Append Data Directly to an Existing File

There are several ways to update a CSV file with new data. This method shows how to write the new data directly to file.

''' Append data directly to an existing CSV file '''
from datetime import datetime, timezone
import requests        # for making http requests to binance
import json            # for parsing what binance sends back to us
import pandas as pd    # for storing and manipulating the data we get back


root_url = 'https://api.binance.com/api/v1/klines'

coin = 'BTC'
symbol = coin + 'USDT'

interval = '1d'
limit = '1000'

date = datetime(2020, 9, 27, 0, 0, 0, tzinfo=timezone.utc)  
startDate = int(datetime.timestamp(date)) * 1000
startTime = str(startDate)
    
url = root_url + '?symbol=' + symbol + '&interval=' + interval + '&startTime=' + startTime + '&limit=' + limit
data = json.loads(requests.get(url).text)
df = pd.DataFrame(data)
df.columns = ['date', 'open', 'high', 'low', 'close', 'v', 'close_time', 'qav',
                'num_trades', 'taker_base_vol', 'taker_quote_vol', 'ignore']

df['date'] = [datetime.utcfromtimestamp(x/1000.0) for x in df.date]
   
df = df.set_index('date')

with open('data/BTCUSDT.csv', 'a') as f:
    for i, row in df.iterrows():
        date = i.strftime("%Y-%m-%d")
        f.write(date + ',' + row['close'] + '\n')