I am pulling live data for BTCUSDT from binance every 1 minute using binance-api, and I want to calculate the percentage change between the current candle close price and the previous candle I have tried the following:
def get_live_data(symbol):
candles = pd.DataFrame(Client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_1MINUTE,
limit=1,
startTime=None,
endTime=None))
candles.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_Time',
'Quote_Volume', 'Trades_Count', 'BUY_VOL', 'BUY_VOL_VAL', 'x']
candles["Close_Time"] = pd.to_datetime(candles["Close_Time"], unit='ms')
candles["Date"] = pd.to_datetime(candles["Date"], unit="ms")
candles["pct_change1M"] = candles.Close
candles["Open"] = pd.to_numeric(candles["Open"])
candles["High"] = pd.to_numeric(candles["High"])
candles["Low"] = pd.to_numeric(candles["Low"])
candles["Close"] = pd.to_numeric(candles["Close"])
candles["Volume"] = round(pd.to_numeric(candles["Volume"]))
candles["Quote_Volume"] = round(pd.to_numeric(candles["Quote_Volume"]))
candles['pchange1M'] = candles.Close.diff(1).fillna(0)
candles['pchange1Mpct'] = round((candles['pchange1M']/candles["Close"]) * 100, 2)
del(candles["Trades_Count"])
del(candles["BUY_VOL"])
del(candles["BUY_VOL_VAL"])
del(candles["x"])
return candles
symbol = "BTCUSDT"
while True:
candles = get_live_data(symbol="BTCUSDT")
print(candles)
time.sleep(60)
But the columns pchange1M and pchange1Mpct are always zero as follow: (i have deleted the unneeded columns)
Date Close pct_change1M pchange1Mpct
2021-08-18 16:45:00 45775.01 0.0 0.0
Date Close pct_change1M pchange1Mpct
2021-08-18 16:46:00 45785.0 0.0 0.0
Could someone please tell what I am missing or what I am doing wrong ?
It looks like you're pulling one row at a time since you have limit=1. So when you diff, there's nothing to diff against. And with fillna(0), you'll end up with diffs of 0.