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"""Binance REST API helpers for fetching historical candle data."""
from datetime import datetime, timezone
from decimal import Decimal
from shared.models import Candle
def _normalize_symbol(symbol: str) -> str:
"""Convert 'BTC/USDT' to 'BTCUSDT'."""
return symbol.replace("/", "")
async def fetch_historical_candles(
exchange,
symbol: str,
timeframe: str,
since: int,
limit: int = 500,
) -> list[Candle]:
"""Fetch historical OHLCV candles from the exchange and return Candle models.
Args:
exchange: An async ccxt exchange instance.
symbol: Market symbol, e.g. 'BTC/USDT'.
timeframe: Candle timeframe, e.g. '1m'.
since: Start timestamp in milliseconds.
limit: Maximum number of candles to fetch.
Returns:
A list of Candle model instances.
"""
rows = await exchange.fetch_ohlcv(symbol, timeframe, since=since, limit=limit)
normalized = _normalize_symbol(symbol)
candles: list[Candle] = []
for row in rows:
ts_ms, o, h, low, c, v = row
open_time = datetime.fromtimestamp(ts_ms / 1000, tz=timezone.utc)
candles.append(
Candle(
symbol=normalized,
timeframe=timeframe,
open_time=open_time,
open=Decimal(str(o)),
high=Decimal(str(h)),
low=Decimal(str(low)),
close=Decimal(str(c)),
volume=Decimal(str(v)),
)
)
return candles
|
