Parse ccxt ohlcv history into dict in get_ticker_history
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@@ -4,6 +4,7 @@ import logging
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import ccxt
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from random import randint
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from typing import List, Dict, Any, Optional
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from datetime import datetime
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import arrow
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from cachetools import cached, TTLCache
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@@ -150,9 +151,24 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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@cached(TTLCache(maxsize=100, ttl=30))
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def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
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def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
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# TODO: check if exchange supports fetch_ohlcv
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return _API.fetch_ohlcv(pair, timeframe=tick_interval)
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history = _API.fetch_ohlcv(pair, timeframe=tick_interval)
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history_json = []
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try:
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for candlestick in history:
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history_json.append({
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'T': datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
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'O': candlestick[1],
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'H': candlestick[2],
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'L': candlestick[3],
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'C': candlestick[4],
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'V': candlestick[5],
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})
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return history_json
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except IndexError as e:
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logger.warning('Empty ticker history. Msg %s', str(e))
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return []
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def cancel_order(order_id: str) -> None:
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