统一API结果分页

大多数统一API的方法会返回单一对象或对象数组（交易、委托单等）。然而，极少数交易所会返回一次返回全部委托单、全部交易或全部ohlcv烛线图数据。更常见的是交易所API会限制返回一定数量的最新对象，你不能一次调用就获取从开始时间到当前时刻的全部对象。实际上，极少有交易所能容忍或允许这样的调用。

要获取历史委托单或交易，用户需要分页遍历数据。分页通常表示要循环提取部分数据。

在大多数情况下，用户需要使用某种类型的分页来获取期望的结果。如果用户没有使用分页，大多数方法将返回交易所的默认结果，这可能是从历史的开始时刻或者也可能是返回最近的一部分数据。默认行为是交易所相关的！分页通常会在以下方法中用到：

fetchTrades
fetchOHLCV
fetchOrders
fetchOpenOrders
fetchClosedOrders
fetchMyTrades
fetchTransactions
fetchDeposits
fetchWithdrawals

对于返回对象列表的方法，交易所可能提供一种或多种分页类型。CCXT默认统一了基于日期、基于毫秒时间戳的分页。

用于UTC日期和时间戳的方法集：

exchange.parse8601 ('2018-01-01T00:00:00Z') == 1514764800000 // integer, Z = UTC
exchange.iso8601 (1514764800000) == '2018-01-01T00:00:00Z'   // iso8601 string
exchange.seconds ()      // integer UTC timestamp in seconds
exchange.milliseconds () // integer UTC timestamp in milliseconds

基于日期的分页

这是目前CCXT统一API使用的分页类型。调用者提供一个毫秒时间戳作为since 参数的值，同时传入一个数值来限定返回结果的数量。要逐页遍历感兴趣的对象，调用者运行如下的伪代码。

JavaScript：

if (exchange.has['fetchTrades']) {
    let since = exchange.milliseconds () - 86400000 // -1 day from now
    // alternatively, fetch from a certain starting datetime
    // let since = exchange.parse8601 ('2018-01-01T00:00:00Z')
    let allTrades = []
    while (since < exchange.milliseconds ()) {
        const symbol = undefined // change for your symbol
        const limit = 20 // change for your limit
        const trades = await exchange.fetchTrades (symbol, since, limit)
        if (trades.length) {
            since = trades[trades.length - 1]['timestamp']
            allTrades = allTrades.concat (trades)
        } else {
            break
        }
    }
}

Python：

if exchange.has['fetchOrders']:
    since = exchange.milliseconds () - 86400000  # -1 day from now
    # alternatively, fetch from a certain starting datetime
    # since = exchange.parse8601('2018-01-01T00:00:00Z')
    all_orders = []
    while since < exchange.milliseconds ():
        symbol = None  # change for your symbol
        limit = 20  # change for your limit
        orders = await exchange.fetch_orders(symbol, since, limit)
        if len(orders):
            since = orders[len(orders) - 1]['timestamp']
            all_orders += orders
        else:
            break

PHP：

if ($exchange->has['fetchMyTrades']) {
    $since = exchange->milliseconds () - 86400000; // -1 day from now
    // alternatively, fetch from a certain starting datetime
    // $since = $exchange->parse8601 ('2018-01-01T00:00:00Z');
    $all_trades = array ();
    while (since < exchange->milliseconds ()) {
        $symbol = null; // change for your symbol
        $limit = 20; // change for your limit
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit);
        if (count($trades)) {
            $since = $trades[count($trades) - 1]['timestamp'];
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

基于ID的分页

调用者提供对象的from_id，以及一个用于限定返回结果数量的值。这是一些交易所的默认行为，然而，这一分页类型目前还不是统一的。要基于ID进行分页，调用者可以运行如下伪代码：

JavaScript：

if (exchange.has['fetchTrades']) {
    let from_id = 'abc123' // all ids are strings
    let allTrades = []
    while (true) {
        const symbol = undefined // change for your symbol
        const since = undefined
        const limit = 20 // change for your limit
        const params = {
            'from_id': from_id, // exchange-specific non-unified parameter name
        }
        const trades = await exchange.fetchTrades (symbol, since, limit, params)
        if (trades.length) {
            from_id = trades[trades.length - 1]['id']
            allTrades.push (trades)
        } else {
            break
        }
    }
}

Python：

if exchange.has['fetchOrders']:
    from_id = 'abc123'  # all ids are strings
    all_orders = []
    while True:
        symbol = None  # change for your symbol
        since = None
        limit = 20  # change for your limit
        params = {
            'from_id': from_id,  # exchange-specific non-unified parameter name
        }
        orders = await exchange.fetch_orders(symbol, since, limit, params)
        if len(orders):
            from_id = orders[len(orders) - 1]['id']
            all_orders += orders
        else:
            break

PHP：

if ($exchange->has['fetchMyTrades']) {
    $from_id = 'abc123' // all ids are strings
    $all_trades = array ();
    while (true) {
        $symbol = null; // change for your symbol
        $since = null;
        $limit = 20; // change for your limit
        $params = array (
            'from_id' => $from_id, // exchange-specific non-unified parameter name
        );
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit, $params);
        if (count($trades)) {
            $from_id = $trades[count($trades) - 1]['id'];
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

基于页号的分页

调用者提供一个页号或者初始的游标值。交易所范围一页结果以及后续的游标值以便继续。大多数实现这种类型分页的交易所，在响应内容或响应头中返回下一个游标。

可以访问这里查看示例代码实现。

在每个迭代周期，调用者必须拿到下一个游标并将其传入下一次迭代的查询。

JavaScript：

if (exchange.has['fetchTrades']) {
    let page = 0  // exchange-specific type and value
    let allTrades = []
    while (true) {
        const symbol = undefined // change for your symbol
        const since = undefined
        const limit = 20 // change for your limit
        const params = {
            'page': page, // exchange-specific non-unified parameter name
        }
        const trades = await exchange.fetchTrades (symbol, since, limit, params)
        if (trades.length) {
            // not thread-safu and exchange-specific !
            page = exchange.last_json_response['cursor']
            allTrades.push (trades)
        } else {
            break
        }
    }
}

Python：

if exchange.has['fetchOrders']:
    cursor = 0  # exchange-specific type and value
    all_orders = []
    while True:
        symbol = None  # change for your symbol
        since = None
        limit = 20  # change for your limit
        params = {
            'cursor': cursor,  # exchange-specific non-unified parameter name
        }
        orders = await exchange.fetch_orders(symbol, since, limit, params)
        if len(orders):
            # not thread-safu and exchange-specific !
            cursor = exchange.last_http_headers['CB-AFTER']
            all_orders += orders
        else:
            break

PHP：

if ($exchange->has['fetchMyTrades']) {
    $start = '0' // exchange-specific type and value
    $all_trades = array ();
    while (true) {
        $symbol = null; // change for your symbol
        $since = null;
        $limit = 20; // change for your limit
        $params = array (
            'start' => $start, // exchange-specific non-unified parameter name
        );
        $trades = $exchange->fetchMyTrades ($symbol, $since, $limit, $params);
        if (count($trades)) {
            // not thread-safu and exchange-specific !
            $start = $exchange->last_json_response['next'];
            $all_trades = array_merge ($all_trades, $trades);
        } else {
            break;
        }
    }
}

CCXT中文开发手册

统一API结果分页

基于日期的分页

基于ID的分页

基于页号的分页