Import candle error with Binance about jesse

[saleh-mir]

@gianlup if the exchange returns a number of candles, _fill_absent_candles checks for missing candles and fills them (using the candles around it). But in that period, no candle is received at all. So _fill_absent_candles can't do its job.

Basically Binance does not have candles for several days in that point. I have fixed this issue for Bitfinex and Coinbase by using a backup exchange to get the data for those days. But for Binance, I have not (yet)

[RonaldKepken]

Thanks for clarifying @saleh-mir!

I was wondering about this as well. I think it'd be a pretty important fix/improvement for Jesse.

[cryptocoinserver]

Binance seems to have missing data there. You could use Bitfinex as an alternative candle source in this case or use a later start_date.

[gianlup]

Well yes, but there is this function

jesse/jesse/modes/import_candles_mode/__init__.py

Line 256 in b00f9fc

def _fill_absent_candles(temp_candles, start_timestamp, end_timestamp):

that fills missing candles with the last price and volume 0. Why isn't applicable in this case?

[RonaldKepken]

Hey @saleh-mir

This is actually not fixed for Binance right?

[saleh-mir]

@RonaldKepken there's not a lot we can do except maybe to use a backup exchange for Binance. IMO Binance should fix it. Or maybe we can hardcode a date for BTC on Binance that we know has the candles.