{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "89251b34-9738-4fa3-b2db-7d6a7dde7d48",
   "metadata": {},
   "outputs": [],
   "source": [
    "import sqlite3\n",
    "import pandas as pd\n",
    "from datetime import datetime\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "0ecd2b95-b212-44a4-ac15-ff7aa4f032f9",
   "metadata": {},
   "source": [
    "### Here you the database file containing 1 day of 1min data\n",
    "The name of the file contains the date."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "eb24b805-ee73-4db4-b1de-0c43bea7d86f",
   "metadata": {},
   "outputs": [],
   "source": [
    "mktdata_db_file = \"/workspace/data/crypto_md/20240602.mktdata.ohlcv.db\""
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b2b7808c-1c78-49cb-9081-bde325b4f30a",
   "metadata": {},
   "source": [
    "### Simple query that gets everything into DataFrame"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "8dcb0ec1-4e55-4d13-91fc-57c24fac6460",
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>tstamp</th>\n",
       "      <th>exchange_id</th>\n",
       "      <th>instrument_id</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>volume</th>\n",
       "      <th>vwap</th>\n",
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       "      <th>0</th>\n",
       "      <td>1717286400000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67719.2900</td>\n",
       "      <td>67721.7300</td>\n",
       "      <td>67708.1100</td>\n",
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       "      <th>1</th>\n",
       "      <td>1717286460000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
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       "      <td>67712.153017</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>1717286520000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67709.8800</td>\n",
       "      <td>67709.8800</td>\n",
       "      <td>67689.7000</td>\n",
       "      <td>67691.3100</td>\n",
       "      <td>1.001506</td>\n",
       "      <td>67697.965852</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1717286580000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67692.3300</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>67691.2200</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>5.652547</td>\n",
       "      <td>67695.441479</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>1717286640000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>67721.3300</td>\n",
       "      <td>67710.7700</td>\n",
       "      <td>67715.0500</td>\n",
       "      <td>2.997525</td>\n",
       "      <td>67715.683416</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
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       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5755</th>\n",
       "      <td>1717372500000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>2505.022090</td>\n",
       "      <td>0.513596</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5756</th>\n",
       "      <td>1717372560000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>5612.821763</td>\n",
       "      <td>0.513489</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5757</th>\n",
       "      <td>1717372620000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>5503.452073</td>\n",
       "      <td>0.513377</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5758</th>\n",
       "      <td>1717372680000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>3925.979599</td>\n",
       "      <td>0.513428</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5759</th>\n",
       "      <td>1717372740000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>21244.669839</td>\n",
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      ],
      "text/plain": [
       "                   tstamp exchange_id instrument_id        open        high  \\\n",
       "0     1717286400000000000    COINBASE  PAIR-BTC-USD  67719.2900  67721.7300   \n",
       "1     1717286460000000000    COINBASE  PAIR-BTC-USD  67714.1600  67717.3500   \n",
       "2     1717286520000000000    COINBASE  PAIR-BTC-USD  67709.8800  67709.8800   \n",
       "3     1717286580000000000    COINBASE  PAIR-BTC-USD  67692.3300  67713.0600   \n",
       "4     1717286640000000000    COINBASE  PAIR-BTC-USD  67713.0600  67721.3300   \n",
       "...                   ...         ...           ...         ...         ...   \n",
       "5755  1717372500000000000    COINBASE  PAIR-XRP-USD      0.5135      0.5136   \n",
       "5756  1717372560000000000    COINBASE  PAIR-XRP-USD      0.5135      0.5135   \n",
       "5757  1717372620000000000    COINBASE  PAIR-XRP-USD      0.5134      0.5135   \n",
       "5758  1717372680000000000    COINBASE  PAIR-XRP-USD      0.5133      0.5135   \n",
       "5759  1717372740000000000    COINBASE  PAIR-XRP-USD      0.5135      0.5135   \n",
       "\n",
       "             low       close        volume          vwap  \n",
       "0     67708.1100  67719.9600      1.888240  67713.845756  \n",
       "1     67707.6800  67709.8800      0.655358  67712.153017  \n",
       "2     67689.7000  67691.3100      1.001506  67697.965852  \n",
       "3     67691.2200  67713.0600      5.652547  67695.441479  \n",
       "4     67710.7700  67715.0500      2.997525  67715.683416  \n",
       "...          ...         ...           ...           ...  \n",
       "5755      0.5134      0.5136   2505.022090      0.513596  \n",
       "5756      0.5134      0.5134   5612.821763      0.513489  \n",
       "5757      0.5133      0.5133   5503.452073      0.513377  \n",
       "5758      0.5133      0.5134   3925.979599      0.513428  \n",
       "5759      0.5133      0.5133  21244.669839      0.513309  \n",
       "\n",
       "[5760 rows x 9 columns]"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "db_conn = sqlite3.connect(mktdata_db_file)\n",
    "\n",
    "df = pd.read_sql_query(\"select * from coinbase_ohlcv_1min\", db_conn)\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a01c3aad-7e84-41ce-a835-06f35bd65668",
   "metadata": {},
   "source": [
    "### Timestamp is not very convenient, so we can make it look nicer"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "c00fce97-69d0-47d2-be97-410d8c826292",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>2024-06-02 00:00:00</th>\n",
       "      <td>1717286400000000000</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 00:01:00</th>\n",
       "      <td>1717286460000000000</td>\n",
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       "      <td>PAIR-BTC-USD</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 00:02:00</th>\n",
       "      <td>1717286520000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
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       "      <td>67709.8800</td>\n",
       "      <td>67689.7000</td>\n",
       "      <td>67691.3100</td>\n",
       "      <td>1.001506</td>\n",
       "      <td>67697.965852</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:03:00</th>\n",
       "      <td>1717286580000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67692.3300</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>67691.2200</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>5.652547</td>\n",
       "      <td>67695.441479</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 00:04:00</th>\n",
       "      <td>1717286640000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-BTC-USD</td>\n",
       "      <td>67713.0600</td>\n",
       "      <td>67721.3300</td>\n",
       "      <td>67710.7700</td>\n",
       "      <td>67715.0500</td>\n",
       "      <td>2.997525</td>\n",
       "      <td>67715.683416</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 23:55:00</th>\n",
       "      <td>1717372500000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>2505.022090</td>\n",
       "      <td>0.513596</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 23:56:00</th>\n",
       "      <td>1717372560000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5134</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 23:57:00</th>\n",
       "      <td>1717372620000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5135</td>\n",
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       "      <td>0.5133</td>\n",
       "      <td>5503.452073</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 23:58:00</th>\n",
       "      <td>1717372680000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
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       "    <tr>\n",
       "      <th>2024-06-02 23:59:00</th>\n",
       "      <td>1717372740000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>21244.669839</td>\n",
       "      <td>0.513309</td>\n",
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      ],
      "text/plain": [
       "                                  tstamp exchange_id instrument_id  \\\n",
       "timestamp                                                            \n",
       "2024-06-02 00:00:00  1717286400000000000    COINBASE  PAIR-BTC-USD   \n",
       "2024-06-02 00:01:00  1717286460000000000    COINBASE  PAIR-BTC-USD   \n",
       "2024-06-02 00:02:00  1717286520000000000    COINBASE  PAIR-BTC-USD   \n",
       "2024-06-02 00:03:00  1717286580000000000    COINBASE  PAIR-BTC-USD   \n",
       "2024-06-02 00:04:00  1717286640000000000    COINBASE  PAIR-BTC-USD   \n",
       "...                                  ...         ...           ...   \n",
       "2024-06-02 23:55:00  1717372500000000000    COINBASE  PAIR-XRP-USD   \n",
       "2024-06-02 23:56:00  1717372560000000000    COINBASE  PAIR-XRP-USD   \n",
       "2024-06-02 23:57:00  1717372620000000000    COINBASE  PAIR-XRP-USD   \n",
       "2024-06-02 23:58:00  1717372680000000000    COINBASE  PAIR-XRP-USD   \n",
       "2024-06-02 23:59:00  1717372740000000000    COINBASE  PAIR-XRP-USD   \n",
       "\n",
       "                           open        high         low       close  \\\n",
       "timestamp                                                             \n",
       "2024-06-02 00:00:00  67719.2900  67721.7300  67708.1100  67719.9600   \n",
       "2024-06-02 00:01:00  67714.1600  67717.3500  67707.6800  67709.8800   \n",
       "2024-06-02 00:02:00  67709.8800  67709.8800  67689.7000  67691.3100   \n",
       "2024-06-02 00:03:00  67692.3300  67713.0600  67691.2200  67713.0600   \n",
       "2024-06-02 00:04:00  67713.0600  67721.3300  67710.7700  67715.0500   \n",
       "...                         ...         ...         ...         ...   \n",
       "2024-06-02 23:55:00      0.5135      0.5136      0.5134      0.5136   \n",
       "2024-06-02 23:56:00      0.5135      0.5135      0.5134      0.5134   \n",
       "2024-06-02 23:57:00      0.5134      0.5135      0.5133      0.5133   \n",
       "2024-06-02 23:58:00      0.5133      0.5135      0.5133      0.5134   \n",
       "2024-06-02 23:59:00      0.5135      0.5135      0.5133      0.5133   \n",
       "\n",
       "                           volume          vwap  \n",
       "timestamp                                        \n",
       "2024-06-02 00:00:00      1.888240  67713.845756  \n",
       "2024-06-02 00:01:00      0.655358  67712.153017  \n",
       "2024-06-02 00:02:00      1.001506  67697.965852  \n",
       "2024-06-02 00:03:00      5.652547  67695.441479  \n",
       "2024-06-02 00:04:00      2.997525  67715.683416  \n",
       "...                           ...           ...  \n",
       "2024-06-02 23:55:00   2505.022090      0.513596  \n",
       "2024-06-02 23:56:00   5612.821763      0.513489  \n",
       "2024-06-02 23:57:00   5503.452073      0.513377  \n",
       "2024-06-02 23:58:00   3925.979599      0.513428  \n",
       "2024-06-02 23:59:00  21244.669839      0.513309  \n",
       "\n",
       "[5760 rows x 9 columns]"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df[\"timestamp\"] = pd.to_datetime(df['tstamp'], unit='ns')\n",
    "df.set_index(\"timestamp\", inplace=True)\n",
    "df"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "62b24872-8425-44d0-b37a-29792d88f20f",
   "metadata": {},
   "source": [
    "### If you want individual instruments, you could create the function"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "id": "75929164-87f7-4125-b20b-5de745b9b9c4",
   "metadata": {},
   "outputs": [
    {
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       "      <td>1717372620000000000</td>\n",
       "      <td>COINBASE</td>\n",
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       "      <td>1717372680000000000</td>\n",
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       "                                  tstamp exchange_id instrument_id      open  \\\n",
       "timestamp                                                                      \n",
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       "...                                  ...         ...           ...       ...   \n",
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       "2024-06-02 23:57:00  1717372620000000000    COINBASE  PAIR-BTC-USD  67755.39   \n",
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       "2024-06-02 23:59:00  1717372740000000000    COINBASE  PAIR-BTC-USD  67752.14   \n",
       "\n",
       "                         high       low     close    volume          vwap  \n",
       "timestamp                                                                  \n",
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       "                                  tstamp exchange_id instrument_id     open  \\\n",
       "timestamp                                                                     \n",
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       "2024-06-02 00:01:00  1717286460000000000    COINBASE  PAIR-ETH-USD  3812.88   \n",
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       "...                                  ...         ...           ...      ...   \n",
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       "2024-06-02 23:59:00  1717372740000000000    COINBASE  PAIR-ETH-USD  3779.86   \n",
       "\n",
       "                        high      low    close      volume         vwap  \n",
       "timestamp                                                                \n",
       "2024-06-02 00:00:00  3812.92  3812.48  3812.65  296.984283  3812.885799  \n",
       "2024-06-02 00:01:00  3812.92  3812.66  3812.92   22.584759  3812.885708  \n",
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       "...                      ...      ...      ...         ...          ...  \n",
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       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>tstamp</th>\n",
       "      <th>exchange_id</th>\n",
       "      <th>instrument_id</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>volume</th>\n",
       "      <th>vwap</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:00:00</th>\n",
       "      <td>1717286400000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.5180</td>\n",
       "      <td>0.5181</td>\n",
       "      <td>68137.158944</td>\n",
       "      <td>0.518082</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:01:00</th>\n",
       "      <td>1717286460000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5180</td>\n",
       "      <td>0.5182</td>\n",
       "      <td>0.5179</td>\n",
       "      <td>0.5182</td>\n",
       "      <td>3659.609883</td>\n",
       "      <td>0.518028</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:02:00</th>\n",
       "      <td>1717286520000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5182</td>\n",
       "      <td>0.5182</td>\n",
       "      <td>0.5179</td>\n",
       "      <td>0.5180</td>\n",
       "      <td>9693.379122</td>\n",
       "      <td>0.517920</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:03:00</th>\n",
       "      <td>1717286580000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5181</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.5180</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>8324.107832</td>\n",
       "      <td>0.518215</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 00:04:00</th>\n",
       "      <td>1717286640000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.5184</td>\n",
       "      <td>0.5183</td>\n",
       "      <td>0.5183</td>\n",
       "      <td>1482.065565</td>\n",
       "      <td>0.518348</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 23:55:00</th>\n",
       "      <td>1717372500000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5136</td>\n",
       "      <td>2505.022090</td>\n",
       "      <td>0.513596</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 23:56:00</th>\n",
       "      <td>1717372560000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>5612.821763</td>\n",
       "      <td>0.513489</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 23:57:00</th>\n",
       "      <td>1717372620000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>5503.452073</td>\n",
       "      <td>0.513377</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 23:58:00</th>\n",
       "      <td>1717372680000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5134</td>\n",
       "      <td>3925.979599</td>\n",
       "      <td>0.513428</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2024-06-02 23:59:00</th>\n",
       "      <td>1717372740000000000</td>\n",
       "      <td>COINBASE</td>\n",
       "      <td>PAIR-XRP-USD</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5135</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>0.5133</td>\n",
       "      <td>21244.669839</td>\n",
       "      <td>0.513309</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1440 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                                  tstamp exchange_id instrument_id    open  \\\n",
       "timestamp                                                                    \n",
       "2024-06-02 00:00:00  1717286400000000000    COINBASE  PAIR-XRP-USD  0.5184   \n",
       "2024-06-02 00:01:00  1717286460000000000    COINBASE  PAIR-XRP-USD  0.5180   \n",
       "2024-06-02 00:02:00  1717286520000000000    COINBASE  PAIR-XRP-USD  0.5182   \n",
       "2024-06-02 00:03:00  1717286580000000000    COINBASE  PAIR-XRP-USD  0.5181   \n",
       "2024-06-02 00:04:00  1717286640000000000    COINBASE  PAIR-XRP-USD  0.5184   \n",
       "...                                  ...         ...           ...     ...   \n",
       "2024-06-02 23:55:00  1717372500000000000    COINBASE  PAIR-XRP-USD  0.5135   \n",
       "2024-06-02 23:56:00  1717372560000000000    COINBASE  PAIR-XRP-USD  0.5135   \n",
       "2024-06-02 23:57:00  1717372620000000000    COINBASE  PAIR-XRP-USD  0.5134   \n",
       "2024-06-02 23:58:00  1717372680000000000    COINBASE  PAIR-XRP-USD  0.5133   \n",
       "2024-06-02 23:59:00  1717372740000000000    COINBASE  PAIR-XRP-USD  0.5135   \n",
       "\n",
       "                       high     low   close        volume      vwap  \n",
       "timestamp                                                            \n",
       "2024-06-02 00:00:00  0.5184  0.5180  0.5181  68137.158944  0.518082  \n",
       "2024-06-02 00:01:00  0.5182  0.5179  0.5182   3659.609883  0.518028  \n",
       "2024-06-02 00:02:00  0.5182  0.5179  0.5180   9693.379122  0.517920  \n",
       "2024-06-02 00:03:00  0.5184  0.5180  0.5184   8324.107832  0.518215  \n",
       "2024-06-02 00:04:00  0.5184  0.5183  0.5183   1482.065565  0.518348  \n",
       "...                     ...     ...     ...           ...       ...  \n",
       "2024-06-02 23:55:00  0.5136  0.5134  0.5136   2505.022090  0.513596  \n",
       "2024-06-02 23:56:00  0.5135  0.5134  0.5134   5612.821763  0.513489  \n",
       "2024-06-02 23:57:00  0.5135  0.5133  0.5133   5503.452073  0.513377  \n",
       "2024-06-02 23:58:00  0.5135  0.5133  0.5134   3925.979599  0.513428  \n",
       "2024-06-02 23:59:00  0.5135  0.5133  0.5133  21244.669839  0.513309  \n",
       "\n",
       "[1440 rows x 9 columns]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "def get_instrument_md(instrument_id: str) -> pd.DataFrame:\n",
    "    query = f\"select * from coinbase_ohlcv_1min where instrument_id = '{instrument_id}'\"\n",
    "    df = pd.read_sql_query(query, db_conn)\n",
    "    df[\"timestamp\"] = pd.to_datetime(df['tstamp'], unit='ns')\n",
    "    df.set_index(\"timestamp\", inplace=True)\n",
    "    return df\n",
    "\n",
    "btc_df = get_instrument_md(instrument_id=\"PAIR-BTC-USD\")\n",
    "eth_df = get_instrument_md(instrument_id=\"PAIR-ETH-USD\")\n",
    "xrp_df = get_instrument_md(instrument_id=\"PAIR-XRP-USD\")\n",
    "\n",
    "from IPython.display import display\n",
    "display(btc_df)\n",
    "display(eth_df)\n",
    "display(xrp_df)\n",
    "\n"
   ]
  }
 ],
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