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timeframe duration in seconds

wiki/examples/py/normalize-sparse-candle-timestamps.md

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Original Source
python
# -*- coding: utf-8 -*-

import os
import sys
from pprint import pprint


import ccxt  # noqa: E402

exchange = ccxt.binance()

symbol = 'ETH/BTC'
timeframe = '1h'

candles = exchange.fetch_ohlcv(symbol, timeframe)

# timeframe duration in seconds
duration = exchange.parse_timeframe(timeframe)

# timeframe duration in milliseconds
duration *= 1000

pprint([[
   exchange.iso8601(int(round(candle[0] / duration)) * duration),
   candle[1],  # o
   candle[2],  # h
   candle[3],  # l
   candle[4],  # c
   candle[5]   # v
] for candle in candles])