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This repository was archived by the owner on Feb 1, 2024. It is now read-only.
This repository was archived by the owner on Feb 1, 2024. It is now read-only.

FetchTrades for Kraken is broken #450

@nikhilsaraf

Description

@nikhilsaraf

Kraken API requires you to fetch trades in reverse order and limits to 50 items per call
so to fetch from time t1 until time t2, you need to page in reverse order by doing a backfill approach.

example:

  1. start = t1, end = t2
  2. start = t1, end = t3 (where t1 < t3 < t2)
  3. start = t1, end = t4 (where t1 < t4 < t3)
    ...

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