fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://huobiapi.github.io/docs/spot/v1/en/#get-klines-candles https://huobiapi.github.io/docs/dm/v1/en/#get-kline-data https://huobiapi.github.io/docs/co
(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={})
| 3023 | ] |
| 3024 | |
| 3025 | def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]: |
| 3026 | """ |
| 3027 | fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market |
| 3028 | |
| 3029 | https://huobiapi.github.io/docs/spot/v1/en/#get-klines-candles |
| 3030 | https://huobiapi.github.io/docs/dm/v1/en/#get-kline-data |
| 3031 | https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#get-kline-data |
| 3032 | https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-kline-data |
| 3033 | |
| 3034 | :param str symbol: unified symbol of the market to fetch OHLCV data for |
| 3035 | :param str timeframe: the length of time each candle represents |
| 3036 | :param int [since]: timestamp in ms of the earliest candle to fetch |
| 3037 | :param int [limit]: the maximum amount of candles to fetch |
| 3038 | :param dict [params]: extra parameters specific to the exchange API endpoint |
| 3039 | :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) |
| 3040 | :param str [params.useHistoricalEndpointForSpot]: True/false - whether use the historical candles endpoint for spot markets or default klines endpoint |
| 3041 | :returns int[][]: A list of candles ordered, open, high, low, close, volume |
| 3042 | """ |
| 3043 | self.load_markets() |
| 3044 | paginate = False |
| 3045 | paginate, params = self.handle_option_and_params(params, 'fetchOHLCV', 'paginate') |
| 3046 | if paginate: |
| 3047 | return self.fetch_paginated_call_deterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 1000) |
| 3048 | market = self.market(symbol) |
| 3049 | request = { |
| 3050 | 'period': self.safe_string(self.timeframes, timeframe, timeframe), |
| 3051 | # 'symbol': market['id'], # spot, future |
| 3052 | # 'contract_code': market['id'], # swap |
| 3053 | # 'size': 1000, # max 1000 for spot, 2000 for contracts |
| 3054 | # 'from': int((since / str(1000))), spot only |
| 3055 | # 'to': self.seconds(), spot only |
| 3056 | } |
| 3057 | priceType = self.safe_string_n(params, ['priceType', 'price']) |
| 3058 | params = self.omit(params, ['priceType', 'price']) |
| 3059 | until = None |
| 3060 | until, params = self.handle_param_integer(params, 'until') |
| 3061 | untilSeconds = self.parse_to_int(until / 1000) if (until is not None) else None |
| 3062 | if market['contract']: |
| 3063 | if limit is not None: |
| 3064 | request['size'] = min(limit, 2000) # when using limit: from & to are ignored |
| 3065 | # https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-get-kline-data |
| 3066 | else: |
| 3067 | limit = 2000 # only used for from/to calculation |
| 3068 | if priceType is None: |
| 3069 | duration = self.parse_timeframe(timeframe) |
| 3070 | calcualtedEnd = None |
| 3071 | if since is None: |
| 3072 | now = self.seconds() |
| 3073 | request['from'] = now - duration * (limit - 1) |
| 3074 | calcualtedEnd = now |
| 3075 | else: |
| 3076 | start = self.parse_to_int(since / 1000) |
| 3077 | request['from'] = start |
| 3078 | calcualtedEnd = self.sum(start, duration * (limit - 1)) |
| 3079 | request['to'] = untilSeconds if (untilSeconds is not None) else calcualtedEnd |
| 3080 | response = None |
| 3081 | if market['future']: |
| 3082 | if market['inverse']: |
nothing calls this directly
no test coverage detected