wiki/examples/py/fetch-first-ohlcv-timestamp.md
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'])