Coinbasepro fetch_ohlcv since giving 'Invalid start'

Most other exchanges work fine with these functions and ‘since’ calls. Coinbasepro is the only one that says ‘invalid start’. Thanks to anyone who can help 😃

The problem is in the updateHistory() function last_update = self.bars.iloc[-1, 0] <— returns the last timestamp saved from the OHLCV data new_data = pd.DataFrame(exchange.fetch_ohlcv(ticker, timeframe, since=last_update))

• OS: Windows 10
• Programming Language version: Python 3.9.10 64bit
• CCXT version:

from genericpath import isfile, isdir
from configparser import ConfigParser
import ccxt.async_support as ccas
import asyncio
import ccxt
import pandas as pd
import os


class Exchange:

    config = ConfigParser()
    config.read('C:\\Users\\pattt\\Desktop\\exchanges.config')


    def __init__(self):
        self.api = {}
        self.bars = None
        self.exchanges = ['coinbasepro']
        self.loadAllExchanges(self.exchanges)


    def updateHistory(self, tickers, timeframe):
        """ 
            Load exchange CSV file from 'OHLCV/' or create one and pull data.
        """
        for exchange in self.api.values():
            for ticker in tickers:
                PATH = 'OHLCV/'
                FILE = "{0}-{1}{2}".format(exchange.id, timeframe, '.csv')
                if not isfile(PATH + FILE):
                    df = pd.DataFrame(exchange.fetch_ohlcv(ticker, timeframe), columns=['Time', 'Open', 'High', 'Low', 'Close', 'Vol'])
                    if not (isdir(PATH)):
                        os.makedirs(PATH)
                        df.to_csv(PATH + FILE, index=False)
                        self.bars = df
                    else: 
                        df.to_csv(PATH + FILE, index=False)
                        self.bars = df
                else:
                    self.bars = pd.read_csv(PATH + FILE)
                    last_update = self.bars.iloc[-1, 0]
                    new_data = pd.DataFrame(exchange.fetch_ohlcv(ticker, timeframe, since=last_update))
                    new_data.drop(new_data.head(1).index, inplace=True)
                    new_data.to_csv(PATH + FILE, mode='a', header=False, index=False)
                    self.bars = pd.read_csv(PATH + FILE)


    def loadAllExchanges(self, exchanges):
        for exchange_id in exchanges:
            exchange_class = getattr(ccxt, exchange_id)
            if(exchange_id.upper() in self.config):
                try:
                    self.api[exchange_id] = exchange_class({
                        'apiKey': self.config[self.exchange_id.upper()]['apiKey'],
                        'secret': self.config[self.exchange_id.upper()]['secret'],
                    })
                    # do what you want with this exchange
                    # pprint(dir(exchange))
                except ccxt.NetworkError as e:
                    print(e)
                except ccxt.ExchangeError as e:
                    print(e)
                except Exception as e:
                    print(e)
            else: 
                self.api[exchange_id] = exchange_class({
                    'enableRateLimit': True,
                })
                self.api[exchange_id].load_markets()



e = Exchange()
e.updateHistory(['BTC/USDT'], '1m')
print(e.bars)

(venv) C:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1>"c:/Users/pattt/Desktop/Python/Trading Bot/WaveTrend Bot v1.1/venv/Scripts/python.exe" "c:/Users/pattt/Desktop/Python/Trading Bot/WaveTrend Bot v1.1/Exchange.py"
Traceback (most recent call last):
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\base\exchange.py", line 656, in fetch
    response.raise_for_status()
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\requests\models.py", line 960, in raise_for_status
    raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 400 Client Error: Bad Request for url: https://api.pro.coinbase.com/products/BTC-USDT/candles?granularity=60&start=None&end=1970-01-01T04%3A59%3A00.000Z

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\Exchange.py", line 75, in <module>
    e.updateHistory(['BTC/USDT'], '1m')
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\Exchange.py", line 43, in updateHistory
    new_data = pd.DataFrame(exchange.fetch_ohlcv(ticker, timeframe, since=last_update))
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\coinbasepro.py", line 746, in fetch_ohlcv
    response = self.publicGetProductsIdCandles(self.extend(request, params))
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\base\exchange.py", line 498, in inner
    return entry(_self, **inner_kwargs)
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\coinbasepro.py", line 1335, in request
    response = self.fetch2(path, api, method, params, headers, body, config, context)
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\base\exchange.py", line 545, in fetch2
    return self.fetch(request['url'], request['method'], request['headers'], request['body'])
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\base\exchange.py", line 672, in fetch
    self.handle_errors(http_status_code, http_status_text, url, method, headers, http_response, json_response, request_headers, request_body)
  File "c:\Users\pattt\Desktop\Python\Trading Bot\WaveTrend Bot v1.1\venv\lib\site-packages\ccxt\coinbasepro.py", line 1331, in handle_errors
    raise ExchangeError(feedback)  # unknown message
ccxt.base.errors.ExchangeError: coinbasepro Invalid start

[carlosmiei]

@pattty847 You’re welcome 🙂 Actually no, those exchanges are not converting it either. Probably since the last_value directly maps a value coming from the exchange response, the other exchanges are already returning an int and Coinbase is returning a string.

[pattty847]

@pattty847 I believe I found the problem. Probably this last_value variable is a string but the since parameter needs to be an integer.

Can you please try to convert it to an integer before calling the fetchOHLCV?

Example: exchange.fetch_ohlcv(ticker, timeframe, since='1642959420000') -> won’t work exchange.fetch_ohlcv(ticker, timeframe, since=1642959420000) -> works

Feel free to reach back again if the problem persists Thanks

Brilliant! That was exactly the problem! Thank you very much, any chance why the other exchanges convert it? It’s probably in its’ exchange file, right?