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108 lines
4.7 KiB
Markdown
108 lines
4.7 KiB
Markdown
- [Fetch First Ohlcv Timestamp](./examples/php/)
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```php
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<?php
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namespace ccxt;
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include_once (__DIR__.'/../../ccxt.php');
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// ----------------------------------------------------------------------------
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// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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// -----------------------------------------------------------------------------
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error_reporting(E_ALL);
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date_default_timezone_set('UTC');
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use ccxt\Precise;
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use React\Async;
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use React\Promise;
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// AUTO-TRANSPILE //
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// ###### Description ######
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//
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// This function tries to fetch the "listing time" of a symbol by fetching the earliest available bar in daily resolution.
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// Top-tier exchanges also support fetching smaller timeframes (eg. 1 minute) even several years back, so for those exchanges you can also use `useMinuteTimeframe = true` argument to get the timestamp rounded to the earliest minute bar (instead of daily bar timestamp).
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// See usage in the end of this file
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function fetch_first_bar_timestamp($exchange, $symbol, $use_minute_timeframe = false) {
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// set some constants
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return Async\async(function () use ($exchange, $symbol, $use_minute_timeframe) {
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$milliseconds_per_day = 86400000;
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$minutes_per_day = 1440;
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$minimum_timestamp = 1230768000000; // 2009-01-01 (bitcoin created year)
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// get market features
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$market = $exchange->market($symbol);
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$market_type = $exchange->safe_string($market, 'type');
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$features = $exchange->safe_dict($exchange->features, $market_type, array());
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if ($market['subType'] !== null) {
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$features = $exchange->safe_dict($features, $market['subType'], array());
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}
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$ohlcv = $exchange->safe_dict($features, 'fetchOHLCV');
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if ($ohlcv === null) {
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return null;
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}
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$limit = $exchange->safe_integer($ohlcv, 'limit');
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$fetch_params = array(
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'maxRetriesOnFailure' => 3,
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);
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// start loop
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$current_since = $exchange->milliseconds() - $milliseconds_per_day * ($limit - 1);
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$found_start_time = 0;
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// eslint-disable-next-line
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while (true) {
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$current_since = max($current_since, $minimum_timestamp);
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$daily_bars = Async\await($exchange->fetch_ohlcv($symbol, '1d', $current_since, $limit, $fetch_params));
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if (count($daily_bars) <= 0) {
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break; // if no days returned, then probably start date was passed
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}
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$first_ts = $daily_bars[0][0];
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if ($first_ts === $found_start_time) {
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// if the first timestamp is equal to the last-fetched timestamp, then break here, because some exchanges still return initial bar even if since is much ahead to listing time
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break;
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}
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$found_start_time = $first_ts;
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$current_since = $found_start_time - $milliseconds_per_day * ($limit - 1); // shift 'since' one step back
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if (count($daily_bars) === 1) {
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// in some cases, some exchanges might still return first bar of chart when endtime overlaps previous day
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break;
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}
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}
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// if minute resolution needed
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if ($use_minute_timeframe) {
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$max_iteration = ((int) ceil($minutes_per_day / $limit)) * 2;
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$all_promises = [];
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for ($i = 0; $i < $max_iteration; $i++) {
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$current_since = $found_start_time - $milliseconds_per_day + $i * $limit * 60 * 1000; // shift one-duration back for more accuracy for different kind of exchanges, like OKX, where first daily bar is offset by one day, but minute bars present
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$all_promises[] = $exchange->fetch_ohlcv($symbol, '1m', $current_since, $limit, $fetch_params);
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}
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$all_responses = Async\await(Promise\all($all_promises));
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// find earliest bar
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for ($i = 0; $i < count($all_responses); $i++) {
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$response = $all_responses[$i];
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if (count($response) > 0) {
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$found_start_time = $response[0][0];
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break;
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}
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}
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}
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return $found_start_time;
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}) ();
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}
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// ###### Usage ######
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$run_example = false; // set to true to run example
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if ($run_example) {
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$my_ex = new \ccxt\async\binance();
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Async\await($my_ex->load_markets());
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$symbol = 'TRUMP/USDT';
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$earliest_timestamp = Async\await(fetch_first_bar_timestamp($my_ex, $symbol, true));
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var_dump('- Earliest bar timestamp:', $earliest_timestamp, ', readable: ', $my_ex->iso8601($earliest_timestamp));
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var_dump('- market.created value:', $my_ex->market($symbol)['created']);
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}
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``` |