Binance API: Download Daily Historical Data (Python)

import datetimeimport requestsfrom urllib.parse import urljoindef download_historical_data(symbol, date):    def download_12h(start_date, end_date):        start_time = int(start_date.timestamp() * 1000)        end_time = int(end_date.timestamp() * 1000)        BINANCE_API_KEY = '...'        # BINANCE_SECRET_KEY = '...'        PATH = '/api/v1/klines'        params = {            'symbol': symbol,            'interval': '1m',   # 1m, 3m, 5m, 15m, 30m            'limit': 1000,       # 1000 is max, but we using 720 = 60 (minutes) * 12 (hours)            'startTime': start_time,            'endTime': end_time        }        headers = {            'X-MBX-APIKEY': BINANCE_API_KEY        }        url = urljoin(self.BASE_URL, PATH)        r = requests.get(url, headers=headers, params=params)        if r.status_code == 200:            return r.json()        else:            if r.headers['Content-Type'] == 'application/json':                raise BinanceException(status_code=r.status_code, data=r.json())            else:                raise BinanceException(status_code=r.status_code)    # start_date = datetime.datetime(2019, 7, 15)    # 0-12h    start_date = datetime.datetime.strptime(date, '%Y-%m-%d')    end_date = start_date + datetime.timedelta(hours=12) - datetime.timedelta(seconds=1)    data = download_12h(start_date, end_date)    # 12-24h    start_date = start_date + datetime.timedelta(hours=12)    end_date = start_date + datetime.timedelta(hours=12) - datetime.timedelta(seconds=1)    data.extend(download_12h(start_date, end_date))    filename = f"{symbol}_{start_date.strftime('%Y-%m-%d')}"    with open(f"{filename}.json", 'w') as f:        json.dump(data, f, indent=2)    with open(f"{filename}.csv", 'w') as f:        for row in data:            f.write(f"{row[1]}\n") # open price            # f.write(f"{row[0]}, {row[1]}\n") # open time, open price            # f.write("f{row[6]}, {row[4]}\n") # close time, close price

class BinanceException(Exception):    def __init__(self, status_code, data=None):        self.status_code = status_code        if data:            self.code = data['code']            self.msg = data['msg']            message = f"{status_code} [{self.code}] {self.msg}"        else:            self.code = None            self.msg = None            message = f"status_code={status_code}"        # Python 2.x        # super(BinanceException, self).__init__(message)        super().__init__(message)

download_historical_data('BTCUSDT', '2019-07-15')