hunk.code_window:             }
               throw new ExchangeError (this.id + ' returned an empty response');
           }
       }
       nonce () {
           return this.milliseconds ();
  
hunk.labels: keep replace keep keep keep keep keep
hunk.file_path: js/bitmex.js
hunk.type: replace
file: # -*- coding: utf-8 -*-
  
  import os
  import sys
  import time
  
  # -----------------------------------------------------------------------------
  
  root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
  sys.path.append(root + '/python')
  
  # -----------------------------------------------------------------------------
  
  import ccxt  # noqa: E402
  
  # -----------------------------------------------------------------------------
  # common constants
  
  msec = 1000
  minute = 60 * msec
  hold = 30
  
  # -----------------------------------------------------------------------------
  
  exchange = ccxt.kraken({
      'rateLimit': 3000,
      'enableRateLimit': True,
      # 'verbose': True,
  })
  
  # -----------------------------------------------------------------------------
  
  from_datetime = '2017-01-01 00:00:00'
  from_timestamp = exchange.parse8601(from_datetime)
  
  # -----------------------------------------------------------------------------
  
  now = exchange.milliseconds()
  
  # -----------------------------------------------------------------------------
  
  data = []
  
  while from_timestamp < now:
  
      try:
  
          print(exchange.milliseconds(), 'Fetching candles starting from', exchange.iso8601(from_timestamp))
          ohlcvs = exchange.fetch_ohlcv('BTC/USD', '1m', from_timestamp)
          print(exchange.milliseconds(), 'Fetched', len(ohlcvs), 'candles')
          first = ohlcvs[0][0]
          last = ohlcvs[-1][0]
          print('First candle epoch', first, exchange.iso8601(first))
          print('Last candle epoch', last, exchange.iso8601(last))
          from_timestamp += len(ohlcvs) * minute
          data += ohlcvs
  
      except (ccxt.ExchangeError, ccxt.AuthenticationError, ccxt.ExchangeNotAvailable, ccxt.RequestTimeout) as error:
  
          print('Got an error', type(error).__name__, error.args, ', retrying in', hold, 'seconds...')
          time.sleep(hold)
  