From da5c38bc14edd8973bb364361c07631e382512fe Mon Sep 17 00:00:00 2001
From: Tamer Saadeh <tamersaadeh@gmail.com>
Date: Fri, 23 Mar 2018 17:40:30 +0100
Subject: [PATCH 1/3] Allow get_product_trades to be paginated

This implements the pagination of trades, as per the docs (https://docs.gdax.com/#get-trades).
---
 gdax/public_client.py | 47 ++++++++++++++++++++++++-------------------
 1 file changed, 26 insertions(+), 21 deletions(-)

diff --git a/gdax/public_client.py b/gdax/public_client.py
index 43e769d..3ce4fd2 100644
--- a/gdax/public_client.py
+++ b/gdax/public_client.py
@@ -119,30 +119,35 @@ def get_product_ticker(self, product_id):
         """
         return self._get('/products/{}/ticker'.format(str(product_id)))
 
-    def get_product_trades(self, product_id):
-        """List the latest trades for a product.
+    def get_product_trades(self, product_id, before='', after='', limit='', result=[]):
+        url = self.url + '/products/{}/trades'.format(str(product_id))
+        params = {}
 
-        Args:
-            product_id (str): Product
+        if before:
+            params['before'] = str(before)
+        if after:
+            params['after'] = str(after)
+        if limit and limit < 100:
+            # the default limit is 100
+            # we only add it if the limit is less than 100
+            params['limit'] = limit
 
-        Returns:
-            list: Latest trades. Example::
-                [{
-                    "time": "2014-11-07T22:19:28.578544Z",
-                    "trade_id": 74,
-                    "price": "10.00000000",
-                    "size": "0.01000000",
-                    "side": "buy"
-                }, {
-                    "time": "2014-11-07T01:08:43.642366Z",
-                    "trade_id": 73,
-                    "price": "100.00000000",
-                    "size": "0.01000000",
-                    "side": "sell"
-                }]
+        r = requests.get(url, params=params)
+        r.raise_for_status()
 
-        """
-        return self._get('/products/{}/trades'.format(str(product_id)))
+        result.extend(r.json())
+
+        if 'cb-after' in r.headers and limit is not len(result):
+            # update limit
+            limit -= len(result)
+            if limit <= 0:
+                return result
+
+            # ensure that we don't get rate-limited/blocked
+            time.sleep(0.4)
+            return self.get_product_trades(product_id=product_id, after=r.headers['cb-after'], limit=limit, result=result)
+
+        return result
 
     def get_product_historic_rates(self, product_id, start=None, end=None,
                                    granularity=None):

From 23f8949b24773405ce9fffdbe123f7365ee6695b Mon Sep 17 00:00:00 2001
From: Tamer Saadeh <tamersaadeh@gmail.com>
Date: Fri, 23 Mar 2018 17:51:04 +0100
Subject: [PATCH 2/3] add docs

---
 gdax/public_client.py | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)

diff --git a/gdax/public_client.py b/gdax/public_client.py
index 3ce4fd2..0c970e5 100644
--- a/gdax/public_client.py
+++ b/gdax/public_client.py
@@ -120,6 +120,30 @@ def get_product_ticker(self, product_id):
         return self._get('/products/{}/ticker'.format(str(product_id)))
 
     def get_product_trades(self, product_id, before='', after='', limit='', result=[]):
+        """List the latest trades for a product.
+        Args:
+             product_id (str): Product
+             before (Optional[str]): start time in ISO 8601
+             after (Optional[str]): end time in ISO 8601
+             limit (Optional[int]): the desired number of trades (can be more than 100,
+                          automatically paginated)
+             results (Optional[list]): list of results that is used for the pagination
+        Returns:
+             list: Latest trades. Example::
+                 [{
+                     "time": "2014-11-07T22:19:28.578544Z",
+                     "trade_id": 74,
+                     "price": "10.00000000",
+                     "size": "0.01000000",
+                     "side": "buy"
+                 }, {
+                     "time": "2014-11-07T01:08:43.642366Z",
+                     "trade_id": 73,
+                     "price": "100.00000000",
+                     "size": "0.01000000",
+                     "side": "sell"
+         }]
+        """"
         url = self.url + '/products/{}/trades'.format(str(product_id))
         params = {}
 

From fb2f0d6d0775e341f39ce161efbb920c0684514a Mon Sep 17 00:00:00 2001
From: Tamer Saadeh <tamersaadeh@gmail.com>
Date: Sat, 24 Mar 2018 11:41:33 +0100
Subject: [PATCH 3/3] remove raise and comment out time.sleep

---
 gdax/public_client.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/gdax/public_client.py b/gdax/public_client.py
index 0c970e5..282021a 100644
--- a/gdax/public_client.py
+++ b/gdax/public_client.py
@@ -157,7 +157,7 @@ def get_product_trades(self, product_id, before='', after='', limit='', result=[
             params['limit'] = limit
 
         r = requests.get(url, params=params)
-        r.raise_for_status()
+        # r.raise_for_status()
 
         result.extend(r.json())
 
@@ -167,8 +167,8 @@ def get_product_trades(self, product_id, before='', after='', limit='', result=[
             if limit <= 0:
                 return result
 
-            # ensure that we don't get rate-limited/blocked
-            time.sleep(0.4)
+            # TODO: need a way to ensure that we don't get rate-limited/blocked
+            # time.sleep(0.4)
             return self.get_product_trades(product_id=product_id, after=r.headers['cb-after'], limit=limit, result=result)
 
         return result