sammchardy
get_historical_klines last candle stick close price
Describe the bug close price on last candle stick is always wrong when using get_historical_klines eg. currently 10.14 UTC
kline time stamp - 10.10UTC get klines close price - 2119.81000000 trading view close price -2122.16
To Reproduce
import pytz
import dateparser
from datetime import datetime
from binance.client import Client
binance_api_key = config.API_KEY #Enter your own API-key here
binance_api_secret = config.API_SECRET #Enter your own API-secret here
binance_client = Client(api_key=binance_api_key, api_secret=binance_api_secret)
def date_to_milliseconds(date_str):
"""Convert UTC date to milliseconds
If using offset strings add "UTC" to date string e.g. "now UTC", "11 hours ago UTC"
See dateparse docs for formats http://dateparser.readthedocs.io/en/latest/
:param date_str: date in readable format, i.e. "January 01, 2018", "11 hours ago UTC", "now UTC"
:type date_str: str
"""
# get epoch value in UTC
epoch = datetime.utcfromtimestamp(0).replace(tzinfo=pytz.utc)
# parse our date string
d = dateparser.parse(date_str)
# if the date is not timezone aware apply UTC timezone
if d.tzinfo is None or d.tzinfo.utcoffset(d) is None:
d = d.replace(tzinfo=pytz.utc)
# return the difference in time
return int((d - epoch).total_seconds() * 1000.0)
start_ts = date_to_milliseconds("15 minutes ago UTC")
# fetch 1 minute klines for the last day up until now
klines = binance_client.get_historical_klines(symbol="ETHAUD", interval=Client.KLINE_INTERVAL_5MINUTE , start_str=start_ts)
for elem in klines:
print(elem)
Expected behavior get the exact close price
Environment (please complete the following information):
- Python version: 3.92
- OS: Mac
- python-binance version - 0.7.9
Logs or Additional context Add any other context about the problem here.
you're using proprietary classes (pytz and dateparser). could it be something to do with that? the API simply returns what Binance gives...
Just passing through. I might be wrong but I think the problem is:
# fetch 1 minute klines for the last day up until now
klines = binance_client.get_historical_klines(symbol="ETHAUD", interval=Client.KLINE_INTERVAL_5MINUTE , start_str=start_ts)
Hard to know without seeing your trading view, but it looks like you're requesting 5 minute intervals and comparing the price to the 1m candlestick base. If I am correct then I believe this issue can be closed.
