wiki/examples/js/validate-paginated-data.md
// @NO_AUTO_TRANSPILE
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',
'okx': '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();