Error: Data issue with get_candles function
albertwong08 opened this issue · 0 comments
When I try to use client.public.get_candles() to retrieve the OHLC information for date: Mar 3 2021 to Mar 30 2021, all the date in the "updatedAt" field are all "2021-03-29T20:08:58.xxxZ", where xxx is in range 006-029.
Here is the code I am using as below, with results being attached:
#Get the OHLC from DYDX
dict_candles = {"Date":[],"Open":[],"High":[],"Low":[],"Close":[]}
ETHEREUM_ADDRESS = 'xxxxxxxxxxxxxxxxxxxxxxxxx'
client = Client(
network_id=NETWORK_ID_MAINNET,
host=API_HOST_MAINNET,
default_ethereum_address=ETHEREUM_ADDRESS)
toTime = getDateinISOFormat('2021-03-31')
fromTime = getDateinISOFormat('2021-02-28')
candles = client.public.get_candles(market=MARKET_ETH_USD,resolution='1DAY',from_iso=fromTime,to_iso=toTime)
#ohlcv = client.get_ohlcv("ETH-USD","1d")
for item in candles.data["candles"]:
dict_candles["Date"].append(item["updatedAt"])
dict_candles["Open"].append(item["open"])
dict_candles["High"].append(item["high"])
dict_candles["Low"].append(item["low"])
dict_candles["Close"].append(item["close"])
fromTime = (datetime.datetime.fromisoformat(fromTime) - datetime.timedelta(days=1)).strftime("%Y-%m-%dT%H:%M:%S")
toTime = (datetime.datetime.fromisoformat(toTime) - datetime.timedelta(days=1)).strftime("%Y-%m-%dT%H:%M:%S")
df_candles =pd.DataFrame.from_dict(dict_candles)
df_candles