bug fixes for interval scaling

tradingfeatures/api_base.py

@@ -27,7 +27,7 @@ def get(self, *args, **kwargs):
     def interval_check(self, interval):
         if 'h' in interval:            
             interval = int(interval.split('h')[0]) * 3600
-            minutes = int(interval / 60)            
+            minutes = int(interval / 60)    
         elif 'm' in interval:
             interval = int(interval.split('m')[0]) * 60
             minutes = int(interval / 60)            
@@ -116,6 +116,7 @@ def get_hist(self,
                     assert len(df) == 0, 'Debug: empty df_temp in middle of download'
                     df_temp = df
             except Exception as e:
+                # raise e
                 print(e, '\nError between timestamps: ', start_batch, end_batch)
                 if steps <= 1: return None
 
@@ -168,13 +169,13 @@ def update(self, path):
 
         return df_final
 
-    def calc_start(self, limit, start=None, end=None, interval=3600):
+    def calc_start(self, limit, start=None, end=None, interval=3600, scale=1):
         current_time = int(time.time())
         if isinstance(interval, str):
             interval = self.interval_check(interval)[0]
 
         limit = self.limit if limit is None else limit
-        limit = int(limit / (interval / 3600))
+        limit = int(limit / scale)      # for 8h funding, bad solution
         end = current_time if end is None else end
         if start is None:
             start = end - (interval * (limit-1))  # limit -1 to be sure to get the latest hour

tradingfeatures/apis/binance/base.py

@@ -49,9 +49,9 @@ def get(self,
         address = self.base_address + address
         symbol = symbol or 'btcusd'        
 
-        start, end, out_of_range = self.calc_start(limit, start, end)
+        start, end, out_of_range = self.calc_start(limit, start, end, interval)
         if out_of_range:
-            return self.get_hist(symbol=symbol, start=start, end=end)
+            return self.get_hist(symbol=symbol, start=start, end=end, interval=interval)
 
         symbol = self.symbol_check(symbol)  # had to give raw symbol above, this has to be after     
 

tradingfeatures/apis/binance/funding.py

@@ -25,13 +25,13 @@ def get(self,
             query: dict = None,
             start: int = None,
             end: int = None,
-            interval: str = '1h',
+            interval: str = '8h',
             columns: list = None,
             return_r: bool = False,
             ):
 
-        interval = '8h'
-        start, end, out_of_range = self.calc_start(limit, start, end, interval)
+        assert interval == '8h'
+        start, end, out_of_range = self.calc_start(limit, start, end, interval, scale=8)
         if out_of_range:
             return self.get_hist(start=start, end=end)
 
@@ -50,7 +50,7 @@ def get(self,
             limit = self.limit if limit is None else limit
             start, end = self.ts_to_mts(start), self.ts_to_mts(end)
 
-            query = {'symbol': symbol, 'startTime': start, 'endTime': end, 'limit': limit}
+            query = {'symbol': symbol, 'startTime': start, 'endTime': end, 'limit': self.limit}
 
         r = self.response_handler(address, query)
 

tradingfeatures/apis/bitmex/funding.py

@@ -15,10 +15,19 @@ def __init__(self):
         self.address = '/funding'
         self.start = 1463227200
         self.limit = 500
-
-    def get(self, limit=None, symbol=None, query=None, start=None, end=None, *args, **kwargs):
-        interval = '8h'
-        start, end, out_of_range = self.calc_start(limit, start, end, interval)
+        self.default_columns = ['fundingRate']
+
+    def get(self, 
+            limit=None, 
+            symbol=None, 
+            query=None, 
+            start=None, 
+            end=None, 
+            interval: str = '8h',
+            *args, **kwargs
+            ):
+        assert interval == '8h'        
+        start, end, out_of_range = self.calc_start(limit, start, end, interval, scale=8)
         if out_of_range:
             return self.get_hist(start=start, end=end)
 
@@ -69,10 +78,10 @@ def get_recent(self, df):   # Recent Funding
         return df_final
 
     def get_hist(self, columns=None, convert_funds=False, *args, **kwargs):  
-        columns = ['fundingRate', 'fundingRateDaily'] if columns is None else columns
+        # columns = ['fundingRate', 'fundingRateDaily'] if columns is None else columns
         return apiBase.get_hist(
             self,
-            columns=columns,
+            # columns=columns,
             interval='8h',
             *args, **kwargs
         )