BinanceAPIException when using coin-m futures get_historical_klines

[dignitas123]

Describe the bug Using COIN-M methods (using python-binance) is causing weird erros. Analogous USD-M with same parameters are working fine.

To Reproduce This works:

client.get_historical_klines( symbol="SOLBUSD", interval="1m", start_str="2022-09-27 11:54:17.480347+00:00", end_str="2022-09-27 13:54:17.480347+00:00", klines_type=HistoricalKlinesType.FUTURES, ) This throws error BinanceAPIException: APIError(code=-4088): Maximum time interval is 200 days.

client.get_historical_klines( symbol="SOLUSD_PERP", interval="1m", start_str="2022-09-27 11:54:17.480347+00:00", end_str="2022-09-27 12:54:17.480347+00:00", klines_type=HistoricalKlinesType.FUTURES_COIN, )

Expected behavior Don't throw error, get candlestick array.

Environment (please complete the following information):

• Python version: 3.10.6
• Virtual Env: conda
• OS: Mac
• python-binance version 1.0.16

[halfelf]

Bug confirmed.

Well, I have to say, since get_historical_klines() is not directly mapped into a binance API as most methods in this library do, it is buggy and has been reported several times, causing lots of trouble.

And here's why only coin futures method has this bug:

• get_historical_klines() will try to locate a earliest valid timestamp of a symbol, and using max(start_timestamp, earliest_avaliable) as the real para when requesting klines.
• To acquire this "earliest valid timestamp", the start timestamp of klines API is set to zero (epoch), with limit set to 1.
• This works to get the first kline in binance history in spot/futures markets.
• However, binance has a strange restriction in coin-futures market:
  • Coin-futures market kline API says: The difference between startTime and endTime can only be up to 200 days.
  • This is weird and no one will expect such inconsistency.
• I have no idea why we have to fetch this "earlist timestamp", instead of returning empty list when user specifying an invalid time duration span.

I'll try to fix this, no promise though.

Meanwhile, if you know what you're doing, I strongly suggest fetching klines directly by:

• get_lines()
• futures_klines()
• futures_coin_klines()

These methods are directly mapped to one corresponding binance API and will do nothing else.

[halfelf]

To anyone who concerns:

• A fix to this bug is much more complicated than my first thought, due to the huge inconsistency between spot/fut API and coin-fut API.
  • Firstly, as mentioned before, params in coin-futures API must follow The difference between startTime and endTime can only be up to 200 days.
  • Secondly, if startTime, endTime and limit are all set, only most recent limit data from endTime will be returned. (In spot/fut, most earliest limit data from startTime will be returned.)