Poloniex Fetch Ohlcv With Pagination

# -*- coding: utf-8 -*-

import os
import sys


import ccxt  # noqa: E402

exchange = ccxt.poloniex()
exchange.load_markets()

symbol = 'BTC/USDT'
timeframe = '5m'
since = exchange.parse8601('2024-01-01T00:00:00Z')
previous_length = 0
all_candles = []
limit = 500
duration = exchange.parse_timeframe(timeframe) * 1000
now = exchange.milliseconds()

while since < now:
    try:
        print('---------------------------------------------------------------')
        print('Fetching ohlcvs since', exchange.iso8601(since))
        endTime = since + duration * limit
        candles = exchange.fetch_ohlcv(symbol, timeframe, since, limit, {
            'until': endTime
        })
        print('Fetched', len(candles), 'candles')
        print('From', exchange.iso8601(candles[0][0]), 'to', exchange.iso8601(candles[-1][0]))
        since = candles[-1][0] + duration
        all_candles += candles
        total_length = len(all_candles)
        print('Fetched', total_length, 'candles in total')
    except ccxt.NetworkError as e:
        print(e)  # retry on next iteration
    except ccxt.ExchangeError as e:
        print(e)
        break

print('Fetched', len(all_candles), 'candles since', exchange.iso8601(all_candles[0][0]), 'till', exchange.iso8601(all_candles[-1][0]))