[Question] Why does gekko synthesize candle from trades by itself.
#1
Instead of using APIs like fetch_ohlcv from exchange interfaces?

Synthesized candle works fine in realtime trader, speed is OK there, but it becomes an issue when backtesting with imported history data. I tried to import half a year's data from bitfinex and it took a whole night to complete. I guess it'll be slower if the rate limit is low for an exchange.

Could anyone explain what advantage it has to use synthesized candle from trades?
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[Question] Why does gekko synthesize candle from trades by itself. - by hitripley - 12-10-2018, 12:17 PM

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