Candles feed support for an exchange is needed to support backtesting and advanced V2 strategies. With the launch of Hummingbot 2.0, adding candles to more exchange will expand support more broadly.
The objective of this bounty is to standardize the current candles feds, improving the current design if needed, and add support to more DEX and CEX exchanges.
Assigning this task to a single developer should streamline it and make it easier to review/test.
Standardize all the timestamps from milliseconds to seconds. Validate that the download_candles method retrieves the most recent candles at the end of the records for each supported exchange.
Validate that the real-time candles collected are able to fill gaps if there are candles missing or restart the process. Create a simple script that measures the timedelta between the candles and see if it's the same as the interval to use as a validation.
2000 USD or equivalent amount in HBOT
To be assigned by Hummingbot Foundation