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get_product_trades start/end time and limit not working as expected #414

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Spotnag opened this issue Dec 30, 2020 · 2 comments · May be fixed by #422 or #427
Closed

get_product_trades start/end time and limit not working as expected #414

Spotnag opened this issue Dec 30, 2020 · 2 comments · May be fixed by #422 or #427

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@Spotnag
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Spotnag commented Dec 30, 2020

Does not seem like start, end and limit are being taken into account.

start_time = datetime.datetime.strptime('2020-10-01 00:00:00', '%Y-%m-%d %H:%M:%S').isoformat()
end_time = datetime.datetime.strptime('2020-12-26 23:59:59', '%Y-%m-%d %H:%M:%S').isoformat()

data = public_client.get_product_trades(product_id='BTC-USD', limit=10, before=start_time, after=end_time)
df = pd.DataFrame(list(data)[:-1])
print(df)

result:

                          time   trade_id           price        size  side
0     2020-12-30T13:45:30.397Z  116922625  28026.04000000  0.17982618  sell
1     2020-12-30T13:45:30.397Z  116922624  28026.03000000  0.09812919  sell
2     2020-12-30T13:45:30.397Z  116922623  28023.83000000  0.06736100  sell
3     2020-12-30T13:45:30.397Z  116922622  28023.34000000  0.53000000  sell
4     2020-12-30T13:45:27.821Z  116922621  28025.85000000  0.00341548  sell
...
1095   2020-12-30T13:33:55.41Z  116921530  27909.44000000  1.50000000   buy
1096  2020-12-30T13:33:55.168Z  116921529  27913.91000000  0.30399159  sell
1097  2020-12-30T13:33:53.866Z  116921528  27917.00000000  0.34066266  sell
1098   2020-12-30T13:33:53.85Z  116921527  27917.05000000  0.04125719  sell
1099  2020-12-30T13:33:52.813Z  116921526  27916.88000000  0.00131930  sell
@smbrandonjr
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The get_trades request is paginated per the Coinbase Pro API documentation. https://docs.pro.coinbase.com/?r=1#get-product-order-book

Are you handling that?

tbm added a commit to tbm/coinbasepro-python that referenced this issue Feb 3, 2021
@tbm
Use parameters in get_product_trades()
b743266 
The parameters had no effect since they were never passed to
self._send_paginated_message()

Fixes danpaquin#414
@tbm tbm mentioned this issue Feb 3, 2021
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@Spotnag Spotnag closed this as completed Feb 8, 2021
@Spotnag
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Spotnag commented Feb 8, 2021

Yes sorry, it seems i wat not handling the pagination correctly. Thanks.

@ceritium ceritium mentioned this issue Mar 21, 2021
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@Spotnag @smbrandonjr