I am trying to get 1minute open, high, low, close, volume values from bitmex using ccxt. everything seems to be fine however im not sure how to fix this error. I know that the index is 7 because there are 7 values in the OHLCcolumns that I am getting into the dataframe. I am not sure why it is instead implying there are 0. Thanks so much this has been giving me a headache all day :(
# noinspection PyUnresolvedReferences
from datetime import datetime
# noinspection PyUnresolvedReferences
import time
# noinspection PyUnresolvedReferences
import ccxt
# noinspection PyUnresolvedReferences
import numpy as np
import pandas as pd
# noinspection PyUnresolvedReferences
from IPython.display import display, clear_output
OHLCVcolumns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'volume']
dfOHLCV = pd.DataFrame(index=[], columns=OHLCVcolumns)
bitmex = ccxt.bitmex()
def fetch_current(x):
while True:
if datetime.now().second == x:
break
time.sleep(0.5)
def fetch_mex():
listOHLCV = bitmex.fetch_ohlcv('BTC/USD',
timeframe='1m',
limit=5,
params={'reverse': True})
lst = list(listOHLCV[1])
lst.insert(0, datetime.fromtimestamp((lst[0]) / (1000 + 60 * 60 * 9 - 60)).strftime("%Y/%d/%m, %H: %M:"))
series = pd.Series(lst, index=dfOHLCV)
return listOHLCV, series
while True:
fetch_current(1)
listOHLCV, series = fetch_mex()
dfOHLCV = dfOHLCV.append(series, ignore_index=True)
clear_output(wait=True)
display(listOHLCV)
display(dfOHLCV)
fetch_current(55)
Not sure where you are getting the error, is it here?
series = pd.Series(lst, index=dfOHLCV)
If so you could try instead:
series = pd.Series(lst, index=OHLCVcolumns)
Since when you are running this, the index is referencing the empty dataframe dfOHLCV.