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docs/ccxt/wiki/examples/py/normalize-sparse-candle-timestamps.md

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+- [Normalize Sparse Candle Timestamps](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+from pprint import pprint
+
+
+import ccxt  # noqa: E402
+
+exchange = ccxt.binance()
+
+symbol = 'ETH/BTC'
+timeframe = '1h'
+
+candles = exchange.fetch_ohlcv(symbol, timeframe)
+
+# timeframe duration in seconds
+duration = exchange.parse_timeframe(timeframe)
+
+# timeframe duration in milliseconds
+duration *= 1000
+
+pprint([[
+    exchange.iso8601(int(round(candle[0] / duration)) * duration),
+    candle[1],  # o
+    candle[2],  # h
+    candle[3],  # l
+    candle[4],  # c
+    candle[5]   # v
+] for candle in candles])
+ 
+```