fix exchange timeframe operation cython header

octobot_trading/exchanges/rest_exchange.pxd

@@ -52,7 +52,7 @@ cdef class RestExchange(AbstractExchange):
     cpdef tuple get_split_pair_from_exchange(self, str pair)
     cpdef dict get_default_balance(self)
     cpdef void set_sandbox_mode(self, bint is_sandboxed)
-    cpdef long get_candle_since_timestamp(self, object time_frame, int count)
+    cpdef object get_candle_since_timestamp(self, object time_frame, int count)
 
     # parsers
     cpdef dict parse_balance(self, dict balance)

tests/exchanges/test_exchanges.py

@@ -14,14 +14,25 @@
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
 import pytest
+from mock import patch
+from datetime import datetime
 
+from octobot_commons.constants import MSECONDS_TO_MINUTE
+from octobot_commons.enums import TimeFrames, TimeFramesMinutes
 from octobot_commons.tests.test_config import load_test_config
 from octobot_trading.exchanges.exchange_manager import ExchangeManager
 from octobot_trading.exchanges.exchanges import Exchanges
 
 pytestmark = pytest.mark.asyncio
 
 
+MS_TIMESTAMP = round((datetime.utcnow() - datetime(1970, 1, 1)).total_seconds() * 1000)
+
+
+def get_constant_ms_timestamp():
+    return MS_TIMESTAMP
+
+
 class TestExchanges:
     @staticmethod
     async def init_default():
@@ -129,3 +140,26 @@ async def test_get_all_exchanges(self):
         await exchange_manager_binance.stop()
         await exchange_manager_bitmex.stop()
         await exchange_manager_poloniex.stop()
+
+    async def test_ms_timestamp_operations(self):
+        config = await self.init_default()
+        exchange_manager_bitmex = ExchangeManager(config, "bitmex")
+        await exchange_manager_bitmex.initialize()
+        await exchange_manager_bitmex.stop()
+
+        exchange = exchange_manager_bitmex.exchange
+        with patch.object(exchange.client, 'milliseconds', new=get_constant_ms_timestamp):
+            expected_ms_timestamp = MS_TIMESTAMP - TimeFramesMinutes[TimeFrames.ONE_HOUR] * MSECONDS_TO_MINUTE * 200
+            assert exchange.get_candle_since_timestamp(TimeFrames.ONE_HOUR, count=200) == expected_ms_timestamp
+
+            expected_ms_timestamp = MS_TIMESTAMP - TimeFramesMinutes[TimeFrames.ONE_WEEK] * MSECONDS_TO_MINUTE * 200
+            assert exchange.get_candle_since_timestamp(TimeFrames.ONE_WEEK, count=200) == expected_ms_timestamp
+
+            expected_ms_timestamp = MS_TIMESTAMP - TimeFramesMinutes[TimeFrames.ONE_MONTH] * MSECONDS_TO_MINUTE * 2000
+            assert exchange.get_candle_since_timestamp(TimeFrames.ONE_MONTH, count=2000) == expected_ms_timestamp
+
+            expected_ms_timestamp = MS_TIMESTAMP - TimeFramesMinutes[TimeFrames.ONE_MINUTE] * MSECONDS_TO_MINUTE * 10
+            assert exchange.get_candle_since_timestamp(TimeFrames.ONE_MINUTE, count=10) == expected_ms_timestamp
+
+            expected_ms_timestamp = MS_TIMESTAMP - TimeFramesMinutes[TimeFrames.ONE_MINUTE] * MSECONDS_TO_MINUTE * 0
+            assert exchange.get_candle_since_timestamp(TimeFrames.ONE_MINUTE, count=0) == expected_ms_timestamp