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Copilot AI commented Jul 1, 2025

Problem

Users reported "Failed to execute 'GetCandles' task before the maximum allowed time of '16s'" errors when fetching candle data from PocketOption. The root cause was that PocketOption updated their websocket message format from returning aggregated OHLC candles to raw tick data.

Before (Old Format):

{
  "period": 3600,
  "data": [
    {
      "symbol_id": 291,
      "time": 1726902000,
      "open": 172.218,
      "close": 172.193,
      "high": 172.256,
      "low": 172.065
    }
  ]
}

After (New Format):

{
  "period": 0,
  "data": [
    { "asset": "EURUSD_otc", "time": 1734725463.364, "price": 1.04642 },
    { "asset": "EURUSD_otc", "time": 1734725463.864, "price": 1.04643 },
    // ... thousands more tick data points
  ]
}

Solution

Implemented smart client-side aggregation that:

  1. Automatically detects the new format (period: 0 + raw tick data)
  2. Aggregates tick data into proper OHLC candles for the requested time period
  3. Preserves backward compatibility with existing processed candles

Key Changes

  • Added candle_data_with_period() method to LoadHistoryPeriodResult
  • Implemented tick data aggregation with proper OHLC calculation:
    • Open: First price in time bucket
    • Close: Last price in time bucket
    • High: Maximum price in time bucket
    • Low: Minimum price in time bucket
  • Updated get_candles_advanced() to use new aggregation logic
  • Added comprehensive tests for both old and new formats

Test Results

// New format: 4,154 raw ticks → 34 aggregated 60-second candles
Original data points: 4154
Aggregated candles: 34
First aggregated candle: open=1.04642, high=1.04657, low=1.04621, close=1.04651

// Old format: No changes (backward compatible)
assert_eq!(regular_candles.len(), aggregated_candles.len());

Impact

  • Resolves timeout issues - Applications now receive expected candle format
  • No breaking changes - Existing code continues to work unchanged
  • Proper data quality - Accurate OHLC aggregation from tick data
  • Future-proof - Handles both old and new PocketOption formats

Fixes #17.

Warning

Firewall rules blocked me from connecting to one or more addresses

I tried to connect to the following addresses, but was blocked by firewall rules:

  • api.ipify.org
    • Triggering command: /home/REDACTED/work/BinaryOptionsTools-v2/BinaryOptionsTools-v2/target/debug/deps/binary_options_tools-bf0e6b2adb8abbb6 (dns block)
  • demo-api-eu.po.market
    • Triggering command: /home/REDACTED/work/BinaryOptionsTools-v2/BinaryOptionsTools-v2/target/debug/deps/binary_options_tools-bf0e6b2adb8abbb6 (dns block)
    • Triggering command: /home/REDACTED/work/BinaryOptionsTools-v2/BinaryOptionsTools-v2/target/debug/deps/binary_options_tools-bf0e6b2adb8abbb6 test_get_candles --nocapture (dns block)

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@theshadow76 theshadow76 marked this pull request as ready for review July 1, 2025 20:36
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@theshadow76 theshadow76 merged commit cfb09eb into master Jul 1, 2025
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@theshadow76
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We need to implement this

Copilot AI changed the title [WIP] I was able to fetch data but now i am unable to fetch any data Fix PocketOption websocket timeout by implementing client-side aggregation for new tick data format Jul 1, 2025
Copilot AI requested a review from theshadow76 July 1, 2025 20:46
Copilot finished work on behalf of theshadow76 July 1, 2025 20:46
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I was able to fetch data but now i am unable to fetch any data

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