Pagination

X-Next-Cursor: <opaque token>
Link: <https://host/api/v1/...?cursor=...>; rel="next"

import json
import os
from urllib.parse import urlencode
from urllib.request import Request, urlopen

base = os.environ["API_URL"].rstrip("/")
owner = os.environ["OWNER"]
params = {"limit": 100}
seen = set()
for _ in range(100):  # Bound memory and request work in production.
    url = f"{base}/api/v1/perp/owners/{owner}/fills?{urlencode(params)}"
    with urlopen(Request(url, headers={"User-Agent": "ault-mm-example/1.0"})) as res:
        rows = json.load(res)
        cursor = res.headers.get("X-Next-Cursor")
    for row in rows:
        print(row["id"], row["quantity"], row["feeDenom"], row["fee"])
    if not cursor:
        break
    if cursor in seen:
        raise RuntimeError("Repeated pagination cursor")
    seen.add(cursor)
    params["cursor"] = cursor