Skip to content

Fix for candlestick stream from Binance Provider #80

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
alaa-eddine merged 1 commit into from
Jan 27, 2026
+63 −12
Merged

Fix for candlestick stream from Binance Provider #80

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
75 changes: 63 additions & 12 deletions src/marketData/Binance/BinanceProvider.class.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -195,7 +195,49 @@ export class BinanceProvider implements IProvider {
return [];
}
}
async getMarketData(tickerId: string, timeframe: string, limit?: number, sDate?: number, eDate?: number): Promise<any> {

private async getMarketDataBackwards(tickerId: string, timeframe: string, limit: number, endTime?: number): Promise<any[]> {
let remaining = limit;
let allData: any[] = [];
let currentEndTime = endTime;

// Safety break to prevent infinite loops
let iterations = 0;
const maxIterations = Math.ceil(limit / 1000) + 5;

while (remaining > 0 && iterations < maxIterations) {
iterations++;
const fetchSize = Math.min(remaining, 1000);

// Fetch batch
const data = await this.getMarketData(
tickerId,
timeframe,
fetchSize,
undefined,
currentEndTime
);

if (data.length === 0) break;

// Prepend data since we fetch most recent first
allData = data.concat(allData);
remaining -= data.length;

// Update end time for next batch to be just before the oldest candle we got
// data[0] is the oldest candle in the batch
currentEndTime = data[0].openTime - 1;

if (data.length < fetchSize) {
// We got less than requested, meaning we reached the beginning of available data
break;
}
}

return allData;
}

async getMarketData(tickerId: string, timeframe: string, limit?: number, sDate?: number, eDate?: number): Promise<any> {
try {
// Check cache first
// Skip cache if eDate is undefined (live request) to ensure we get fresh data
Expand All @@ -219,14 +261,23 @@ export class BinanceProvider implements IProvider {
// Determine if we need to paginate
const needsPagination = this.shouldPaginate(timeframe, limit, sDate, eDate);

if (needsPagination && sDate && eDate) {
// Fetch all data using pagination, then apply limit if specified
const allData = await this.getMarketDataInterval(tickerId, timeframe, sDate, eDate);
const result = limit ? allData.slice(0, limit) : allData;

// Cache the results with original params
this.cacheManager.set(cacheParams, result);
return result;
if (needsPagination) {
if (sDate !== undefined && eDate !== undefined) {
// Forward pagination: Fetch all data using interval pagination, then apply limit
const allData = await this.getMarketDataInterval(tickerId, timeframe, sDate, eDate);
const result = limit ? allData.slice(0, limit) : allData;

// Cache the results with original params
this.cacheManager.set(cacheParams, result);
return result;
} else if (limit && limit > 1000) {
// Backward pagination: Fetch 'limit' candles backwards from eDate (or now)
const result = await this.getMarketDataBackwards(tickerId, timeframe, limit, eDate);

// Cache the results
this.cacheManager.set(cacheParams, result);
return result;
}
}

// Single request for <= 1000 candles
Expand All @@ -238,10 +289,10 @@ export class BinanceProvider implements IProvider {
url += `&limit=${Math.min(limit, 1000)}`; // Cap at 1000 for single request
}

if (sDate) {
if (sDate !== undefined) {
url += `&startTime=${sDate}`;
}
if (eDate) {
if (eDate !== undefined) {
url += `&endTime=${eDate}`;
}

Expand Down Expand Up @@ -290,7 +341,7 @@ export class BinanceProvider implements IProvider {
}

// If we have both start and end dates, calculate required candles
if (sDate && eDate) {
if (sDate !== undefined && eDate !== undefined) {
const interval = timeframe_to_binance[timeframe.toUpperCase()];
const timeframeDurations = {
'1m': 60 * 1000,
Expand Down