fetchOHLCV: missing last elapsed time unit (on phemex - kline)

[egabosh]

Operating System

Debian 12

Programming Languages

Python

CCXT Version

4.3.46

Description

Moin,

missing last elapsed time unit when using fetchOHLCV on Phemex.
In this example from 15m resolution but it is on every resolution - tested with 5m 4h, 1d, 1w
Output:

CCXT Version: 4.3.46

fetch Request: phemex GET https://api.phemex.com/exchange/public/md/v2/kline/list?symbol=BTCUSDT&resolution=900&limit=2000&from=1718634600&to=1718637717 RequestHeaders: {'User-Agent': 'python-requests/2.28.1', 'Accept-Encoding': 'gzip, deflate', 'Accept': '*/*', 'Connection': 'keep-alive'} RequestBody: None

fetch Response: phemex GET https://api.phemex.com/exchange/public/md/v2/kline/list?symbol=BTCUSDT&resolution=900&limit=2000&from=1718634600&to=1718637717 200 ResponseHeaders: {'Content-Type': 'application/json', 'Content-Length': '346', 'Connection': 'keep-alive', 'Date': 'Mon, 17 Jun 2024 15:21:57 GMT', 'x-phemex-request-tracing': '69aadf06-0dd3-4bab-ac1d-62abea33da1a', 'X-RateLimit-Remaining': '299', 'X-RateLimit-Capacity': '300', 'X-Content-Type-Options': 'nosniff', 'X-XSS-Protection': '0', 'Cache-Control': 'no-cache, no-store, max-age=0, must-revalidate', 'Pragma': 'no-cache', 'Expires': '0', 'X-Frame-Options': 'DENY', 'Referrer-Policy': 'no-referrer', 'X-Cache': 'Miss from cloudfront', 'Via': '1.1 6080b2713e502211e152f21f5c59c5a6.cloudfront.net (CloudFront)', 'X-Amz-Cf-Pop': 'FRA53-C1', 'X-Amz-Cf-Id': 'fdtiYKaT-7aU00kFYV0AQLqIpWgy9tHiylUFgkdBwAn0XIQazlrQRQ=='} ResponseBody: {"code":0,"msg":"OK","data":{"total":-1,"rows":[[1718634600,900,"65536.3","65536.3","65735.3","65488.9","65704.8","41.359","2715697.6547","BTCUSDT"],[1718635500,900,"65704.8","65704.9","65769","65351.9","65436.9","52.761","3457075.4932","BTCUSDT"],[1718636400,900,"65436.9","65437","65699","65415.4","65518.3","54.732","3590275.473","BTCUSDT"]]}}
[[1718634600000, 65536.3, 65735.3, 65488.9, 65704.8, 41.359], [1718635500000, 65704.9, 65769.0, 65351.9, 65436.9, 52.761], [1718636400000, 65437.0, 65699.0, 65415.4, 65518.3, 54.732]]

I ran the command at "Mon, 17 Jun 2024 15:21:57 GMT". Last printed OHLCV interval was at 1718636400000 (Mon, 17 Jun 2024 15:00:00 GMT). So I'm missing the interval from 15:15:00. Later then 15:30 there was printed the 15:15 interval but not the until 15:30.

This does not happen on Binance. Looks like a bug at Phemex?
Would it be possible to build a workaround for CCXT or is there a way to contact Phemex to fix this?

Thank you for your great work btw.!

Code

print(exchange.fetchOHLCV(symbol='BTC/USDT:USDT', timeframe='15m', since=1718634600000))

[carlosmiei]

Hello @egabosh,

Thanks for reporting it, we will take a look and let you know

[carlosmiei]

@egabosh Weird, as you can see in the verbose mode the request seems ok (to refers to the latest timestamp) so it should include all candles

phemex.fetchOHLCV (BTC/USDT:USDT, 15m, 1718634600000)
fetch Request:
 phemex GET https://api.phemex.com/exchange/public/md/v2/kline/list?symbol=BTCUSDT&resolution=900&limit=2000&from=1718634600&to=1718717115

[egabosh]

@carlosmiei Thanks for having a look on it. Yes I saw this. So as mentioned it looks like a bug at Phemex.
Can you reproduce it?
Would it be possible to build a workaround for CCXT or is there a way to contact Phemex to fix this?

[egabosh]

Opened an issue at Phemex too but I don't know if this is the right place for it:
phemex/phemex-python-api#11
If you have an better idea please let me know.