Back to Ccxt

https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code

wiki/examples/py/fetch-first-ohlcv-timestamp.md

4.5.523.7 KB
Original Source
python
import os
import sys

# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code

# AUTO-TRANSPILE #
# ###### Description ######
#
# This function tries to fetch the "listing time" of a symbol by fetching the earliest available bar in daily resolution.
# Top-tier exchanges also support fetching smaller timeframes (eg. 1 minute) even several years back, so for those exchanges you can also use `useMinuteTimeframe = true` argument to get the timestamp rounded to the earliest minute bar (instead of daily bar timestamp).
# See usage in the end of this file
async def fetch_first_bar_timestamp(exchange, symbol, use_minute_timeframe=False):
   # set some constants
   milliseconds_per_day = 86400000
   minutes_per_day = 1440
   minimum_timestamp = 1230768000000  # 2009-01-01 (bitcoin created year)
   # get market features
   market = exchange.market(symbol)
   market_type = exchange.safe_string(market, 'type')
   features = exchange.safe_dict(exchange.features, market_type, {})
   if market['subType'] is not None:
       features = exchange.safe_dict(features, market['subType'], {})
   ohlcv = exchange.safe_dict(features, 'fetchOHLCV')
   if ohlcv is None:
       return None
   limit = exchange.safe_integer(ohlcv, 'limit')
   fetch_params = {
       'maxRetriesOnFailure': 3,
   }
   # start loop
   current_since = exchange.milliseconds() - milliseconds_per_day * (limit - 1)
   found_start_time = 0
   # eslint-disable-next-line
   while True:
       current_since = max(current_since, minimum_timestamp)
       daily_bars = await exchange.fetch_ohlcv(symbol, '1d', current_since, limit, fetch_params)
       if len(daily_bars) <= 0:
           break  # if no days returned, then probably start date was passed
       first_ts = daily_bars[0][0]
       if first_ts == found_start_time:
           # if the first timestamp is equal to the last-fetched timestamp, then break here, because some exchanges still return initial bar even if since is much ahead to listing time
           break
       found_start_time = first_ts
       current_since = found_start_time - milliseconds_per_day * (limit - 1)  # shift 'since' one step back
       if len(daily_bars) == 1:
           # in some cases, some exchanges might still return first bar of chart when endtime overlaps previous day
           break
   # if minute resolution needed
   if use_minute_timeframe:
       max_iteration = int(math.ceil(minutes_per_day / limit)) * 2
       all_promises = []
       for i in range(0, max_iteration):
           current_since = found_start_time - milliseconds_per_day + i * limit * 60 * 1000  # shift one-duration back for more accuracy for different kind of exchanges, like OKX, where first daily bar is offset by one day, but minute bars present
           all_promises.append(exchange.fetch_ohlcv(symbol, '1m', current_since, limit, fetch_params))
       all_responses = await asyncio.gather(*all_promises)
       # find earliest bar
       for i in range(0, len(all_responses)):
           response = all_responses[i]
           if len(response) > 0:
               found_start_time = response[0][0]
               break
   return found_start_time


# ###### Usage ######
run_example = False  # set to true to run example


if run_example:
   my_ex = ccxt.binance()
   await my_ex.load_markets()
   symbol = 'TRUMP/USDT'
   earliest_timestamp = 
asyncio.run(fetch_first_bar_timestamp(my_ex, symbol, True))
   print('- Earliest bar timestamp:', earliest_timestamp, ', readable: ', my_ex.iso8601(earliest_timestamp))
   print('- market.created value:', my_ex.market(symbol)['created'])