Download data or live data ? about deeplob HOT 4 OPEN

    ### Extracting timestamp, bids, and asks from the depth data
    timestamp = depth['lastUpdateId']
    datetime_str = time.strftime('%d/%m/%Y %H:%M', time.gmtime(time.time()))
    bids = depth['bids']
    asks = depth['asks']
    
    ### Include an additional unnamed index column at the start of each row
    formatted_data = [None, timestamp, datetime_str]  # None represents the unnamed index column
    
    for bid, ask in zip(bids, asks):
        ### Append bid price, bid quantity, ask price, ask quantity alternately
        formatted_data.extend([bid[0], bid[1], ask[0], ask[1]])
    
    ### Define the file name based on trading_pair and current date/time
    file_name = f"{trading_pair}_LOB_{time.strftime('%Y%m%d%H%M%S')}.csv"
    
    ### Check if file exists to determine whether to write headers
    file_exists = os.path.isfile(file_name)
    
    ### Open the file in append mode, if file does not exist, it will be created
    with open(file_name, 'a', newline='') as file:
        writer = csv.writer(file)
        
        ### Write headers if file is being created
        if not file_exists:
            headers = ['Timestamp', 'Datetime']
            for i in range(1, 21):
                headers.extend([f'Bid_Price_{i}', f'Bid_Quantity_{i}', f'Ask_Price_{i}', f'Ask_Quantity_{i}'])
            writer.writerow(headers)
        
        ### Write the formatted data to the file
        writer.writerow(formatted_data)
        
except BinanceAPIException as e:
    print(f"Error occurred for {trading_pair}: {e.message}")
except Exception as e:
    print(f"An unexpected error occurred for {trading_pair}: {str(e)}")