Test 5s offset on since

freqtrade/data/history/history_utils.py

@@ -270,7 +270,8 @@ def _download_trades_history(exchange: Exchange,
         from_id = trades[-1][1] if trades else None
         if trades and since < trades[-1][0]:
             # Reset since to the last available point
-            since = trades[-1][0]
+            # - 5 seconds (to ensure we're getting all trades)
+            since = trades[-1][0] - (5 * 1000)
 
         logger.debug("Current Start: %s", trades[0][0] if trades else 'None')
         logger.debug("Current End: %s", trades[-1][0] if trades else 'None')

tests/data/test_history.py

@@ -548,6 +548,17 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert file1.is_file()
 
     # clean files freshly downloaded
+    _clean_test_file(file1)
+    ght_mock.reset_mock()
+    since_time = int(trades_history[-2][0] // 1000)
+    timerange = TimeRange('date', None, since_time, 0)
+    assert _download_trades_history(data_handler=data_handler, exchange=exchange,
+                                    pair='ETH/BTC', timerange=timerange)
+
+    assert ght_mock.call_count == 1
+    # Check this in seconds - since we had to convert to seconds above too.
+    assert int(ght_mock.call_args_list[0].kwargs['since'] // 1000) == since_time - 5
+
     _clean_test_file(file1)
 
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',