[BUDA] ccxt fetching wrong ohlcv values in daily candles

Hi, I have the following issue, when I try to get daily candles from this exchange, ccxt fetch candles with random minutes of difference instead of 24 hours of difference.

• OS: Windows 10 x64
• Programming Language version: Python 3.9.7
• CCXT version: 1.67.71

import ccxt
import pandas as pd
import numpy as np
import keys
from datetime import datetime as dt

try:
    buda_ex= ccxt.buda({
    'apiKey': keys.api_key_buda,
    'secret': keys.api_secret_buda,
    'password' : keys.buda_pw,
    'enableRateLimit': True
    })
except Exception as e: 
    print("No se puede cargar el exchange buda, un error ha ocurrido - {}".format(e))

print(buda_ex.timeframes)

btc_clp=buda_ex.fetch_ohlcv(symbol="BTC/CLP", timeframe="1d", limit=10)

df = pd.DataFrame(btc_clp, columns = ['OPEN TIME', 'OPEN', 'HIGH', 'LOW', 'CLOSE', 'VOLUME'])
df['OPEN TIME'] = pd.to_datetime(df['OPEN TIME'], unit='ms')
df["OPEN TIME"]=df["OPEN TIME"].apply(lambda x: dt.strftime(x,'%d-%m-%y %H:%M'))
df['OPEN'] = df['OPEN'].astype(np.float64)
df['HIGH'] = df['HIGH'].astype(np.float64)
df['LOW'] = df['LOW'].astype(np.float64)
df['CLOSE'] = df['CLOSE'].astype(np.float64)
df['VOLUME'] = df['VOLUME'].astype(np.float64)
df.set_index('OPEN TIME', inplace=True)

print(df.head())

{'1m': '1', '5m': '5', '30m': '30', '1h': '60', '2h': '120', '1d': 'D', '1w': 'W'}

                     OPEN        HIGH         LOW       CLOSE    VOLUME
OPEN TIME                                                               
13-01-22 13:38  36626148.0  36626148.0  36381357.0  36381357.0  0.051374
13-01-22 13:41  36383854.0  36611000.0  36383854.0  36611000.0  0.002366
13-01-22 13:45  36597909.0  36597909.0  36597909.0  36597909.0  0.000473
13-01-22 13:46  36386350.0  36386350.0  36385998.0  36386350.0  0.052687
13-01-22 13:48  36589881.0  36589881.0  36387083.0  36387083.0  0.055930

[ttodua]

After some research, we found that the exchange doesn’t have a consistent API endpoint for candles, and has an unplanned behavior- depending on different timespan between from-to (nevertheless the requested timeframe) the responses are different. It will need a serious rework of that implementation, to achieve a normal-functional method. This will be marked as ‘todo’ however, in the meanwhile, I’d also suggest you wrote their support (as a customer) and requested that they implemented endpoint for fetching Candles.

[luispsa]

I am unable to test the exchange, it sits behind cloudflare and all my requests are denied (DDoS protection by cloudflare). I don’t know if it’s related to location, but I’ll try with other locations and post update here.

Hi @ttodua, this exchange is located in chile, but it works in others latam countries like peru and argentina, I didn’t know it has regional blocking, maybe using a latam ip it should allow access to api, yesterday I sent a message to buda’s TI support , but they couldn’t help me…

regards