The crix-client-py from blockwise

crix-client-py's People

Contributors

Stargazers

Watchers

crix-client-py's Issues

fetch_ohlcv returns duplicate entries and is missing candles

>>> x = client.fetch_ohlcv('ETH_BTC', s, datetime(2019, 2,1,9,30), limit=10) 
>>> x = [y.open_time for y in x]
>>> x
[datetime.datetime(2019, 2, 1, 9, 23), datetime.datetime(2019, 2, 1, 9, 24), datetime.datetime(2019, 2, 1, 9, 24), datetime.datetime(2019, 2, 1, 9, 25), datetime.datetime(2019, 2, 1, 9, 27), datetime.datetime(2019, 2, 1, 9, 28), datetime.datetime(2019, 2, 1, 9, 29), datetime.datetime(2019, 2, 1, 9, 30)]

it returns minutely candles for 9:23, 9:24, 9:24, 9:25, 9:27, 9:28, 9:29, 9:30, missing 9:26 and having 9:24 twice. I noticed that this happens about once a day in the history.

fetch_ohlcv seems to ignore limit on repeated calls

Python 3.6.4 session (Debian 9)

>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=100)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=1000)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=1000)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=10)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=10)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=100)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,22), limit=500)
>>> len(x)
100
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,23), limit=500)
>>> len(x)
500
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,23), limit=1000)
>>> len(x)
500
>>> x = client.fetch_ohlcv('ETH_BTC', datetime(2019,3,20), datetime(2019,5,24), limit=1000)
>>> len(x)
1000

Only if I change the datetimes, the new limit is adhered to.

Recommend Projects