Current fetchOHLCV minute timestamp different for exchanges

It seems that some exchanges take the ending minute as timestamp and some exchanges the beginning of the minute (imho the standard). The following little script illustrates the issue:

# !/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-

from datetime import datetime, timedelta
import sys
import time

import ccxt

exchange_id = sys.argv[1] if len(sys.argv) > 1 else 'binance'
symbol = sys.argv[2] if len(sys.argv) > 2 else 'BTC/USDT'

exchange = eval ('ccxt.%s ()' % exchange_id)

while True:
    fromdate = datetime.utcnow() - timedelta(minutes=1)
    since = int((fromdate - datetime(1970, 1, 1)).total_seconds() * 1000)
    ohlcvs = exchange.fetch_ohlcv(symbol, '1m', since=since, limit=3)
    if not ohlcvs:
        continue

    ohlcv = ohlcvs[-1]

    print(datetime.utcfromtimestamp(ohlcv[0]/1000), ohlcv[1], ohlcv[2],
          ohlcv[3], ohlcv[4], ohlcv[5])

    time.sleep(1)

So for example with binance (python script.py) the timestamp is the beginning of the current minute and with bitmex (python script.py bitmex BTC/USD) the timestamp is in the future, i.e. the ending of the current minute. Would be nice if this could be unified to a standard.

Also, I had to put a limit of larger then 1 for bitmex. The following returns an empty list:

bitmex = ccxt.bitmex()
bitmex.fetch_ohlcv('BTC/USD', '1m', since=int(((datetime.utcnow() - timedelta(minutes=1)) - datetime(1970, 1, 1)).total_seconds() * 1000), limit=1)

• OS: Ubuntu 16.04.4 LTS
• Programming Language version: Python 2.7.12
• CCXT version: 1.11.62
• Exchange: binance, bitmex
• Method: fetch_ohlcv

[kroitor]

@developing-coder this is being addressed here, and we will merge it shortly: https://github.com/ccxt/ccxt/pull/5520

[FiV0]

It seems that you only fixed the issue for 1m candles, but the issue is the same for 5m and 1h.