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Merge pull request #598 from zenixls2/fix/sync-binance
Fix/sync binance
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commit
2d65e2d2b5
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@ -29,11 +29,10 @@ sync:
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userDataStream:
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trades: true
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filledOrders: true
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since: 2020-12-01
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sessions:
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- binance
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symbols:
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- MATICUSDT
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sessions:
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- binance
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symbols:
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- MATICUSDT
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backtest:
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startTime: "2022-04-14"
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@ -20,7 +20,7 @@ func init() {
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}
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var SyncCmd = &cobra.Command{
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Use: "sync --session=[exchange_name] --symbol=[pair_name] [--since=yyyy/mm/dd]",
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Use: "sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/dd]]",
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Short: "sync trades and orders history",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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@ -1347,17 +1347,19 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
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req.FromID(int64(options.LastTradeID))
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}
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if options.StartTime != nil && options.EndTime != nil {
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if options.EndTime.Sub(*options.StartTime) < 24*time.Hour {
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req.StartTime(options.StartTime.UnixMilli())
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// The parameter fromId cannot be sent with startTime or endTime.
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// Mentioned in binance futures docs
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if options.LastTradeID <= 0 {
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if options.StartTime != nil && options.EndTime != nil {
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if options.EndTime.Sub(*options.StartTime) < 24*time.Hour {
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req.StartTime(options.StartTime.UnixMilli())
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req.EndTime(options.EndTime.UnixMilli())
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} else {
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req.StartTime(options.StartTime.UnixMilli())
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}
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} else if options.EndTime != nil {
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req.EndTime(options.EndTime.UnixMilli())
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} else {
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req.StartTime(options.StartTime.UnixMilli())
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}
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} else if options.StartTime != nil {
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req.StartTime(options.StartTime.UnixMilli())
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} else if options.EndTime != nil {
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req.EndTime(options.EndTime.UnixMilli())
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}
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remoteTrades, err = req.Do(ctx)
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