ccxt: Bug in fetchOpenInterestHistory, fetchFundingRateHistory for ByBit

Operating System

Windows 11

Programming Languages

python

CCXT Version

Latest

Description

fetchOpenInterestHistory returns 200 data in one api call. So, I tried to loop to create multiple api call to access historic OI data but it won’t display any more than 200 data starting from latest data to previous 200 data depending on the timeframe. I thought exchange might not provide historic data/ may have been deleted. But it’s not the case as if I put 1d in the timeframe then it returns OI data for past 200 days but if I put 5m as timeframe then it only returns data for the last (5*200 minutes) although clearly those data exists. Same issue with fetchFundingRateHistory as well.

Code

start_date_str = '2023/01/01' 
timeframe = '4h'

while True:
  
    data = exchange.fetchOpenInterestHistory(symbol, timeframe=timeframe, since=start_time, limit=200, params={})
      
    open_interest.extend([d['openInterestValue'] for d in data])
    timestamps.extend([d['timestamp'] for d in data])
    
    start_timestamp = data[-1]['timestamp'] + 14400000

    if start_timestamp > now:
        break
    
df = pd.DataFrame({'Open Interest': open_interest, 'Timestamp': timestamps})
df['Timestamp'] = pd.to_datetime(df['Timestamp'], unit='ms')

Output

                    Open Interest
Timestamp                         
2023-04-06 12:00:00      53219.568
2023-04-06 16:00:00      53926.314
2023-04-06 20:00:00      54017.478
2023-04-07 00:00:00      53409.204
2023-04-07 04:00:00      54020.004
...                            ...
2023-05-09 00:00:00      53571.610
2023-05-09 04:00:00      54207.733
2023-05-09 08:00:00      54772.759
2023-05-09 12:00:00      54877.994
2023-05-09 16:00:00      55444.414

[200 rows x 1 columns]

It starts from April although start date is clearly from January and I can’t seem to find a way to start from January even after trying to do multiple api calls

If I put 1d as timeframe (to show that the older historic data exists) Output:

          Open Interest
Timestamp                
2022-10-22      68092.454
2022-10-23      67547.822
2022-10-24      67271.853
2022-10-25      64434.425
2022-10-26      71259.918
...                   ...
2023-05-05      53308.578
2023-05-06      53550.725
2023-05-07      49812.835
2023-05-08      50175.792
2023-05-09      53571.610

[200 rows x 1 columns]