Problematic Crypto data

Crypto data from all sources have big problems - downloading is slow and in 'View & Analyze' there's a very reddish overview. E.g. btcusd 
Attachments
image_2021_09_15T12_47_08_968Z.png
(409.74 KiB)
image_2021_09_15T12_46_39_377Z.png
(477.66 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

TH
#1

Tomas Hruby

01.10.2021 09:33

Task created

E
#2

Emmanuel

01.10.2021 19:49
Voted for this task.
M
#3

MM1

10.10.2021 18:43
Voted for this task.
AA
#4

Alex

07.06.2022 06:32
Voted for this task.
E
#5

Emmanuel

07.06.2022 14:05
Voted for this task.
PS
#6

Petr Šomek

07.06.2022 15:25

Status changed from New to In progress

PS
#7

Petr Šomek

10.06.2022 08:54

Status changed from In progress to Fixed

binance 

     - download speed improved

     - data looks good


bitfinex

   - download speed improved

   - but data is full of gaps - ibitfinex API offers data with gaps

for the screenshot - there are visible gaps - I tried call bitfinex API manually:


https://api.bitfinex.com/v2/candles/trade:1m:tBTCUSD/hist?limit=5000&sort=1&start=1364774400

This are records which I got:

1364774820000 = 1. April 2013 0:07:00

1364774880000 =  1. April 2013 0:08:00

1364774940000 = 1. April 2013 0:09:00

GAP

1364775060000 = 1. April 2013 0:11:00

1364775120000 = 1. April 2013 0:12:00

1364775180000 = 1. April 2013 0:13:00

GAPS.......

1364775960000 = 1. April 2013 0:26:00

It matches with the screenshot. Unfortunatelly, this is not a bug in application, API contains data with gaps


poloniex 

  - download speed was not necessary to improve, it was ok

  - data is full of gap:


https://poloniex.com/public?command=returnChartData&currencyPair=BTC_ETH&period=300&resolution=auto&start=0

1439006400 = 8. August 2015 4:00:00

1439020800 = 8. August 2015 8:00:00


returns one candle per 4hr period. As I'm playing with this - it looks, that they have data in 4hr timeframe, M5/M15/M30/H2  returns always data in H4 timeframe.


coinbase pro 

 - download is very slow - must be improved

 - data is full of gap  - there is a bug in coinbase api :-) which causes one gap per 300 candles - I implemented workaround


there are still gaps, checking gap at: 2021.12.11 08:06:00, 2021.12.11 09:53:00


calling:

https://api.pro.coinbase.com/products/ETH-BTC/candles?granularity=60&start=2021-12-11T08:05:00Z&end=2021-12-11T10:00:00Z


1639209900 - 11. December 2021 8:05:00

---missing 08:06:00

1639210020 - 11. December 2021 8:07:00


----------------

1639216320 - 11. December 2021 9:52:00

--missing 9:53:00

1639216440 - 11. December 2021 9:54:00


cause of the gaps is coinbase, its rest api doesn't return all data



Votes: +4

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