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docs/ccxt/examples/js/validate-paginated-data.js

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+
+
+import ccxt from '../../js/ccxt.js';
+import ololog from 'ololog'
+import ansicolor from 'ansicolor';
+
+const log = ololog.configure ({ locate: false })
+
+ansicolor.nice
+
+//-----------------------------------------------------------------------------
+
+/*
+* Warning: Sometimes the exchanges have gaps in their OHLCV data, so it does not mean
+* that CCXT is broken if you see gaps in the chart.
+*/
+
+async function fetchData(exchange, symbol, timeframe) {
+    await exchange.loadMarkets()
+    // exchange.verbose = true;
+    const duration = exchange.parseTimeframe (timeframe) *1000; // in milliseconds
+    const ohlcv = await exchange.fetchOHLCV (symbol, timeframe, undefined, undefined, {'paginate': true, 'paginationCalls': 5})
+    validateTimeframes(ohlcv, duration, exchange, symbol)
+}
+
+function validateTimeframes(ohlcv, duration, exchange, symbol) {
+    for (let j = 0; j < ohlcv.length; j++) {
+        const [timestamp, open, high, low, close, volume] = ohlcv[j]
+        if (j > 0) {
+            const [prevTimestamp, prevOpen, prevHigh, prevLow, prevClose, prevVolume] = ohlcv[j - 1]
+            if (timestamp - prevTimestamp !== duration) {
+                log.red ('[' + j + ']',exchange.id, symbol, 'OHLCV data is not continuous, at', exchange.iso8601 (timestamp), 'diff:', ((timestamp - prevTimestamp) / 1000), 's expected:', duration/ 1000, 's')
+            }
+        }
+    }
+    log.green(exchange.id, symbol, `All the ${ohlcv.length} candles returned are continuous`)
+}
+
+async function main () {
+
+    const exchanges = {
+        'binance': 'BTC/USDT',
+        'bitget': 'BTC/USDT',
+        'kucoin': 'BTC/USDT',
+        'kucoinfutures': 'BTC/USDT:USDT',
+        'okex': 'BTC/USDT',
+        'bybit': 'BTC/USDT'
+    }
+    const timeframe = '1m';
+    const keys = Object.keys (exchanges)
+    const promises = [];
+    for (let i = 0; i < keys.length; i++) {
+        const name = keys[i]
+        const symbol = exchanges[name]
+        const exchange = new ccxt[name] ({ enableRateLimit: true })
+        promises.push(fetchData(exchange, symbol, timeframe))
+    }
+    await Promise.all(promises)
+}
+
+main()