`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
Tyler Goodlet 2023-01-05 12:44:58 -05:00
parent ba7c8bb5a3
commit 496ef0a9ac
1 changed files with 1 additions and 1 deletions

View File

@ -458,7 +458,7 @@ async def cascade(
profiler.finish() profiler.finish()
async for i in istream: async for i in istream:
print(f'FSP incrementing {i}') # print(f'FSP incrementing {i}')
# respawn the compute task if the source # respawn the compute task if the source
# array has been updated such that we compute # array has been updated such that we compute