Method fetch_ohlcv

python/ccxt/alpaca.py:714–802

fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.alpaca.markets/reference/cryptobars https://docs.alpaca.markets/reference/cryptolatestbars :param str symbol: unified symbol of the market t

(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={})

        return self.parse_order_book(rawOrderbook, market['symbol'], timestamp, 'b', 'a', 'p', 's')

    def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
        """
        fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market

        https://docs.alpaca.markets/reference/cryptobars
        https://docs.alpaca.markets/reference/cryptolatestbars

        :param str symbol: unified symbol of the market to fetch OHLCV data for
        :param str timeframe: the length of time each candle represents
        :param int [since]: timestamp in ms of the earliest candle to fetch
        :param int [limit]: the maximum amount of candles to fetch
        :param dict [params]: extra parameters specific to the alpha api endpoint
        :param str [params.loc]: crypto location, default: us
        :param str [params.method]: method, default: marketPublicGetV1beta3CryptoLocBars
        :returns int[][]: A list of candles ordered, open, high, low, close, volume
        """
        self.load_markets()
        market = self.market(symbol)
        marketId = market['id']
        loc = self.safe_string(params, 'loc', 'us')
        method = self.safe_string(params, 'method', 'marketPublicGetV1beta3CryptoLocBars')
        request = {
            'symbols': marketId,
            'loc': loc,
        }
        params = self.omit(params, ['loc', 'method'])
        ohlcvs = None
        if method == 'marketPublicGetV1beta3CryptoLocBars':
            if limit is not None:
                request['limit'] = limit
            if since is not None:
                request['start'] = self.yyyymmdd(since)
            request['timeframe'] = self.safe_string(self.timeframes, timeframe, timeframe)
            response = self.marketPublicGetV1beta3CryptoLocBars(self.extend(request, params))
            #
            #    {
            #        "bars": {
            #           "BTC/USD": [
            #              {
            #                 "c": 22887,
            #                 "h": 22888,
            #                 "l": 22873,
            #                 "n": 11,
            #                 "o": 22883,
            #                 "t": "2022-07-21T05:00:00Z",
            #                 "v": 1.1138,
            #                 "vw": 22883.0155324116
            #              },
            #              {
            #                 "c": 22895,
            #                 "h": 22895,
            #                 "l": 22884,
            #                 "n": 6,
            #                 "o": 22884,
            #                 "t": "2022-07-21T05:01:00Z",
            #                 "v": 0.001,
            #                 "vw": 22889.5
            #              }