Bitstamp API在询问最新OHLC时返回错误的Kline数[已解决] 问题

在使用Bitstamp HTTP API时，我发现了一些非常奇怪的事情。
每当我使用以下请求请求最新OHLC数据时：

https://www.bitstamp.net/api/v2/ohlc/{currency_pair}/

所需参数写在中

我只得到一个数据点。这是错误的，因为

limit

参数设置为

2

。当我进一步发送下面的请求时，事情变得有价值了。我发现这只发生在我使用的任何

步骤
（间隔）蜡烛关闭的前40~45秒

例子
当
步骤
参数设置为
60
时，服务器必须返回1分钟的时间，并传递
限制
的数字
2
，在前40~45秒内，响应包含1个数据点：

{"data": {"pair": "BTC/USD", "ohlc": [{"high": "19131.67", "timestamp": "1607194800", "volume": "0.00000000", "low": "19131.67", "close": "19131.67", "open": "19131.67"}]}}

但随着时间的推移，我们通过了前40~45秒，响应包含2个数据点：

{"data": {"pair": "BTC/USD", "ohlc": [{"high": "19127.87", "timestamp": "1607194860", "volume": "0.49121478", "low": "19104.91", "close": "19104.91", "open": "19127.87"}, {"high": "19111.41", "timestamp": "1607194920", "volume": "0.09581116", "low": "19104.45", "close": "19111.41", "open": "19104.67"}]}}

对于
步骤
的其他有效值也会发生同样的情况。将
步骤设置为
300
，该步骤必须包含5分钟烛光，在任何5分钟间隔的前40~45秒内（例如12:00-UTC、12:05-UTC等）请求时，响应无效

无论参数
step
设置为任何有效数字，服务器都会在开始任何时间帧的前40~45秒返回错误数据

我还尝试传递了
start
和
end
可选参数

我使用过其他exchange和broker的API，到目前为止，除了使用Bitstamp HTTP API之外，我没有遇到任何错误或错误的响应

注意：40~45秒的值不准确，因为我无法准确测量

python和日志中的代码示例
python代码
日志文件
要求
如何解决此问题
是否有任何社区、讨论组，我可以参加Bitstamp API ussies
首先，非常精确的问题描述，抬头

它有助于将unix时间转换为可读时间，您将看到问题的答案。

与来自Exchange/供应商的其他REST API一样，您也有来自平台的
发行版
限制。因此，这不是您的请求限制，而是返回的数据量。

因此，通过增加limit变量，可以增加时间回溯。

因此，对于步骤=60和限制=2，您将收到最后2分钟的OHLC数据。对于极限=3，则为最后3分钟。对于步长=300且极限=2的情况，这将是最后5分钟的2次

下面是一些翻译API答案的代码，以便更好地理解它：

#稍微修改一下get ohlc数据函数：
作为pd进口熊猫
导入json
def get_ohlc_数据（对：str、step、limit）：
url=f“ohlc/{pair}/”
请求url=base\u url\u v2+url
参数={
“步骤”：步骤，
“限制”：限制
}
尝试：
logging.info（“发送请求…”）
response=requests.get（请求url，参数=params）
#包括json.dumps（）函数
response=json.dumps（response.text）
返回响应[“数据”][“ohlc”]
#debug（f“请求-响应：{response.text}”）
例外情况除外：
logging.error（exp）
#现在，您的主要功能不需要等待：
def main（）：
req=获取ohlc数据（pair=“btcusd”，步骤=60，限制=8）
对于范围内的i（len（req））：
df=pd.DataFrame.from_dict（请求[i]，orient=“索引”）.T
df[“timestamp”]=pd.to_datetime（df[“timestamp”]，unit=“s”）
打印（df）
main（）

这最终将返回以下信息：

high timestamp volume low close open
0  50558.85 2021-03-07 18:51:00  1.44848029  50515.63  50546.20  50558.85
高时间戳卷低关闭打开
0  50567.90 2021-03-07 18:52:00  0.80101510  50540.16  50554.20  50558.10
高时间戳卷低关闭打开
0  50545.71 2021-03-07 18:53:00  3.49063548  50490.38  50512.13  50545.71
高时间戳卷低关闭打开
0  50573.18 2021-03-07 18:54:00  1.29261148  50508.50  50519.68  50508.50
高时间戳卷低关闭打开
0  50553.27 2021-03-07 18:55:00  1.45939999  50465.08  50553.27  50526.51
高时间戳卷低关闭打开
0  50539.70 2021-03-07 18:56:00  13.61910047  50440.12  50457.87  50539.70
高时间戳卷低关闭打开
0  50467.67 2021-03-07 18:57:00  10.23238701  50403.76  50428.09  50467.36
高时间戳卷低关闭打开
0  50438.21 2021-03-07 18:58:00  1.50492458  50376.29  50401.85  50418.65

因此，最终，API及其流没有任何问题。只是看起来有点误导unix的时间流。此外，如果要传递
start
和
end
变量，则需要将它们作为unix时间发送。因为API只接受unix时间

这可以通过以下方式实现：

从日期时间导入日期时间
datetime.utcnow（）.timestamp（）
非常感谢您的解释。我必须提到，这个问题与客户端的东西无关。在与Bitstamp支持团队通信数周后，他们确认存在上述问题。一个月后终于解决了这个问题。现在一切正常
import logging
import requests

from datetime import datetime
from time import sleep


base_url_v2 = "https://www.bitstamp.net/api/v2/"
logging.basicConfig(filename='app.log',
                    filemode='w',
                    format='[%(asctime)s UTC][%(name)s][%(levelname)s]'
                           ':%(message)s',
                    level=logging.DEBUG,
                    datefmt='%M/%d/%y %H:%M:%S')


def get_ohlc_data(pair: str, step, limit):
    url = f"ohlc/{pair}/"
    request_url = base_url_v2 + url

    params = {
        "step": step,
        "limit": limit
    }
    try:
        logging.info("Sending request...")
        response = requests.get(request_url, params=params)
        logging.debug(f"Request response: {response.text}")

    except Exception as exp:
        logging.error(exp)


def main():
    logging.info("Initialized.")

    # Wait until xx:xx:00 UTC
    while int(datetime.now().strftime("%S")) != 0:
        sleep(0.5)

    # request OHLC data every 5 seconds
    for r in range(12):

        # Wait until xx:xx:x5[or 0] UTC
        while int(datetime.now().strftime("%S")) % 5 != 0:
            sleep(1)

        get_ohlc_data(pair="btcusd",
                      step=60,
                      limit=2)

        sleep(1)

    logging.info("Ended.")


main()

[04/16/20 18:04:16 UTC][root][INFO]:Initialized.
[05/16/20 18:05:00 UTC][root][INFO]:Sending request...
[05/16/20 18:05:00 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:00 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:00 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20690.59", "timestamp": "1608141840", "volume": "13.32120988", "low": "20677.18", "close": "20677.18", "open": "20690.59"}]}}
[05/16/20 18:05:05 UTC][root][INFO]:Sending request...
[05/16/20 18:05:05 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:06 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:06 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20681.91", "timestamp": "1608141900", "volume": "0.02455454", "low": "20681.91", "close": "20681.91", "open": "20681.91"}]}}
[05/16/20 18:05:10 UTC][root][INFO]:Sending request...
[05/16/20 18:05:10 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:10 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:10 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20681.91", "timestamp": "1608141900", "volume": "0.30755454", "low": "20671.52", "close": "20671.52", "open": "20681.91"}]}}
[05/16/20 18:05:15 UTC][root][INFO]:Sending request...
[05/16/20 18:05:15 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:16 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:16 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20681.91", "timestamp": "1608141900", "volume": "1.43352856", "low": "20671.52", "close": "20674.94", "open": "20681.91"}]}}
[05/16/20 18:05:20 UTC][root][INFO]:Sending request...
[05/16/20 18:05:20 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:20 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:20 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20681.91", "timestamp": "1608141900", "volume": "1.43352856", "low": "20671.52", "close": "20674.94", "open": "20681.91"}]}}
[05/16/20 18:05:25 UTC][root][INFO]:Sending request...
[05/16/20 18:05:25 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:25 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:25 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20681.91", "timestamp": "1608141900", "volume": "1.43352856", "low": "20671.52", "close": "20674.94", "open": "20681.91"}]}}
[05/16/20 18:05:30 UTC][root][INFO]:Sending request...
[05/16/20 18:05:30 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:31 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:31 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20687.00", "timestamp": "1608141900", "volume": "1.65890659", "low": "20671.52", "close": "20676.56", "open": "20681.91"}]}}
[05/16/20 18:05:35 UTC][root][INFO]:Sending request...
[05/16/20 18:05:35 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:36 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:36 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20687.00", "timestamp": "1608141900", "volume": "1.65890659", "low": "20671.52", "close": "20676.56", "open": "20681.91"}]}}
[05/16/20 18:05:40 UTC][root][INFO]:Sending request...
[05/16/20 18:05:40 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:40 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:40 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20687.00", "timestamp": "1608141900", "volume": "2.55967640", "low": "20671.52", "close": "20675.47", "open": "20681.91"}]}}
[05/16/20 18:05:45 UTC][root][INFO]:Sending request...
[05/16/20 18:05:45 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:45 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:45 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20690.59", "timestamp": "1608141840", "volume": "13.32120988", "low": "20677.18", "close": "20677.18", "open": "20690.59"}, {"high": "20687.00", "timestamp": "1608141900", "volume": "3.10476012", "low": "20671.52", "close": "20686.60", "open": "20681.91"}]}}
[05/16/20 18:05:50 UTC][root][INFO]:Sending request...
[05/16/20 18:05:50 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:51 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:51 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20690.59", "timestamp": "1608141840", "volume": "13.32120988", "low": "20677.18", "close": "20677.18", "open": "20690.59"}, {"high": "20687.00", "timestamp": "1608141900", "volume": "3.55776012", "low": "20671.52", "close": "20686.54", "open": "20681.91"}]}}
[05/16/20 18:05:55 UTC][root][INFO]:Sending request...
[05/16/20 18:05:55 UTC][urllib3.connectionpool][DEBUG]:Starting new HTTPS connection (1): www.bitstamp.net:443
[05/16/20 18:05:55 UTC][urllib3.connectionpool][DEBUG]:https://www.bitstamp.net:443 "GET /api/v2/ohlc/btcusd/?step=60&limit=2 HTTP/1.1" 200 None
[05/16/20 18:05:56 UTC][root][DEBUG]:Request response: {"data": {"pair": "BTC/USD", "ohlc": [{"high": "20690.59", "timestamp": "1608141840", "volume": "13.32120988", "low": "20677.18", "close": "20677.18", "open": "20690.59"}, {"high": "20694.99", "timestamp": "1608141900", "volume": "3.77376012", "low": "20671.52", "close": "20694.99", "open": "20681.91"}]}}
[05/16/20 18:05:57 UTC][root][INFO]:Ended.