backfill.py

import main
import pandas as pd
import datetime as dt
from sqlalchemy import create_engine

# Database Connection
engine = create_engine("postgresql://testuser:testpass@localhost/cryptodata")

# Declarations
symbols = ['BTCUSDT', 'ETHUSDT', 'XRPUSDT']
startTime = str(int(dt.datetime.strptime((dt.datetime.now() - dt.timedelta(days=30)).strftime('%Y-%m-%d %H:%M'), '%Y-%m-%d %H:%M').timestamp() * 1000))
endTime = str(int(dt.datetime.strptime(dt.datetime.now().strftime('%Y-%m-%d %H:%M'), '%Y-%m-%d %H:%M').timestamp() * 1000))
candles = pd.DataFrame()

# Fetching Hourly Data and appending to DataFrame
for symbol in symbols:
    ohlc_data = pd.DataFrame(main.get_hourly_cryptodata(symbol,startTime,endTime))
    ohlc_data['symbol']=symbol
    ohlc_data.set_index('symbol', inplace=True)
    candles = candles.append(ohlc_data)

# Transferring data to PostgreSQL Database
candles.to_sql('crypto_ts', engine, if_exists='append')