OHLCV weird exception

[ToposFinance]

Hi,

Tried running your example of OHLCV on BTC-PERP

got

cryptofeed.exceptions.UnsupportedSymbol: BTC-PERP is not supported on FTX

but certainly with the websocket I can stream this.

[bmoscon]

can you be more specific? The ohlcv example has coinbase in it, not FTX

[ToposFinance]

'''
Copyright (C) 2017-2022 Bryant Moscon - [email protected]
Please see the LICENSE file for the terms and conditions
associated with this software.
'''
from cryptofeed import FeedHandler
from cryptofeed.backends.aggregate import OHLCV
from cryptofeed.defines import TRADES
from cryptofeed.exchanges import FTX

async def ohlcv(data):
print(data)

def main():
f = FeedHandler()
f.add_feed(FTX(symbols=['BTC-USD'], channels=[TRADES], callbacks={TRADES: OHLCV(ohlcv, window=10)}))

f.run()

if name == 'main':
main()

[ToposFinance]

/Users/marcnunes/PycharmProjects/DeepPounder/venv/bin/python /Users/marcnunes/PycharmProjects/DeepPounder/main.py
{'BTC-USD': {'open': Decimal('19833.0'), 'high': Decimal('19856.0'), 'low': Decimal('19833.0'), 'close': Decimal('19843.0'), 'volume': Decimal('34.1680'), 'vwap': Decimal('19841.32192694919222664481386')}}
{'BTC-USD': {'open': Decimal('19841.0'), 'high': Decimal('19851.0'), 'low': Decimal('19841.0'), 'close': Decimal('19847.0'), 'volume': Decimal('4.9620'), 'vwap': Decimal('19848.23264812575574365175333')}}

Process finished with exit code 0

[ToposFinance]

works

[ToposFinance]

COINBASE works

[ToposFinance]

Figured out the problem. Will post it tomorrow morning Hong Kong time

[ToposFinance]

self.normalized_symbol_mapping in exchange.py contains a dictionary whose keys map to exchange symbols. so, the key that maps to 'BTC-PERP' on FTX is 'BTC-USD-PERP'

[bmoscon]

@ToposFinance I think you were using an old version of the code - that sample/demo code you posted does not exist in the repo currently.