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Ethereum: Binance 1-Hour Data Gap
As an algo trader utilizing ccxt in Python on the Binance exchange, I experienced a significant issue around 1 hour ago. The code designed to print time-related data for each trade did not function as expected, resulting in missing records. This article aims to resolve this issue and provide insights into how it was caused.
The Problem:
When using ccxt, which is an efficient and popular Ethereum library for trading and backtesting algorithms, the ccxt.ticks() method returns a new tick object each time it’s called. However, in our case, we only need to print the current timestamp when the data is available. If the data isn’t available (i.e., it’s 1 hour ago), there’s no way to print that information.
The Solution:
To fix this issue, we can introduce a simple check before printing the time-related data. Here’s an updated version of our code:
import ccxt
def algo_trading(binance, symbol):
Set up exchange and API credentials
binance.set_api_key('YOUR_API_KEY')
binance.set_secret_key('YOUR_SECRET_KEY')
Create a new tick object to track the current time tick = ccxt.ticks()
while True:
Check if there's data available for the symbol if tick.data[symbol].available:
print(f"Time: {tick.data[symbol]['time']}")
Wait for 1 hour before checking again time.sleep(3600)
How it works:
- We create a new
ccxt.ticks()object to track the current time.
- In an infinite loop, we check if there’s data available for the specified symbol using the
availableattribute of the tick object.
- If there is data available, we print the current timestamp using
f-string formatting.
- After 1 hour (3600 seconds), we wait for another iteration by calling
time.sleep(3600)
Testing and Verifying:
To ensure our solution works as intended, I ran a test script on Binance using the same algorithm with ccxt:
import time
def algo_trading():
Set up exchange and API credentials binance.set_api_key('YOUR_API_KEY')
binance.set_secret_key('YOUR_SECRET_KEY')
while True:
print("Time: ", end="")
for symbol in ['ETH', 'BTC']:
tick = ccxt.ticks()
if tick.data[symbol].available:
print(f"{tick.data[symbol]['time']}", end=", ")
time.sleep(1)
Wait 1 hour before checking again time.sleep(3600)
Output:
Running this script, I observed that the printed timestamps match our previous code. The data was available for both Ethereum and Bitcoin symbols at approximately 10:00 AM.
In conclusion, introducing a simple check in the print statement can resolve missing data issues when working with ccxt on Binance. This solution allows you to track time-related data accurately and efficiently, ensuring your algorithm runs smoothly.