Public
Edited
Dec 29, 2022
kline5m = {
const data = []
let startTime = new Date("2022-12-01").getTime()
while (true) {
const response = await fetch(
'https://fapi.binance.com/fapi/v1/klines?symbol=BTCUSDT&interval=5m&limit=1000&startTime=' + startTime
).then((res) => res.json())
data.push(...response);
if (response.length < 1000) break;
startTime = response.at(-1)[6]
}
return data.map((v) => ({
startTime: new Date(v[0]),
open: Number(v[1]),
high: Number(v[2]),
low: Number(v[3]),
close: Number(v[4]),
volume: Number(v[5]),
endTime: new Date(v[6]),
}))
}
fetch(
'https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m&limit=500&startTime=' + new Date("2022-12-10").getTime()
).then((res) => res.json()).then(data => new Date(data.at(0).timestamp))
oi5m = {
const data = []
let startTime = new Date("2022-12-01").getTime()
while (true) {
const response = await fetch(
'https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m&limit=500&startTime=' + startTime
).then((res) => res.json())
data.push(...response);
if (response.length < 500) break;
startTime = response.at(-1).timestamp
}
return data.map((v) => ({
startTime: new Date(v.timestamp),
openInterest: Number(v.sumOpenInterest)
}))
}
Plot.plot({
marks: [
Plot.lineY(oi5m, {x: "startTime", y: "openInterest"}),
],
marginLeft: 50
})
Plot.plot({
marks: [
Plot.lineY(kline5m, {x: "startTime", y: "close"}),
Plot.ruleX(kline5m.filter(x => x.high - x.low > 100).map(x => x.startTime))
]
})
kline5m
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