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hub / github.com/ccxt/ccxt / fetch_ohlcv

Method fetch_ohlcv

python/ccxt/gate.py:3226–3291  ·  view source on GitHub ↗

fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://www.gate.com/docs/developers/apiv4/en/#market-k-line-chart # spot https://www.gate.com/docs/developers/apiv4/en/#futures-market-k-li

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

Source from the content-addressed store, hash-verified

3224 return returnResult
3225
3226 def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
3227 """
3228 fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
3229
3230 https://www.gate.com/docs/developers/apiv4/en/#market-k-line-chart # spot
3231 https://www.gate.com/docs/developers/apiv4/en/#futures-market-k-line-chart # swap
3232 https://www.gate.com/docs/developers/apiv4/en/#futures-market-k-line-chart-2 # future
3233 https://www.gate.com/docs/developers/apiv4/en/#options-contract-market-candlestick-chart # option
3234
3235 :param str symbol: unified symbol of the market to fetch OHLCV data for
3236 :param str timeframe: the length of time each candle represents
3237 :param int [since]: timestamp in ms of the earliest candle to fetch
3238 :param int [limit]: the maximum amount of candles to fetch, limit is conflicted with since and params["until"], If either since and params["until"] is specified, request will be rejected
3239 :param dict [params]: extra parameters specific to the exchange API endpoint
3240 :param str [params.price]: "mark" or "index" for mark price and index price candles
3241 :param int [params.until]: timestamp in ms of the latest candle to fetch
3242 :param boolean [params.paginate]: default False, when True will automatically paginate by calling self endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
3243 :returns int[][]: A list of candles ordered, open, high, low, close, volume(units in quote currency)
3244 """
3245 self.load_markets()
3246 market = self.market(symbol)
3247 paginate = False
3248 paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate')
3249 if paginate:
3250 return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 1000)
3251 if market['option']:
3252 return self.fetch_option_ohlcv(symbol, timeframe, since, limit, params)
3253 price = self.safe_string(params, 'price')
3254 request = {}
3255 request, params = self.prepare_request(market, None, params)
3256 request['interval'] = self.safe_string(self.timeframes, timeframe, timeframe)
3257 maxLimit = 1999 if market['contract'] else 1000
3258 limit = maxLimit if (limit is None) else min(limit, maxLimit)
3259 until = self.safe_integer(params, 'until')
3260 if until is not None:
3261 until = self.parse_to_int(until / 1000)
3262 params = self.omit(params, 'until')
3263 if since is not None:
3264 duration = self.parse_timeframe(timeframe)
3265 request['from'] = self.parse_to_int(since / 1000)
3266 distance = (limit - 1) * duration
3267 toTimestamp = self.sum(request['from'], distance)
3268 currentTimestamp = self.seconds()
3269 to = min(toTimestamp, currentTimestamp)
3270 if until is not None:
3271 request['to'] = min(to, until)
3272 else:
3273 request['to'] = to
3274 else:
3275 if until is not None:
3276 request['to'] = until
3277 request['limit'] = limit
3278 response = None
3279 if market['contract']:
3280 isMark = (price == 'mark')
3281 isIndex = (price == 'index')
3282 if isMark or isIndex:
3283 request['contract'] = price + '_' + market['id']

Callers

nothing calls this directly

Calls 15

fetch_option_ohlcvMethod · 0.95
prepare_requestMethod · 0.95
safe_stringMethod · 0.80
safe_integerMethod · 0.80
parse_to_intMethod · 0.80
parse_timeframeMethod · 0.80
load_marketsMethod · 0.45
marketMethod · 0.45

Tested by

no test coverage detected