diff --git a/piker/brokers/binance.py b/piker/brokers/binance.py index d0a00b68..7678c173 100644 --- a/piker/brokers/binance.py +++ b/piker/brokers/binance.py @@ -19,6 +19,7 @@ Binance backend """ from contextlib import asynccontextmanager as acm +from datetime import datetime from typing import ( Any, Union, Optional, AsyncGenerator, Callable, @@ -221,20 +222,22 @@ class Client: async def bars( self, symbol: str, - start_time: int = None, - end_time: int = None, + start_dt: Optional[datetime] = None, + end_dt: Optional[datetime] = None, limit: int = 1000, # <- max allowed per query as_np: bool = True, ) -> dict: - if start_time is None: - start_time = binance_timestamp( - pendulum.now('UTC').start_of('minute').subtract(minutes=limit) - ) + if end_dt is None: + end_dt = pendulum.now('UTC') - if end_time is None: - end_time = binance_timestamp(pendulum.now('UTC')) + if start_dt is None: + start_dt = end_dt.start_of( + 'minute').subtract(minutes=limit) + + start_time = binance_timestamp(start_dt) + end_time = binance_timestamp(end_dt) # https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data bars = await self._api( @@ -379,7 +382,27 @@ async def open_history_client( # TODO implement history getter for the new storage layer. async with open_cached_client('binance') as client: - yield client + + async def get_ohlc( + end_dt: Optional[datetime] = None, + start_dt: Optional[datetime] = None, + + ) -> tuple[ + np.ndarray, + datetime, # start + datetime, # end + ]: + + array = await client.bars( + symbol, + start_dt=start_dt, + end_dt=end_dt, + ) + start_dt = pendulum.from_timestamp(array[0]['time']) + end_dt = pendulum.from_timestamp(array[-1]['time']) + return array, start_dt, end_dt + + yield get_ohlc async def backfill_bars(