Inconsistencies with GetRecentTradesAsync / GetHistoricalTradesAsync across Exchanges

[GonzoKK]

I have just started to delve into this and will add comments/feedback as I go...

For consistency across exchanges - I would prefer GetRecentTradesAsync and/or GetHistoricalTradesAsync to accept a numerical limit (eg 100) on number of Trades. It currently varies wildly, for example...

Binance
✓ GetRecentTradesAsync: (ETHBTC) 4984 items [3,972s]
✓ GetHistoricalTradesAsync: (ETHBTC) 4978 items [1,632s]
Bittrex
✓ GetRecentTradesAsync: (BTC-RVN) 100 items [0,351s]
✓ GetHistoricalTradesAsync: (BTC-RVN) 14400 items [2,190s]
HitBTC
✓ GetRecentTradesAsync: (BCNBTC) 10 items [0,009s]
✓ GetHistoricalTradesAsync: (BCNBTC) 100 items [0,300s]

[GonzoKK]

Problem 01: On Bittrex, OnGetHistoricalTradesAsync uses GetTicks as a hack, HOWEVER it hardcodes every trade to be a BUY. IMO this can be very confusing as it implies there are no SELLS!

Edit: Also returning 14400 records is a bit overkill

[vslee]

Looks like there's a new V3 endpoint that provides the trades directly instead of being a hack. If you want to update the code here, I can incorporate it.

[GonzoKK]

That v3 endpoint provides the same results as the current GetRecentTradesAsync which uses https://bittrex.github.io/api/v1-1#operation--public-getmarkethistory-get

They both return the same 100 records (some field names have changed). But in essence that functionality already exists in Sharp.

v1.1 https://api.bittrex.com/api/v1.1/public/getmarkethistory?market=BTC-DOGE

v3 https://api.bittrex.com/v3/markets/DOGE-BTC/trades

[vslee]

I see. Do you have any suggestions for OnGetHistoricalTradesAsync()?

[GonzoKK]

For Bittrex - I'm not aware of an endpoint that allows you to query trades by dates. And I don't think panelbeating Candle data is "correct". Candles are not trades.

So in the case of Bittrex v3 - I'd say OnGetHistoricalTradesAsync is unsupported.

Or perhaps retrieve same results as GetRecentTradesAsync....

[GonzoKK]

Problem 02 - Many exchanges support specifying a limit for number of trades. Currently however - neither GetHistoricalTradesAsync/GetRecentTradesAsync accept int? limit = null as an argument.

As a result, in Sharp - limit is hard coded on many exchanges. Bitfinex is just one example...

Bitfinex however supports a limit of 10000 https://docs.bitfinex.com/reference#rest-public-trades

On my side:

1. I've added int? limit as a parameter to GetHistoricalTradesAsync & GetRecentTradesAsync (this impacts many files)
2. At the moment I'm busy adding/fixing GetRecentTradesAsync on a few exchanges (Binance, HitBTC, Bitfinex and some others)
   
3. For GetRecentTradesAsync , the sort order will be Descending (ie newest trades first)

Within 24 hours - I'll drop a link here to a zip file with updated source files

[GonzoKK]

Since I cant reopen this issue - I've created a new ticket at #510