import bn
import pandas as pd
import mplfinance as mpf
import datetime as dt
import strategy.large_trans as lt

# def binanceDataFrame(klines):
#     df = pd.DataFrame(klines.reshape(-1,12),dtype=float, columns = ('Open Time',
#                                                                     'Open',
#                                                                     'High',
#                                                                     'Low',
#                                                                     'Close',
#                                                                     'Volume',
#                                                                     'Close time',
#                                                                     'Quote asset volume',
#                                                                     'Number of trades',
#                                                                     'Taker buy base asset volume',
#                                                                     'Taker buy quote asset volume',
#                                                                     'Ignore'))

#     df['Open Time'] = pd.to_datetime(df['Open Time'], unit='ms')


#     return df


# klines = bn.klines('BTCUSDT', '1h')

# df = pd.DataFrame(klines,dtype=float)
# df.columns = ['Open time', 'Open', 'High', 'Low', 'Close', 'Volume', 'ctime', 'Quote asset volume', 'Number of trades', 'Taker buy base asset volume', 'Taker buy quote asset volume', 'Can be ignored']
# df.index = [dt.datetime.fromtimestamp(x/1000.0) for x in df.ctime]
# mpf.plot(df, type='line')


# lt.strategy_run()
from datetime import datetime, timedelta
import time,settings

last_min = datetime.now() - timedelta(minutes=settings.whaleAlert_minutes)
print(last_min)
print(time.mktime(last_min.timetuple()))
print(last_min.timestamp())