bmoscon
BinanceDelivery Candles (Rest)
General: Thank you First of all, I would like to convey my gratitude to you. You have created a fantastic library.
Describe the bug
The candles method defined in the Binance Rest Mixin considers limits and adjusts the window by updating the start time (forward request). This works for Spot and UM. Unfortunately, the Binance API is not that consistent. For CM/Delivery, the approach is a backward request i.e. the end time requires to be updated i.e. end = data[0][0] - 1
To Reproduce
Use BinanceDelivery and request a longer period which exceeds the limit=1000 such that multiple rest requests have to be triggered. Ideally, you can temporarily set the limit to 1 and send a request which expects two candles.
Expected behavior The data is sorted (ascending) covering data of the requested period.
