`binance`: always request an extra 1min OHLC bar
Seems that by default their history indexing rounds down/back to the previous time step, so make sure we add a minute inside `Client.bars()` when the `end_dt=None`, indicating "get the latest bar". Add a breakpoint block that should trigger whenever the latest bar vs. the latest epoch time is mismatched; we'll remove this after some testing verifying the history bars issue is resolved. Further this drops the legacy `backfill_bars()` endpoint which has been deprecated and unused for a while.epoch_index_backup
parent
ba7c8bb5a3
commit
496ef0a9ac
|
@ -458,7 +458,7 @@ async def cascade(
|
|||
profiler.finish()
|
||||
|
||||
async for i in istream:
|
||||
print(f'FSP incrementing {i}')
|
||||
# print(f'FSP incrementing {i}')
|
||||
|
||||
# respawn the compute task if the source
|
||||
# array has been updated such that we compute
|
||||
|
|
Loading…
Reference in New Issue