Cryptopia OHLCV candletimestamp incoherencies with other exchanges

[davemg3]

The Structure of OHLCV returned by CCXT is :

 [
        1504541580000, // UTC timestamp in milliseconds, integer
        4235.4,        // (O)pen price, float
        4240.6,        // (H)ighest price, float
        4230.0,        // (L)owest price, float
        4230.7,        // (C)losing price, float
        37.72941911    // (V)olume (in terms of the base currency), float
    ],

Lets say it is now Monday, June 4, 2018 12:30:00 AM

Usually OHLCV returned from exchanges by CCXT on a timeframe 1h will be of type ....Monday, June 4, 2018 11:00:00 AM,.... Monday, June 4, 2018 12:00:00 AM, ....whatever the time it is fetched.
But some Exchanges as Cryptopia will return for example: time 1528115400305 which is Monday, June 4, 2018 12:30:41.305 AM, Monday, June 4, 2018 12:30:41.305 AM...
which corresponds to the time of fetching on Cryptopia server minus 1h, 2h ... depending of candle.

What is the range of such candle (beginning?end time?) ? Can we format the result as other exchanges i.e array of result at 11:00:00, 12:00:00...?

[kroitor]

This is partially explained here: #2805

In short, we don't merge sparse timestamps for now due to differences in business days across various countries and timezones. So, you will have to adjust the timestamps according to your purposes.

All timestamps are now in UTC, so aligning to 1h-boundaries or 2h-boundaries with basic arithmetic should not be very difficult. This is currently a responsibility of the user.

https://github.com/ccxt/ccxt/blob/master/examples/py/normalize-sparse-candle-timestamps.py

# -*- coding: utf-8 -*-

import os
import sys
import datetime
from pprint import pprint
import ccxt

exchange = ccxt.cryptopia({ 'enableRateLimit': True })

symbol = 'ETH/BTC'
timeframe = '1h'

candles = exchange.fetch_ohlcv(symbol, timeframe)

# timeframe duration in seconds
duration = exchange.parse_timeframe (timeframe)

# timeframe duration in milliseconds
duration *= 1000

pprint([[
    exchange.iso8601 (int(round(candle[0] / duration)) * duration),
    candle[1],  # o
    candle[2],  # h
    candle[3],  # l
    candle[4],  # c
    candle[5]   # v
] for candle in candles])

Hope this answers your question.

[davemg3]

@kroitor , I am not sure to get it. From you code I understand that if:

• It is now 13h10 and I call all

1h candles since=11h

• Result : Cryptopia exchange send me candles with timestamps :

11h10 , 12h10 and 13h10

So these candles can be considered and timestamped as the candles of ranges

11h , 12h and 13h

Thanks to clarify (cause my fear was that were approximately candles from11h10 to 12h09, from12h10 to 13h09...etc..)
Rgds

[davemg3]

Hi @kroitor ,

After testing,
if it is 12h when fetching OHLCV with parameters: 1h candles since=11h, for example , results are different depending of the minutes of fetching time as per image.
So it is not possible to consider and round a timestamp of ''11h32'' or ''11h46'' sent by Cryptopia as if it was a ''11h'' timestamp.
So i am confused by your previous feedback. Can you clarify?

In my picture,exch_timestamp is the timestamp sent by Cryptopia and fetch_Stamp the time when the http call is done...