ccxt-ohlcv-fetcher
fetches historical OHLCV values from most crypto exchanges using ccxt library. saves candles to a database (postgres/Mysql/Mariadb). by default resumes from last candle fetched.
there is a similar script at https://github.com/planet-winter/ccxt-ohlcv-fetcher witch saves the candles in seperate sqlite files per pair.
setup
install virtualenv and python with your OS method
git clone https://github.com/planet-winter/ccxt-ohlcv-fetcher
cd ccxt-ohlcv-fetcher
virtualenv --python=python3.7 virtualenv
source virtualenv/bin/activate
pip install -r requirements.txt
install OS sqlite3
dnf install sqlite
run
display help
./ccxt-ohlcv-fetch.py
get 1 min candles of XRP/USD data from bitfinex
./ccxt-ohlcv-fetch.py -s 'XRP/USD' -e bitfinex -t 1m --debug
convert to freqtrade json
install dependencies into virtualenv
source virtualenv/bin/activate
pip install pandas
run conversion. creates folders per exchange and json files per pair and timeframe
./ccxt-kraken2json.py
in-place gzip all json files example. use your exchange name for exchange
gzip exchange/*.json