fetch_ohlcv since problem

Hi, I’m not sure if this is a bug or a feature; the following code won’t work:

since=int(datetime.datetime.strptime('2017-10-23 00:00:00', '%Y-%m-%d %H:%M:%S').strftime("%s"))
ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since)

It is needed to do the following:

since=int(datetime.datetime.strptime('2017-10-23 00:00:00', '%Y-%m-%d %H:%M:%S').strftime("%s"))
since *=1000
ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since)

I found this because checking the ccxt source code, I saw that (in Poloniex at least) the start time was calculated doing:

'start': int(since / 1000),

May be this is due to an old problem in Poloniex (I’m just guessing) and then Poloniex fixed the problem but the ccxt code still has the old workaround?. Anyway, this is not a problem, I can just multiply, but I’m not sure if I’m missing something.

[kroitor]

Hi, @werewere !

Nope, it’s not a bug, the library works with all timestamps as milliseconds, everywhere. So, yes, you can just do ohlc=polo.fetch_ohlcv("ETH/BTC", '5m', since * 1000).

Milliseconds are chosen for portability and cross-exchange compatibility, don’t forget that Poloniex is not the only exchange that implements the since param and fetch_ohlcv. There are other exchanges as well, and most of the time a common subset of milliseconds-range covers all needs for all exchanges, whereas seconds-based ranges are sometimes not sufficiently precise.

I hope this reply answers your question, I’d close this issue for now.

Thx!

[xgdgsc]

OK. Thanks.