[Bug] dydx api ignores 'fromISO' time-date spec

[trentmc]

Background / motivation

In safe_fetch_ohlcv_dydx() when we call dydx and specify fromISO parameter, it ignores it, and instead returns values from now.

To see this, uncomment the last 3 lines in test_safe_fetch_ohlcv_dydx__real_response()

[trentmc]

Experiments

I tested V4 API and V3 API via curl. And v3 via python library.

Results:

• v4 API:
  • fromISO is ignored
  • toISO is ignored
• v3 API
  • fromISO is ignored
  • toISO is seen. Good! (See next comment for details)
• v3 py lib
  • fromISO is ignored
  • toISO is seen. Good! (See next comment for details)
  • alas, dydx v3 is on the path to being deprecated. It's different than v4. We don't want to use it :(

Need to try:

• V4 py lib
  • fromISO - need to try
  • toISO - need to try

[trentmc]

Positive results

Approach: V3 API toISO

Entered:

curl 'https://api.dydx.exchange/v3/candles/BTC-USD?resolution=5MINS&toISO=2024-03-16T03:35:00.000Z&limit=1'

Got:

{"candles":[{"startedAt":"2024-03-16T03:30:00.000Z","updatedAt":"2024-03-16T03:34:19.844Z","market":"BTC-USD","resolution":"5MINS","low":"69123","high":"69218","open":"69191","close":"69192","baseTokenVolume":"1.5023","trades":"31","usdVolume":"103905.7281","startingOpenInterest":"17

Approach: v3 pylib

Clone the library. In console:

git clone https://github.com/dydxprotocol/dydx-v3-python.git

Install virtualenv. In console:

python -m venv venv
source /venv/bin/activate

pip install -r requirements.txt

Fix getargspec issue. In console:

pip install git+https://github.com/ethereum/web3.py.git

# Fixes this error
# ImportError: cannot import name 'getargspec' from 'inspect' (/opt/homebrew/Cellar/[email protected]/3.11.6/Frameworks/Python.framework/Versions/3.11/lib/python3.11/inspect.py)

Open Python console:

python

In Python console:

from web3 import Web3

from dydx3 import Client
from dydx3.constants import MARKET_BTC_USD

client = Client(host='https://api.dydx.exchange')

candles = client.public.get_candles(
    market=MARKET_BTC_USD,
    resolution='5MINS',
    limit=1,
    to_iso="2024-03-16T03:35:00.000Z",
)

print(candles.data)

It should output:

{'candles': [{'startedAt': '2024-03-16T03:30:00.000Z', 'updatedAt': '2024-03-16T03:34:19.844Z', 'market': 'BTC-USD', 'resolution': '5MINS', 'low': '69123', 'high': '69218', 'open': '69191', 'close': '69192', 'baseTokenVolume': '1.5023', 'trades': '31', 'usdVolume': '103905.7281', 'startingOpenInterest': '1781.6770'}]}

Under the hood, the query it makes is: 'https://api.dydx.exchange/v3/candles/BTC-USD?resolution=5MINS&toISO=2024-03-16T03:35:00.000Z&limit=1'

Approach: stripped v3 pylib to its essence

It only uses standard requests lib

import requests

session = requests.session()
session.headers.update({
    'Accept': 'application/json',
    'Content-Type': 'application/json',
    'User-Agent': 'dydx/python',
})

uri = 'https://api.dydx.exchange/v3/candles/BTC-USD?resolution=5MINS&toISO=2024-03-16T03:35:00.000Z&limit=1' # good
#uri = 'https://api.dydx.exchange/v3/candles/BTC-USD?resolution=5MINS&fromISO=2024-03-16T03:35:00.000Z&limit=1' # bad
method = 'get'
response =  getattr(session, method)(uri, headers=None, timeout=None)
data = response.json()
print(data)

[trentmc]

Other things that I tried:

• Q: is it possible that fromISO needs to be at a very specific value, ie exactly every 5 minutes? (If yes, that's awesome, a very simple solution)

• A: I tried on-the-hour. No luck

• Q: what if I use from_iso, FromISO, from_ISO in the curl command?

• A: I tried. No luck

---

Things to try, from easiest / least work to hardest:

• V4 py lib
• Ask for help in dydx support channels (discord? Ask Veronica)
• Directly call the V4 smart contracts.
• Other?

---

@trizin - thanks for taking this one. Note the two newest comments above this one.

[trizin]

Seems like fromISO only works when used together with toISO.

Example:

https://indexer.dydx.trade/v4/candles/perpetualMarkets/BTC-USD?resolution=1DAY&limit=100&fromISO=2024-02-10T08:07:59.604338&toISO=2024-02-21T08:07:59.604338

We can update the fetch loop to pass both the toISO and fromISO values to resolve the issue.

[trentmc]

Seems like fromISO only works when used together with toISO.

That's great news! A straightforward path!