Add 1 Month Interval(1M) for Historical Klines

Author: lucky7323

binance/client.py

@@ -5,7 +5,7 @@
 import requests
 import time
 from operator import itemgetter
-from .helpers import date_to_milliseconds, interval_to_milliseconds
+from .helpers import date_to_milliseconds, interval_to_milliseconds, increment_month
 from .exceptions import BinanceAPIException, BinanceRequestException, BinanceWithdrawException
 
 
@@ -831,7 +831,10 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None,
                 break
 
             # increment next call by our timeframe
-            start_ts += timeframe
+            if interval == self.KLINE_INTERVAL_1MONTH:
+                start_ts = increment_month(start_ts)
+            else:
+                start_ts += timeframe
 
             # sleep after every 3rd call to be kind to the API
             if idx % 3 == 0:
@@ -912,7 +915,10 @@ def get_historical_klines_generator(self, symbol, interval, start_str, end_str=N
                 break
 
             # increment next call by our timeframe
-            start_ts += timeframe
+            if interval == self.KLINE_INTERVAL_1MONTH:
+                start_ts = increment_month(start_ts)
+            else:
+                start_ts += timeframe
 
             # sleep after every 3rd call to be kind to the API
             if idx % 3 == 0:

binance/helpers.py

@@ -4,6 +4,7 @@
 import pytz
 
 from datetime import datetime
+from dateutil.relativedelta import relativedelta
 
 
 def date_to_milliseconds(date_str):
@@ -50,3 +51,20 @@ def interval_to_milliseconds(interval):
         return int(interval[:-1]) * seconds_per_unit[interval[-1]] * 1000
     except (ValueError, KeyError):
         return None
+
+
+def increment_month(origin_ts):
+    """Increment a given timestamp by one month
+
+    :param origin_ts: original timestamp, e.g.: 1501545600000, 1504224000000, ...
+    :type origin_ts: int
+
+    :return:
+         Timestamp incremented by one month from a given timestamp
+    """
+    d = datetime.fromtimestamp(origin_ts/1000) + relativedelta(months=1)
+    # if the date is not timezone aware apply UTC timezone
+    if d.tzinfo is None or d.tzinfo.utcoffset(d) is None:
+        d = d.replace(tzinfo=pytz.utc)
+
+    return int(datetime.timestamp(d))

docs/helpers.rst

@@ -2,5 +2,5 @@ Helper Functions
 ================
 
 .. autoclass:: binance.helpers
-    :members: date_to_milliseconds, interval_to_milliseconds
+    :members: date_to_milliseconds, interval_to_milliseconds, increment_month
     :noindex:

examples/save_historical_data.py

@@ -4,6 +4,8 @@
 import json
 
 from datetime import datetime
+
+from dateutil.relativedelta import relativedelta
 from binance.client import Client
 
 
@@ -57,6 +59,23 @@ def interval_to_milliseconds(interval):
     return ms
 
 
+def increment_month(origin_ts):
+    """Increment a given timestamp by one month
+
+    :param origin_ts: original timestamp, e.g.: 1501545600000, 1504224000000, ...
+    :type origin_ts: int
+
+    :return:
+         Timestamp incremented by one month from a given timestamp
+    """
+    d = datetime.fromtimestamp(origin_ts/1000) + relativedelta(months=1)
+    # if the date is not timezone aware apply UTC timezone
+    if d.tzinfo is None or d.tzinfo.utcoffset(d) is None:
+        d = d.replace(tzinfo=pytz.utc)
+
+    return int(datetime.timestamp(d))
+
+
 def get_historical_klines(symbol, interval, start_str, end_str=None):
     """Get Historical Klines from Binance
 
@@ -118,10 +137,16 @@ def get_historical_klines(symbol, interval, start_str, end_str=None):
             output_data += temp_data
 
             # update our start timestamp using the last value in the array and add the interval timeframe
-            start_ts = temp_data[len(temp_data) - 1][0] + timeframe
+            if interval == Client.KLINE_INTERVAL_1MONTH:
+                start_ts = increment_month(temp_data[len(temp_data) - 1][0])
+            else:
+                start_ts = temp_data[len(temp_data) - 1][0] + timeframe
         else:
             # it wasn't listed yet, increment our start date
-            start_ts += timeframe
+            if interval == Client.KLINE_INTERVAL_1MONTH:
+                start_ts = increment_month(start_ts)
+            else:
+                start_ts += timeframe
 
         idx += 1
         # check if we received less than the required limit and exit the loop