Coinbase trades pagination cursor

[x1i4b1x2]

Operating System

No response

Programming Languages

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CCXT Version

No response

Description

How can you paginate trades on Coinbase with timestamps? It seems that they only use the trade id, but what if you want to fetch at some point in the past?

Is there a way to give something like a "since" parameter or the docs are correct and there is no way?

Code

[carlosmiei]

Hello @x1i4b1x2,
Which coinbase branch are you using and what's your ccxt version?

[x1i4b1x2]

It's latest version, and coinbaseexchange

[carlosmiei]

@x1i4b1x2 as you said the pagination can't be done using timestamps, but you can use the Ids, example:

    cache = []
    trades = await exchange.fetch_trades('BTC/USDT')
    cache += trades
    first = trades[0]
    cursor = first['id']
    i = 0
    max_calls = 10
    while cursor:
        i+=1
        trades = await exchange.fetch_trades('BTC/USDT', params={'after': cursor})
        if len(trades) == 0:
            break
        cache += trades
        cursor = trades[0]['id']
        print('number of trades fetched:', len(cache))
        if i > max_calls:
            break

[x1i4b1x2]

Yes, so there is nothing missing in the docs, it can only be done with Ids right?

[carlosmiei]

@x1i4b1x2 Yes as you can see here, since/until timestamps are not supported: https://docs.cdp.coinbase.com/exchange/reference/exchangerestapi_getproducttrades/

[x1i4b1x2]

That's very sad. Have you ever found a clever way to fetch in the past without having to guess the Ids?

[carlosmiei]

@x1i4b1x2 the ids are linear as you can see here, so you should be able to "guess" older ids

[carlosmiei]

Actually I just tested and does not seem to work, so disregard my suggestion pls

[x1i4b1x2]

Yes that's very sad, thank you.