_klines(symbol, interval, start_str) # Create a DataFrame from the fetched data df = pd.DataFrame(candles, columns=['date', 'open', 'high', 'low', 'close', 'volume', 'close_time', 'quote_asset_volume', 'number_of_trades', 'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume', 'ignore']) # Convert timestamp to datetime and adjust columns df['date'] = pd.to_datetime(df['date'], unit='ms') df = df[['date', 'open', 'high', 'low', 'close', 'volume']].copy() # Convert columns to the appropriate data type df['open'] = df['open'].astype(float) df['high'] = df['high'].astype(float) df['low'] = df['low'].astype(float) df['close'] = df['close'].astype(float) df['volume'] = df['volume'].astype(float) return df