Method fetch_ohlcv

python/ccxt/binance.py:4669–4787

fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#klinecandlestick-data https://developers.binance.com/docs/derivatives/opt

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

        ]

    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://developers.binance.com/docs/binance-spot-api-docs/rest-api/market-data-endpoints#klinecandlestick-data
        https://developers.binance.com/docs/derivatives/option/market-data/Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Premium-Index-Kline-Data
        https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Index-Price-Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Mark-Price-Kline-Candlestick-Data
        https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/rest-api/Premium-Index-Kline-Data

        :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 exchange API endpoint
        :param str [params.price]: "mark" or "index" for mark price and index price candles
        :param int [params.until]: timestamp in ms of the latest candle to fetch
        :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
        :returns int[][]: A list of candles ordered, open, high, low, close, volume
        """
        self.load_markets()
        paginate = False
        paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate', False)
        if paginate:
            return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 1000)
        market = self.market(symbol)
        # binance docs say that the default limit 500, max 1500 for futures, max 1000 for spot markets
        # the reality is that the time range wider than 500 candles won't work right
        defaultLimit = 500
        maxLimit = 1000
        price = self.safe_string(params, 'price')
        until = self.safe_integer(params, 'until')
        params = self.omit(params, ['price', 'until'])
        if since is not None and until is not None and limit is None:
            limit = maxLimit
        limit = defaultLimit if (limit is None) else min(limit, maxLimit)
        request = {
            'interval': self.safe_string(self.timeframes, timeframe, timeframe),
            'limit': limit,
        }
        marketId = market['id']
        if price == 'index':
            parts = marketId.split('_')
            pair = self.safe_string(parts, 0)
            request['pair'] = pair   # Index price takes self argument instead of symbol
        else:
            request['symbol'] = marketId
        # duration = self.parse_timeframe(timeframe)
        if since is not None:
            request['startTime'] = since
            #
            # It didn't work before without the endTime
            # https://github.com/ccxt/ccxt/issues/8454