fetch_ohlcv since problem

[werewere]

Hi, I'm not sure if this is a bug or a feature; the following code won't work:

since=int(datetime.datetime.strptime('2017-10-23 00:00:00', '%Y-%m-%d %H:%M:%S').strftime("%s"))
ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since)

It is needed to do the following:

since=int(datetime.datetime.strptime('2017-10-23 00:00:00', '%Y-%m-%d %H:%M:%S').strftime("%s"))
since *=1000
ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since)

I found this because checking the ccxt source code, I saw that (in Poloniex at least) the start time was calculated doing:

'start': int(since / 1000),

May be this is due to an old problem in Poloniex (I'm just guessing) and then Poloniex fixed the problem but the ccxt code still has the old workaround?. Anyway, this is not a problem, I can just multiply, but I'm not sure if I'm missing something.

[kroitor]

Hi, @werewere !

Nope, it's not a bug, the library works with all timestamps as milliseconds, everywhere. So, yes, you can just do ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since * 1000).

Milliseconds are chosen for portability and cross-exchange compatibility, don't forget that Poloniex is not the only exchange that implements the since param and fetch_ohlcv. There are other exchanges as well, and most of the time a common subset of milliseconds-range covers all needs for all exchanges, whereas seconds-based ranges are sometimes not sufficiently precise.

I hope this reply answers your question, I'd close this issue for now.

Thx!

[werewere]

Yeah, I use also Bitfinex but as it is not fully supported yet for OHLCV, I was doing tests with Poloniex.

Anyway, understood, thanks! :)

[kroitor]

@werewere bitfinex v2 already supports OHLCV btw ;) And, hopefully, both of Bitfinex v1 and v2 will support it soon ;)

[werewere]

Oh, it is true! I didn't realized that I should use bitfinex2, indeed it has OHLCV! You made my day :)

[kroitor]

@werewere as of version 1.9.237 you can use Bitfinex v1 to fetch_ohlcv() as well ;) Cheers!

[xgdgsc]

Has the since API changed? bar_list=bitmex.fetch_ohlcv('XBTZ17', '1m', since='2017-11-08 00:01:44') works in version '1.9.39' but not in version '1.10.171'.

[kroitor]

@xgdgsc it accepts an integer number of milliseconds for consistency across the majority of exchanges, so you can call it like so:

bar_list=bitmex.fetch_ohlcv('XBTZ17', '1m', since=bitmex.parse8601('2017-11-08 00:01:44'))

[xgdgsc]

OK. Thanks.