exchange.fetchConvertTradeHistory: "KeyError: 'currency'" on binance about ccxt

[carlosmiei]

@egabosh Thanks, we found indeed an issue but we will patch it shortly.

[carlosmiei]

Hello @egabos, thanks for reporting it. Can you please post a verbose log?

How to enable the verbose log:

await exchange.load_markets()
exchange.verbose = True

[egabosh]

Moin,

here the output:

fetch Request: binance GET https://api.binance.com/sapi/v1/convert/tradeFlow?timestamp=1714028108127&startTime=1691618400000&endTime=1693519200000&limit=200&recvWindow=10000&signature=XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX RequestHeaders: {'X-MBX-APIKEY': 'XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX', 'User-Agent': 'python-requests/2.28.1', 'Accept-Encoding': 'gzip, deflate', 'Accept': '*/*', 'Connection': 'keep-alive'} RequestBody: None

fetch Response: binance GET https://api.binance.com/sapi/v1/convert/tradeFlow?timestamp=1714028108127&startTime=1691618400000&endTime=1693519200000&limit=200&recvWindow=10000&signature=XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 200 ResponseHeaders: {'Content-Type': 'application/json', 'Transfer-Encoding': 'chunked', 'Connection': 'keep-alive', 'Date': 'Thu, 25 Apr 2024 06:55:08 GMT', 'Server': 'nginx', 'Vary': 'Accept-Encoding', 'X-SAPI-USED-UID-WEIGHT-1M': '3000', 'Strict-Transport-Security': 'max-age=31536000; includeSubdomains', 'X-Frame-Options': 'SAMEORIGIN', 'X-Xss-Protection': '1; mode=block', 'X-Content-Type-Options': 'nosniff', 'Content-Security-Policy': "default-src 'self'", 'X-Content-Security-Policy': "default-src 'self'", 'X-WebKit-CSP': "default-src 'self'", 'Cache-Control': 'no-cache, no-store, must-revalidate', 'Pragma': 'no-cache', 'Expires': '0', 'Access-Control-Allow-Origin': '*', 'Access-Control-Allow-Methods': 'GET, HEAD, OPTIONS', 'Content-Encoding': 'gzip', 'X-Cache': 'Miss from cloudfront', 'Via': '1.1 def5acc189db6e2856a956225d5cd100.cloudfront.net (CloudFront)', 'X-Amz-Cf-Pop': 'FRA56-P6', 'X-Amz-Cf-Id': 'XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX'} ResponseBody: {"list":[{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"USDT","fromAmount":"10.5","toAsset":"SFP","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693320370590,"orderType":"MARKET","side":"BUY"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"USDT","fromAmount":"10.5","toAsset":"KDA","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693322165993,"orderType":"MARKET","side":"BUY"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1534097592974412619,"orderStatus":"SUCCESS","fromAsset":"USDT","fromAmount":"1.0000000","toAsset":"DOT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693328465806,"orderType":"MARKET","side":"BUY"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"BNB","fromAmount":"1.00000008","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693341057389,"orderType":"MARKET","side":"SELL"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"ANT","fromAmount":"1.0000000","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693351849368,"orderType":"MARKET","side":"SELL"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"KDA","fromAmount":"1.0000000","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693366248195,"orderType":"MARKET","side":"SELL"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"ADA","fromAmount":"1.0000000","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693406750163,"orderType":"MARKET","side":"SELL"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXXa","orderId":1,"orderStatus":"SUCCESS","fromAsset":"DYDX","fromAmount":"1.0000000","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693407662909,"orderType":"MARKET","side":"SELL"},{"quoteId":"XXXXXXXXXXXXXXXXXXXXXXXXXXXX","orderId":1,"orderStatus":"SUCCESS","fromAsset":"BNB","fromAmount":"1.0000000","toAsset":"USDT","toAmount":"1.0000000","ratio":"1.0000000","inverseRatio":"1.0000000","createTime":1693409448970,"orderType":"MARKET","side":"SELL"}],"startTime":1691618400000,"endTime":1693519200000,"limit":200,"moreData":false}
Traceback (most recent call last):
  File "/ccxt/examples/py/fetch-orders.py", line 56, in <module>
    print(exchange.fetchConvertTradeHistory(limit=200, since=1691618400000, params={'until': 1693519200000}))
          ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/binance.py", line 11884, in fetch_convert_trade_history
    return self.parse_conversions(rows, fromCurrencyKey, toCurrencyKey, since, limit)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/base/exchange.py", line 5703, in parse_conversions
    return self.filter_by_currency_since_limit(sorted, code, since, limit)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/base/exchange.py", line 4909, in filter_by_currency_since_limit
    return self.filter_by_value_since_limit(array, 'currency', code, since, limit, 'timestamp', tail)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/base/exchange.py", line 2065, in filter_by_value_since_limit
    entryFiledEqualValue = entry[field] == value
                           ~~~~~^^^^^^^
KeyError: 'currency'

XXXX'ed some things out and set amount/Ratios to 1.00000 but looks like the response from binance is OK.

[egabosh]

Great, thank you!

[ttodua]

@egabosh the PR was merged, in few hours update your package and retry, the issue should be gone. if not, let us know again. thanks

[carlosmiei]

@egabosh We just released a new version, can you please update your ccxt version and try again?

[egabosh]

Thanks a lot! I am now receiving data.
But there seem to be other problems.

If I enter a period of more than 6 months, I get nothing or '[]'.

If there are tokens in the selected period that are no longer traded on Binance, I get the following error:

Traceback (most recent call last):
  File "/ccxt/examples/py/fetch-orders.py", line 57, in <module>
    print(exchange.fetchConvertTradeHistory(limit=200, since=1672527600000, params={'until': 1688248800000}))
          ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/binance.py", line 11886, in fetch_convert_trade_history
    return self.parse_conversions(rows, code, fromCurrencyKey, toCurrencyKey, since, limit)
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/base/exchange.py", line 5698, in parse_conversions
    toCurrency = self.currency(toId)
                 ^^^^^^^^^^^^^^^^^^^
  File "/ccxt/python/ccxt/base/exchange.py", line 4659, in currency
    raise ExchangeError(self.id + ' does not have currency code ' + code)
ccxt.base.errors.ExchangeError: binance does not have currency code TOMO

[egabosh]

Created new issues for this.
#22287
#22289