为什么使用python ccxt phemex会延迟10分钟

Question

我尝试使用API和ccxt包在phemex上进行交易。我这样连接到phemex：

phemex = ccxt.phemex({
'apiKey': API_KEY,
'secret': API_SECRET,
'adjustForTimeDifference': False,
'enableRateLimit': False,
'verbose': False})

现在我可以像这样处理：

candles = phemex.fetch_ohlcv('BTCUSD', timeframe = '5m', limit = 100)

我可以得到这样的当前时间：

print("we run the code at: ", pd.Timestamp.now())

但现在我从fetch_ohlcv得到了这个数据：

Index Datum     Open     High      Low    Close      Volume
0  2022-02-07 08:45:00  42608.0  42634.0  42608.0  42623.0   2480360.0
1  2022-02-07 08:50:00  42623.0  42680.5  42623.0  42680.5   1232756.0
2  2022-02-07 08:55:00  42680.5  42685.0  42622.0  42622.5   3700511.0
3  2022-02-07 09:00:00  42622.5  42642.5  42600.5  42627.0   6300997.0
4  2022-02-07 09:05:00  42627.5  42642.5  42613.0  42613.5   1144301.0
..                 ...      ...      ...      ...      ...         ...
95 2022-02-07 16:40:00  43754.5  43754.5  43526.5  43535.0  13005074.0
96 2022-02-07 16:45:00  43535.0  43675.0  43535.0  43670.5   6104987.0
97 2022-02-07 16:50:00  43671.0  43690.5  43635.0  43675.0   5581606.0
98 2022-02-07 16:55:00  43675.0  43831.0  43675.0  43813.5   3895638.0
99 2022-02-07 17:00:00  43816.0  43819.0  43730.0  43762.5   4510734.0

所以最新的时间戳是下午5点(我在德国(但我运行此代码的时间戳是：

we run the code at:  2022-02-07 18:10:00.473305

现在是晚上6点10分。我认为有1个小时的差异，因为ccxt显示的是UTC时间戳，这是可以的。但为什么提取数据会延迟10分钟？

附言：我只每5分钟运行一次代码，这样我就不会太频繁地获取数据。

我希望有人能帮我解决这个问题。

谢谢！

谨致问候，Daniel

编辑完整代码：

from datetime import datetime, timedelta
from dateutil.relativedelta import relativedelta
import talib, requests, ccxt, schedule
import pandas as pd
import pandas_ta as ta
from pprint import pprint
API_KEY = ""
API_SECRET = ""
########## ----- Eingabe:
coin = "BTC"
leverage = 5
limit = 100
faktor = 10000000
symbol = 'BTCUSD'
zeitraum = '5m'
phemex = ccxt.phemex({
'apiKey': API_KEY,
'secret': API_SECRET,
"adjustForTimeDifference": False,
'enableRateLimit': False,
'verbose': False
})
phemex.set_leverage(leverage, 'BTC/USD:BTC')
p={"type":"swap","code":coin}
response = phemex.fetch_balance(params=p)
positions = response['info']['data']['positions']
res = next((sub for sub in positions if sub['leverage']), None)
lever = res['leverage']
free_BTC = response[coin]['free']
used_BTC = response[coin]['used']
candles = phemex.fetch_ohlcv(symbol, timeframe = zeitraum, limit = limit)
candles = pd.DataFrame(candles, columns =['Datum', 'Open', 'High', 'Low', 'Close', 'Volume']) 
candles['Datum'] = pd.to_datetime(candles['Datum'], unit='ms')
actual_BTC_value = candles["Close"].iloc[-1]
free_usd = actual_BTC_value * (free_BTC + used_BTC)
trade_amount = free_usd * 0.5 * leverage
amount = trade_amount
print(candles.tail(1))
print("we run the code at: ", pd.Timestamp.now())

结果是：

PS C:UsersuserDesktopBTCPhemex>  c:; cd 'c:UsersuserDesktopBTCPhemex'; & 'C:Usersuser.condaenvspython36python.exe' 'c:Usersuser.vscodeextensionsms-python.python-2022.0.1786462952pythonFileslibpythondebugpylauncher' '55429' '--' 'c:UsersuserDesktopBTCPhemextets.py' 
Datum     Open     High      Low    Close      Volume
98 2022-02-09 08:30:00  43353.5  43353.5  43210.0  43315.0  13009953.0
we run the code at:  2022-02-09 09:40:03.614407
PS C:UsersdanisDesktopBTCPhemex> 

Answer 1

这不是10分钟的延迟。事实上，蜡烛的每个"基准"都是蜡烛开始的日期时间，因此"2022-02-09 08:30:00"的蜡烛实际上是在08:30:00打开并在08:35:00关闭的蜡烛=>然而，正如你在这里所说的延迟是5分钟，你可以通过等待超过5分钟来抵消这一延迟(意思是蜡烛"8:35:00"开始于08:35:00->08:40:00(