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missing last elapsed time unit (on phemex - kline) OHLCV Data #11

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egabosh opened this issue Jun 20, 2024 · 0 comments
Open

missing last elapsed time unit (on phemex - kline) OHLCV Data #11

egabosh opened this issue Jun 20, 2024 · 0 comments

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@egabosh
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egabosh commented Jun 20, 2024

Moin,

with the following request I'm missing the last time unit even when "to" is the latest time.

fetch Request: phemex GET https://api.phemex.com/exchange/public/md/v2/kline/list?symbol=BTCUSDT&resolution=900&limit=2000&from=1718634600&to=1718637717

In this example from 15m resolution (900) but it is on every resolution - tested with 5m 4h, 1d, 1w

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.

I noticed this via CCXT but it seems to be a bug in the Phemex API. Does not happen on Binance and is reproducible without CCXT.

For CCXT Issue see:
ccxt/ccxt#22829

Please help and fix.

Thanks for your support!

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