def get_starting_time(self, symbol) -> int:
dashless_symbol = jh.dashless_symbol(symbol)
payload = {
'interval': '1d',
'symbol': dashless_symbol,
'limit': 1500,
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance(
'ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
raise Exception(response.content)
data = response.json()
# since the first timestamp doesn't include all the 1m
# candles, let's start since the second day then
first_timestamp = int(data[0][0])
return first_timestamp + 60_000 * 1440
def get_starting_time(self, symbol: str) -> int:
dashless_symbol = jh.dashless_symbol(symbol)
payload = {
'interval': 'W',
'symbol': dashless_symbol,
'limit': 200,
'from': 1514811660
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance('ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
raise Exception(response.content)
data = response.json()['result']
# since the first timestamp doesn't include all the 1m
# candles, let's start since the second day then
return int(data[1]['open_time']) * 1000
def get_starting_time(self, symbol):
payload = {
'interval': '1d',
'symbol': symbol,
'limit': 1500,
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance(
'ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
raise Exception(response.content)
data = response.json()
first_timestamp = int(data[0][0])
second_timestamp = first_timestamp + 60_000 * 1440
return second_timestamp
def _handle_errors(self, response) -> None:
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance(
'ERROR: 502 Bad Gateway. Please try again later')
if response.status_code != 200:
raise Exception(response.json()['error'])
def _handle_errors(response):
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance('ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 404:
raise ValueError(response.json()['message'])
if response.status_code != 200:
raise Exception(response.content)
def fetch(self, symbol, start_timestamp):
"""
note1: unlike Bitfinex, Binance does NOT skip candles with volume=0.
note2: like Bitfinex, start_time includes the candle and so does the end_time.
"""
end_timestamp = start_timestamp + (self.count - 1) * 60000
dashless_symbol = jh.dashless_symbol(symbol)
payload = {
'interval': '1m',
'symbol': dashless_symbol,
'startTime': start_timestamp,
'endTime': end_timestamp,
'limit': self.count,
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance(
'ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
return
data = response.json()
candles = []
for d in data:
candles.append({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'timestamp': int(d[0]),
'open': float(d[1]),
'close': float(d[4]),
'high': float(d[2]),
'low': float(d[3]),
'volume': float(d[5])
})
return candles
def fetch(self, symbol, start_timestamp):
"""
:param symbol:
:param start_timestamp:
:return:
"""
end_timestamp = start_timestamp + (self.count - 1) * 60000
payload = {
'interval': '1m',
'symbol': symbol,
'startTime': start_timestamp,
'endTime': end_timestamp,
'limit': self.count,
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance(
'ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
return
data = response.json()
candles = []
for d in data:
candles.append({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'timestamp': int(d[0]),
'open': float(d[1]),
'close': float(d[4]),
'high': float(d[2]),
'low': float(d[3]),
'volume': float(d[5])
})
return candles
def fetch(self, symbol: str, start_timestamp: int) -> Union[list, None]:
dashless_symbol = jh.dashless_symbol(symbol)
payload = {
'interval': 1,
'symbol': dashless_symbol,
'from': int(start_timestamp / 1000),
'limit': self.count,
}
response = requests.get(self.endpoint, params=payload)
# Exchange In Maintenance
if response.status_code == 502:
raise exceptions.ExchangeInMaintenance('ERROR: 502 Bad Gateway. Please try again later')
# unsupported symbol
if response.status_code == 400:
raise ValueError(response.json()['msg'])
if response.status_code != 200:
return
data = response.json()['result']
return [{
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'timestamp': int(d['open_time']) * 1000,
'open': float(d['open']),
'close': float(d['close']),
'high': float(d['high']),
'low': float(d['low']),
'volume': float(d['volume'])
} for d in data]