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):
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()
return [{
'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])
} for d in data]
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]
def fetch(self, symbol: str, start_timestamp):
# since Bitfinex API skips candles with "volume=0", we have to send end_timestamp
# instead of limit. Therefore, we use limit number to calculate the end_timestamp
end_timestamp = start_timestamp + (self.count - 1) * 60000
payload = {
'start': start_timestamp,
'end': end_timestamp,
'limit': self.count,
'sort': 1
}
dashless_symbol = jh.dashless_symbol(symbol)
response = requests.get(
f"{self.endpoint}/trade:1m:t{dashless_symbol}/hist",
params=payload
)
data = response.json()
candles = []
for d in data:
candles.append({
'id': jh.generate_unique_id(),
'symbol': symbol,
'exchange': self.name,
'timestamp': d[0],
'open': d[1],
'close': d[2],
'high': d[3],
'low': d[4],
'volume': d[5]
})
return candles
def test_dashless_symbol():
assert jh.dashless_symbol('BTC-USD') == 'BTCUSD'
assert jh.dashless_symbol('BTC-USDT') == 'BTCUSDT'
# make sure that it works even if it's already dashless
assert jh.dashless_symbol('BTCUSDT') == 'BTCUSDT'
def test_dashless_symbol():
assert jh.dashless_symbol('BTC-USD') == 'BTCUSD'
assert jh.dashless_symbol('BTC-USDT') == 'BTCUSDT'
