feat: trades-fast download - improvements
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@@ -398,7 +398,7 @@ class Binance(Exchange):
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)
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)
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listing_date = trades[0]["timestamp"]
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listing_date = trades[0]["timestamp"]
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since = max(since, listing_date)
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since = max(since, listing_date)
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logger.info("downloading fast")
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_, res = await download_archive_trades(
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_, res = await download_archive_trades(
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CandleType.SPOT,
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CandleType.SPOT,
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pair,
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pair,
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@@ -407,13 +407,17 @@ class Binance(Exchange):
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markets=self.markets,
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markets=self.markets,
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)
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)
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end_time = res[-1][0]
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if not res:
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end_id = res[-1][1]
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end_time = since
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logger.info(f"downloaded fast {len(res)}")
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end_id = from_id
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if end_time < until:
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else:
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end_time = res[-1][0]
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end_id = res[-1][1]
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if end_time >= until:
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return pair, res
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return pair, res
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else:
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else:
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# continue
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# continue
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logger.info(f"downloaded fast {len(res)}, {end_time=}, {end_id=}")
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_, res2 = await super()._async_get_trade_history_id(pair, until, end_time, end_id)
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_, res2 = await super()._async_get_trade_history_id(pair, until, end_time, end_id)
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res.extend(res2)
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res.extend(res2)
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return pair, res
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return pair, res
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