fix: add end_str to aggregate_trade_iter to bound iteration - #1695
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tiyaagarwal wants to merge 1 commit into
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fix: add end_str to aggregate_trade_iter to bound iteration#1695tiyaagarwal wants to merge 1 commit into
tiyaagarwal wants to merge 1 commit into
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aggregate_trade_iter has no way to stop before "now", so collecting trades over a long historical range runs out of memory (sammchardy#497). Adds an optional end_str parameter, following the same convention as get_historical_klines_generator's start_str/end_str pair: the iterator now stops once it has yielded the last trade at or before end_str. Fixed in both Client and AsyncClient, which share this logic. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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Summary
Fixes #497.
aggregate_trade_iterhad no way to stop before "now" — pullingtrades over a long historical range would keep paginating forever and run
the caller out of memory, exactly as reported.
Adds an optional
end_strparameter, following the same convention alreadyused by
get_historical_klines_generator(start_str/end_str, parsed viaconvert_ts_str). The iterator now stops once it has yielded the last tradeat or before
end_str. Backward compatible: omittingend_strpreservesthe existing unbounded behavior exactly.
Client.aggregate_trade_iterandAsyncClient.aggregate_trade_itersharethis logic (the async version reuses the sync docstring), so both are fixed.
Test plan
start_str,spanning multiple
fromIdpages before hittingend_str, and aregression test confirming behavior without
end_stris unchanged.All run fully offline (mocked
get_aggregate_trades,Client(..., ping=False)to avoid the constructor's network ping).ruff check/ruff formatclean on the changed lines.pytest tests/test_client.py tests/test_async_client.py -k aggregate_trade_iter— 4 passed.Disclosure
I used Claude (Anthropic) to help implement and test this fix; I reviewed
and understand the change. Happy to adjust based on maintainer feedback.