fetchTrades does not handle since parameter

• OS: win10
• Programming Language version: nodeJS, latest
• CCXT version: 1.18.685
• Exchange: kraken
• Method: fetchTrades

If I supply a since microtimestamp of 2018-01-01 and limit of 1,to get only 1 trade, I get the latest value as follows and not 2018 one. When I use a browser to try the kraken API, it works ok (https://api.kraken.com/0/public/Trades?pair=xbtusd&since=0)

{
  "since": 1560415023540,
  "value": [
    [
      {
        "info": [
          "229.89000",
          "1.03544657",
          1560415023.5403,
          "b",
          "l",
          ""
        ],
        "timestamp": 1560415023540,
        "datetime": "2019-06-13T08:37:03.540Z",
        "symbol": "ETH/EUR",
        "type": "limit",
        "side": "buy",
        "price": 229.89,
        "amount": 1.03544657,
        "cost": 238.0388119773
      }
    ]
  ]
}

[kyjak]

If I supply a since microtimestamp of 2018-01-01 and limit of 1,to get only 1 trade, I get the latest value as follows and not 2018 one.

Kraken does not support date-based pagination, and the since should contain a trade id, not a timestamp. This is how Kraken API works, not an issue in CCXT.

https://www.kraken.com/en-us/features/api#get-recent-trades

In order to pass that parameter to the exchange with overrided params: https://github.com/ccxt/ccxt/wiki/Manual#overriding-unified-api-params

So the correct usage is:

'use strict';
const ccxt = require ('ccxt')
const exchange = new ccxt.kraken ({
   'enableRateLimit': true, // required by the Manual https://github.com/ccxt/ccxt/wiki/Manual#rate-limit
})
;(async () => {
    const symbol = 'ETH/EUR'
    const since = 1560430233878703138 // ←--------------------- this goes here ↓
    const trades = await exchange.fetchTrades (symbol, undefined, undefined, { since })
}) ()

However, it won’t help you get the trades history since year 2018, because that entire endpoint is specialized for recent trades, so it will allow queries within a very limited range of since ids, and which id corresponds to which date – you don’t know. Most exchanges will limit historical data and it’s documented in the Manual.

Let us know if that does not answer the question.

not entirely true, the response of that endpoint is structured as “{“error”:[],“result”:{“XETHZEUR”:[[“20.00000”,“4.50000000”,1438945790.9098,“b”,“l”,”“],[“20.00000”,“0.48000000”,1438945791.2365,“b”,“l”,”“],[“20.00000”,“3.37215150”,1438945954.1212,“s”,“l”,”"], where there is no tradaId as you say. This is the public endpoint, not private. When you try this in the browser, with since = 0, it goes well beyond year 2018. Will try to use your approach and reply.

[kroitor]

@kyjak

node examples/js/cli kraken fetchTrades ETH/EUR undefined undefined '{"since":0}' --verbose

Starts like this:

Then outputs lots of verbose data…

Then it gets to the actual fetchTrades call:

And in the end it outputs the set of trades in a table, which looks like so:

If you look at the last trade – you’ll see that it has an id, that’s the last trade id, reported by Kraken.

Here’s the id:

                    |       | 1439314147187 | 2015-08-11T17:29:07.187Z | ETH/EUR |  limit |  buy |    0.79 |      155.9148 |    123.17269200000001 |
                    |       | 1439314148147 | 2015-08-11T17:29:08.147Z | ETH/EUR |  limit |  buy |    0.79 |  798.62480473 |        630.9135957367 |
                    |       | 1439314606890 | 2015-08-11T17:36:46.890Z | ETH/EUR |  limit | sell |     0.8 |         68.65 |     54.92000000000001 |
                    |       | 1439314732350 | 2015-08-11T17:38:52.350Z | ETH/EUR |  limit | sell |   0.789 |         83.85 |              66.15765 |
                    |       | 1439314732700 | 2015-08-11T17:38:52.700Z | ETH/EUR |  limit | sell |   0.789 |   84.23584283 |        66.46207999287 |
                    |       | 1439314860839 | 2015-08-11T17:41:00.839Z | ETH/EUR |  limit | sell |    0.78 |       0.00077 |             0.0006006 |
                    |       | 1439314860848 | 2015-08-11T17:41:00.848Z | ETH/EUR |  limit | sell |    0.78 |   14.33305128 |    11.179779998399999 |
                    |       | 1439314860875 | 2015-08-11T17:41:00.875Z | ETH/EUR |  limit | sell |    0.78 |    0.00021794 |          0.0001699932 |
                    |       | 1439314892486 | 2015-08-11T17:41:32.486Z | ETH/EUR |  limit | sell |    0.78 |   56.19273078 |         43.8303300084 |
                    |       | 1439315085629 | 2015-08-11T17:44:45.629Z | ETH/EUR |  limit |  buy | 0.81973 |            10 |                8.1973 |
                    |       | 1439315345816 | 2015-08-11T17:49:05.816Z | ETH/EUR |  limit | sell |    0.75 |        33.565 |              25.17375 |
1439315345846191902 |       | 1439315345846 | 2015-08-11T17:49:05.846Z | ETH/EUR |  limit | sell | 0.73684 |      21.93726 |         16.1642506584 |
↑ here it is, and only the last trade in the result set has it

You can use cli to check your results.

In code that would look like so:

'use strict';
const ccxt = require ('ccxt')
const exchange = new ccxt.kraken ({
   'enableRateLimit': true, // required by the Manual https://github.com/ccxt/ccxt/wiki/Manual#rate-limit
})
;(async () => {
    const symbol = 'ETH/EUR'
    const since = 0 // ←----------------------------------------- this goes here ↓
    const trades = await exchange.fetchTrades (symbol, undefined, undefined, { since })
    const numTrades = trades.length
    if (trades.length > 0) {
        const lastId = trades[trades.length - 1]['id']
        console.log ('Last trade id for iteration purposes: ' + lastId)
    }
}) ()