init

downloader.js

+let pair = 'BNBUSDT'
+let timeframe = '5m'
+const Downloader = require("nodejs-file-downloader");
+const extract = require('extract-zip')
+var shell = require('shelljs');
+const fs=require('fs')
+
+
+run()
+
+
+async function run() {
+    try {
+        await fs.mkdirSync('ohlc')
+    } catch (e) {
+
+    }
+
+    try {
+        await fs.mkdirSync('ohlc/' + pair)
+    } catch (e) {
+
+    }
+
+    for (let i = 2017; i <= 2022; i++) {
+        await monthlyDownloader(i)
+    }
+
+    await sleep(4000)
+    console.log('try ReadFiles')
+
+    readFiles()
+
+
+}
+
+async function readFiles()
+{
+    let configs = await fs.readdirSync('ohlc/'+pair)
+    let arr=[]
+    for (let i=0;i<configs.length;i++)
+    {
+        if (!configs[i].includes('.csv'))
+            continue
+
+        console.log(configs[i])
+
+        let file = await fs.readFileSync('./ohlc/'+pair+'/'+configs[i], 'utf8')
+        file = file.match(/.+/g)
+        for (let j=0;j<file.length;j++)
+        {
+            let temp=file[j].split(',')
+            let obj={}
+            obj.timestamp=temp[0]
+            obj.open=temp[1]
+            obj.high=temp[2]
+            obj.low=temp[3]
+            obj.close=temp[4]
+
+            arr.push(obj)
+
+
+        }
+
+    }
+    await write(arr)
+   // console.log(configs)
+}
+
+async function write(data)
+{
+//console.log(data)
+    let t='time,open,high,low,close\n'
+    for (let i=0;i<data.length;i++)
+    {
+        t+=data[i].timestamp+','+data[i].open+','+data[i].high+','+data[i].low+','+data[i].close+'\n'
+    }
+   // console.log(t)
+await removeAll()
+   createfileADV(t)
+
+}
+
+function createfileADV(data) {
+   // console.log(data)
+    return new Promise(function (resolve, reject) {
+        fs.writeFile('ohlc/'+pair+'/last.csv', data, 'utf8', function (err) {
+            if (err) reject(err);
+            else resolve(data);
+        });
+    });
+}
+
+async function monthlyDownloader(year) {
+    for (let i = 1; i <= 12; i++) {
+        let temp = i
+        if (i < 10)
+            temp = '0' + i
+        await download(year, temp)
+
+    }
+
+
+}
+
+//testUnzip()
+async function unzip(filename) {
+
+    try {
+        let command = 'cd ohlc/' + pair
+        command = command + '  && extract-zip ' + filename
+        console.log(command)
+        await shell.exec(command, {async: true});
+        await sleep(1000)
+        console.log('Extraction ' + filename + ' completed')
+
+    } catch (err) {
+        console.log(err)
+
+    }
+}
+
+async function removeAll()
+{
+    let command = 'cd ohlc/' + pair
+    command = command + '  && rm -r *'
+
+    await shell.exec(command, {async: true});
+}
+
+async function sleep(millis) {
+    return new Promise(resolve => setTimeout(resolve, millis));
+}
+
+
+async function download(year, month) {
+    let fileName = pair + '-' + timeframe + '-' + year + '-' + month + '.zip'
+    let link = 'https://data.binance.vision/data/spot/monthly/klines/' + pair + '/' + timeframe + '/' + fileName
+   // console.log(link)
+    const downloader = new Downloader({
+        url: link,
+        directory: "./ohlc/" + pair,
+    });
+    try {
+        console.log('try download ' + pair + ' ' + year + '/' + month)
+        await downloader.download();
+
+        await unzip(fileName)
+
+
+        //console.log("done");
+    } catch (error) {
+
+        console.log("Not found " + year + '/' + month);
+    }
+}
\ No newline at end of file

package.json

@@ -14,9 +14,13 @@
   "license": "ISC",
   "dependencies": {
     "execution-time": "^1.4.1",
+    "extract-zip": "^2.0.1",
     "fast-csv": "^4.3.6",
     "lodash": "^4.17.21",
     "moment-timezone": "^0.5.33",
-    "shelljs": "^0.8.4"
+    "node-stream-zip": "^1.15.0",
+    "nodejs-file-downloader": "^4.9.3",
+    "shelljs": "^0.8.4",
+    "unzip": "^0.1.11"
   }
 }