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FetchTrades for Kraken is broken #450

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nikhilsaraf opened this issue Jul 21, 2020 · 0 comments
Closed
2 of 3 tasks

FetchTrades for Kraken is broken #450

nikhilsaraf opened this issue Jul 21, 2020 · 0 comments
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nikhilsaraf commented Jul 21, 2020

Kraken API requires you to fetch trades in reverse order and limits to 50 items per call
so to fetch from time t1 until time t2, you need to page in reverse order by doing a backfill approach.

example:

  1. start = t1, end = t2
  2. start = t1, end = t3 (where t1 < t3 < t2)
  3. start = t1, end = t4 (where t1 < t4 < t3)
    ...
@nikhilsaraf nikhilsaraf added the bug Something isn't working label Jul 21, 2020
@nikhilsaraf nikhilsaraf added this to the v1.10.0 milestone Jul 21, 2020
@nikhilsaraf nikhilsaraf self-assigned this Jul 21, 2020
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