07-17-2018, 03:11 PM
Quote:Ccxt works fine
Note that I don't want CCXT to be a dependency of Gekko (broker).
Quote: Coinmarketcap is very quick for fetching data. However, it has some limitations. The candle size for a long term history period is 15 minutes. Benefit is, you get it all at once. If the daterange is <=24h, Coimarketcap returns 5 Min. candles, but you can of course loop the day fetching.
Dealing with 5 or 15 minute candles is going to be very bothersome for Gekko: Gekko stores 1 minute candles. If users use any candle size that's not modulus 5 or 15 they are not running strats over actual market data but a weird averaged candle (that includes nasty things like lookahead bias).