lib/history/sources/ftx/trades.ex
defmodule History.Sources.Ftx.Trades do
def period do
{:ok, fifteen_minutes} = Time.new(0, 15, 0, 0)
{seconds, _ms} = Time.to_seconds_after_midnight(fifteen_minutes)
{:ok, seconds}
end
def periods_per_chunk do
# 15 minutes
{:ok, 1}
end
def fetch(chunk) do
start_time = DateTime.to_unix(chunk.start_at)
end_time = DateTime.to_unix(chunk.end_at)
params = %{start_time: start_time, end_time: end_time}
ExFtx.Markets.Trades.get(chunk.product, params)
end
end