wiki/examples/js/validate-paginated-data.md
import ccxt from '../../js/ccxt.js';
import ololog from 'ololog'
import ansicolor from 'ansicolor';
const log = ololog.configure ({ locate: false })
ansicolor.nice
//-----------------------------------------------------------------------------
/*
* Warning: Sometimes the exchanges have gaps in their OHLCV data, so it does not mean
* that CCXT is broken if you see gaps in the chart.
*/
async function fetchData(exchange, symbol, timeframe) {
await exchange.loadMarkets()
// exchange.verbose = true;
const duration = exchange.parseTimeframe (timeframe) *1000; // in milliseconds
const ohlcv = await exchange.fetchOHLCV (symbol, timeframe, undefined, undefined, {'paginate': true, 'paginationCalls': 5})
validateTimeframes(ohlcv, duration, exchange, symbol)
}
function validateTimeframes(ohlcv, duration, exchange, symbol) {
for (let j = 0; j < ohlcv.length; j++) {
const [timestamp, open, high, low, close, volume] = ohlcv[j]
if (j > 0) {
const [prevTimestamp, prevOpen, prevHigh, prevLow, prevClose, prevVolume] = ohlcv[j - 1]
if (timestamp - prevTimestamp !== duration) {
log.red ('[' + j + ']',exchange.id, symbol, 'OHLCV data is not continuous, at', exchange.iso8601 (timestamp), 'diff:', ((timestamp - prevTimestamp) / 1000), 's expected:', duration/ 1000, 's')
}
}
}
log.green(exchange.id, symbol, `All the ${ohlcv.length} candles returned are continuous`)
}
async function main () {
const exchanges = {
'binance': 'BTC/USDT',
'bitget': 'BTC/USDT',
'kucoin': 'BTC/USDT',
'kucoinfutures': 'BTC/USDT:USDT',
'okex': 'BTC/USDT',
'bybit': 'BTC/USDT'
}
const timeframe = '1m';
const keys = Object.keys (exchanges)
const promises = [];
for (let i = 0; i < keys.length; i++) {
const name = keys[i]
const symbol = exchanges[name]
const exchange = new ccxt[name] ({ enableRateLimit: true })
promises.push(fetchData(exchange, symbol, timeframe))
}
await Promise.all(promises)
}
main()