Here, we use the the ccxt library, "a collection of available crypto exchanges or exchange classes. Each class implements the public and private API for a particular crypto exchange." Here are ccxt docs. Here's ccxt on github.
Under the hood, ccxt queries the Binance API for Binance data.
Install ccxt. Open a terminal and:
# Initialize virtual environment and activate it.
python3 -m venv venv
source venv/bin/activate
# Install libraries
pip3 install ccxt
If the Python console isn't already open: python
In Python console:
import ccxt
cex_x = ccxt.binance().fetch_ohlcv('ETH/USDT', '1h')
# cex_x is a list of 500 items, one for every hour, on the hour.
#
# Each item has a list of 6 entries:
# (0) timestamp (1) open price (2) high price (3) low price (4) close price (5) volume
# Example item: [1662998400000, 1706.38, 1717.87, 1693, 1713.56, 2186632.9224]
# Timestamp is unix time, but in ms. To get unix time (in s), divide by 1000
# Example: get unix timestamps
uts = [xi[0]/1000 for xi in cex_x]
# Example: get close prices
close_prices = [xi[4] for xi in cex_x]