Inaccurate prices with get_klines

[kelon33]

When using the get_klines function, the opening prices for symbols are often times inaccurate.

Code snippet to reproduce the behavior:
import pandas as pd
from dotenv import load_dotenv
from binance.client import Client
import os
import datetime
load_dotenv()

client = Client(api_key, api_secret, testnet=True)
candles = client.get_klines(symbol='BNBUSDT', interval=Client.KLINE_INTERVAL_1HOUR)
df = pd.DataFrame(candles)
ts = df.iloc[-4][0]/1000
dt = datetime.datetime.fromtimestamp(ts)
dt.strftime("%Y-%m-%d %H:%M:%S")
open_price = []
for col in range(len(df.index)):
open_price.append(df.iloc[col][1])
print(open_price[-4])
print(dt)

• Python version: 3.7
• Virtual Env: Visual Studio Code
• OS: Windows 10
• python-binance version

Expected to get accurate open price of a kline as shown on binance.

the code gives the result:
240.60000000
2023-12-10 17:00:00

While for the same time interval on binance, for the same kline, the price given is 240.3 and not 240.6.
Similar inaccuracies happen with some of the other open prices.

[phong-phuong]

The client is using the testnet API.
To avoid this, set testnet = False when creating the client. This will then pull the real market prices.
client = Client(testnet=False)

[kelon33]

Thank you very much for the reply. The solution is simple, but I was unaware of the difference in prices over the testNET, so it eluded me. Thank you again. בתאריך יום ו׳, 29 בדצמ׳ 2023, 1:56, מאת phong-phuong ‏< ***@***.***>:

…

The client is using the testnet API. To avoid this, set testnet = False when creating the client. This will then pull the real market prices. client = Client(testnet=False) — Reply to this email directly, view it on GitHub <#1379 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ALX46DEM7SQMJLJWG6OSEMLYLYBMTAVCNFSM6AAAAABAOYCG42VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQNZRGYZTCMZZGY> . You are receiving this because you authored the thread.Message ID: ***@***.***>