CCXT
PHP Examples

Fetch First Ohlcv Timestamp

Fetch First Ohlcv Timestamp — CCXT PHP code example.

<?php
namespace ccxt;
include_once (__DIR__.'/../../ccxt.php');
// ----------------------------------------------------------------------------

// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code

// -----------------------------------------------------------------------------

error_reporting(E_ALL);
date_default_timezone_set('UTC');

use ccxt\Precise;
use React\Async;
use React\Promise;


// AUTO-TRANSPILE //
// ###### Description ######
//
// This function tries to fetch the "listing time" of a symbol by fetching the earliest available bar in daily resolution.
// Top-tier exchanges also support fetching smaller timeframes (eg. 1 minute) even several years back, so for those exchanges you can also use `useMinuteTimeframe = true` argument to get the timestamp rounded to the earliest minute bar (instead of daily bar timestamp).
// See usage in the end of this file
function fetch_first_bar_timestamp($exchange, $symbol, $use_minute_timeframe = false) {
    // set some constants
    return Async\async(function () use ($exchange, $symbol, $use_minute_timeframe) {
        $milliseconds_per_day = 86400000;
        $minutes_per_day = 1440;
        $minimum_timestamp = 1230768000000; // 2009-01-01 (bitcoin created year)
        // get market features
        $market = $exchange->market($symbol);
        $market_type = $exchange->safe_string($market, 'type');
        $features = $exchange->safe_dict($exchange->features, $market_type, array());
        if ($market['subType'] !== null) {
            $features = $exchange->safe_dict($features, $market['subType'], array());
        }
        $ohlcv = $exchange->safe_dict($features, 'fetchOHLCV');
        if ($ohlcv === null) {
            return null;
        }
        $limit = $exchange->safe_integer($ohlcv, 'limit');
        $fetch_params = array(
            'maxRetriesOnFailure' => 3,
        );
        // start loop
        $current_since = $exchange->milliseconds() - $milliseconds_per_day * ($limit - 1);
        $found_start_time = 0;
        // eslint-disable-next-line
        while (true) {
            $current_since = max($current_since, $minimum_timestamp);
            $daily_bars = \React\Async\await($exchange->fetch_ohlcv($symbol, '1d', $current_since, $limit, $fetch_params));
            if (count($daily_bars) <= 0) {
                break; // if no days returned, then probably start date was passed
            }
            $first_ts = $daily_bars[0][0];
            if ($first_ts === $found_start_time) {
                // if the first timestamp is equal to the last-fetched timestamp, then break here, because some exchanges still return initial bar even if since is much ahead to listing time
                break;
            }
            $found_start_time = $first_ts;
            $current_since = $found_start_time - $milliseconds_per_day * ($limit - 1); // shift 'since' one step back
            if (count($daily_bars) === 1) {
                // in some cases, some exchanges might still return first bar of chart when endtime overlaps previous day
                break;
            }
        }
        // if minute resolution needed
        if ($use_minute_timeframe) {
            $max_iteration = ((int) ceil($minutes_per_day / $limit)) * 2;
            $all_promises = [];
            for ($i = 0; $i < $max_iteration; $i++) {
                $current_since = $found_start_time - $milliseconds_per_day + $i * $limit * 60 * 1000; // shift one-duration back for more accuracy for different kind of exchanges, like OKX, where first daily bar is offset by one day, but minute bars present
                $all_promises[] = $exchange->fetch_ohlcv($symbol, '1m', $current_since, $limit, $fetch_params);
            }
            $all_responses = \React\Async\await(\React\Promise\all($all_promises));
            // find earliest bar
            for ($i = 0; $i < count($all_responses); $i++) {
                $response = $all_responses[$i];
                if (count($response) > 0) {
                    $found_start_time = $response[0][0];
                    break;
                }
            }
        }
        return $found_start_time;
    }) ();
}


// ###### Usage ######
$run_example = false; // set to true to run example


if ($run_example) {
    $my_ex = new \ccxt\async\binance();
    \React\Async\await($my_ex->load_markets());
    $symbol = 'TRUMP/USDT';
    $earliest_timestamp = \React\Async\await(fetch_first_bar_timestamp($my_ex, $symbol, true));
    var_dump('- Earliest bar timestamp:', $earliest_timestamp, ', readable: ', $my_ex->iso8601($earliest_timestamp));
    var_dump('- market.created value:', $my_ex->market($symbol)['created']);
}