这是一个例子.解码/编码以及写入操作应该固定取决于目标数据类型.

Here is an example. Decode/Encode, as well as writing operations should be fixed depends on the target data type.

   #!/usr/bin/env python3
# -*- coding: utf-8 -*-

from aiofile import AIOFile
from aiohttp import ClientSession
from asyncio import ensure_future, gather, run, Semaphore
from calendar import monthlen
from lzma import open as lzma_open
from struct import calcsize, unpack
from io import BytesIO
from json import dumps

http_ok = [200]
limit = 5
base_url = 'http://datafeed.dukascopy.com/datafeed/{}/{}/{}/{}/{}h_ticks.bi5'
fmt = '>3i2f'
chunk_size = calcsize(fmt)


async def download():
    tasks = list()
    sem = Semaphore(limit)

    async with ClientSession() as session:
        for pair in ['AUDUSD']:
            for year in [2014, 2015]:
                for month in range(1, 12):
                    for day in range(1, monthlen(year, month)):
                        for hour in range(0, 23):
                            tasks.append(ensure_future(download_one(pair=pair,
                                                                    year=str(year).zfill(2),
                                                                    month=str(month).zfill(2),
                                                                    day=str(day).zfill(2),
                                                                    hour=str(hour).zfill(2),
                                                                    session=session,
                                                                    sem=sem)))
        return await gather(*tasks)


async def download_one(pair, year, month, day, hour, session, sem):
    url = base_url.format(pair, year, month, day, hour)
    data = list()

    async with sem:
        async with session.get(url) as response:
            content = await response.read()

        if response.status not in http_ok:
            print(f'Scraping {url} failed due to the return code {response.status}')
            return

        if content == b'':
            print(f'Scraping {url} failed due to the empty content')
            return

        with lzma_open(BytesIO(content)) as f:
            while True:
                chunk = f.read(chunk_size)
                if chunk:
                    data.append(unpack(fmt, chunk))
                else:
                    break

        async with AIOFile(f'{pair}-{year}-{month}-{day}-{hour}.bi5', 'w') as fl:
            await fl.write(dumps(data, indent=4))

        return


if __name__ == '__main__':
    run(download())

源代码可在这里