cryptowat APIからいろんな取引所のbitcoin価格を取得する

cryptowat APIからいろんな取引所のbitcoin価格を取得するコード

import requests,time
from datetime import datetime,timedelta
import pandas as pd

def get_price(before, after, periods, strExchange):
    url = 'https://api.cryptowat.ch/markets/' + strExchange + '/ohlc'
    query = {
        'before':before,
        'after':after,
        'periods':periods,
        }
    res = requests.get(url ,params=query).json()['result'][periods]
    return res

def get(url='https://api.cryptowat.ch/pairs/btcusd'):
    res = requests.get(url).json()
    return res

unixTime = lambda y,m,d,h: int(time.mktime(datetime(y,m,d,h).timetuple()))

list_markets=get(url='https://api.cryptowat.ch/pairs/btcusd')['result']['markets']
list_markets_cur_exhange=[]
for ret in list_markets:
    list_markets_cur_exhange.extend([ret['exchange']+r'/'+ret['pair']])

# now = datetime.now()
# print get_price(unixTime(now.year,now.month,now.day,now.hour), unixTime(now.year,now.month,now.day,now.hour), u'3600', u'bitfinex/btcusd')[0][4]


data = []
i = 0
strExchangeList = list_markets_cur_exhange
now = datetime(2018, 9, 24, 11)

y,m,d,h = now.year, now.month, now.day, 11

NewDate = now - timedelta(days=160)
strDate = NewDate.strftime('%Y/%m/%d %H:%M:%S')

y2,m2,d2,h2 = NewDate.year, NewDate.month, NewDate.day, 11
df=pd.DataFrame(columns=list_markets_cur_exhange)
for eachEchange in strExchangeList:
    ret = get_price(unixTime(y,m,d,h), unixTime(y2,m2,d2,h2), u'86400', eachEchange)
    ret=pd.DataFrame(ret, columns=['CloseTime', 'OpenPrice', 'HighPrice', 'LowPrice', 'ClosePrice', '_','Volume'])
    ret=ret.set_index('CloseTime',drop=True)
    df[eachEchange]=ret['ClosePrice']

df['utc']=0
for each in df.index:
    df.loc[each,'utc']=datetime.utcfromtimestamp(each)
df=df.set_index('utc', drop=False)
print(df)
df.to_csv('out.csv')