From 0ea8957cccc97a975960abe20ad089ffa56a3bc2 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 29 Oct 2021 20:07:24 -0600
Subject: [PATCH] removed ftx get_mark_price_history, added variable
 mark_ohlcv_price, used fetch_ohlcv instead of fetch_mark_ohlcv inside
 get_mark_price_history

---
 freqtrade/exchange/exchange.py | 40 ++++++++++++++++++++++++----------
 freqtrade/exchange/ftx.py      | 30 ++-----------------------
 2 files changed, 31 insertions(+), 39 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3069aea61..ed21e57b9 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -80,6 +80,8 @@ class Exchange:
         # TradingMode.SPOT always supported and not required in this list
     ]
 
+    mark_ohlcv_price = 'mark'
+
     def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
         """
         Initializes this module with the given config,
@@ -1744,15 +1746,32 @@ class Exchange:
             Get's the mark price history for a pair
         """
 
-        candles = self._api.fetch_mark_ohlcv(
-            pair,
-            timeframe="1h",
-            since=start
-        )
-        history = {}
-        for candle in candles:
-            history[candle[0]] = candle[1]
-        return history
+        try:
+            candles = self._api.fetch_ohlcv(
+                pair,
+                timeframe="1h",
+                since=start,
+                params={
+                    'price': self.mark_ohlcv_price
+                }
+            )
+            history = {}
+            for candle in candles:
+                history[candle[0]] = candle[1]
+            return history
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f'Exchange {self._api.name} does not support fetching historical '
+                f'mark price candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(f'Could not fetch historical mark price candle (OHLCV) data '
+                                 f'for pair {pair} due to {e.__class__.__name__}. '
+                                 f'Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(f'Could not fetch historical mark price candle (OHLCV) data '
+                                       f'for pair {pair}. Message: {e}') from e
 
     def calculate_funding_fees(
         self,
@@ -1779,8 +1798,7 @@ class Exchange:
         )
         mark_price_history = self._get_mark_price_history(
             pair,
-            int(open_date.timestamp()),
-            close_date_timestamp
+            int(open_date.timestamp())
         )
         for date in self._get_funding_fee_dates(open_date, close_date):
             funding_rate = funding_rate_history[date.timestamp]
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index e78c43872..14045e302 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -1,6 +1,6 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Tuple
 
 import ccxt
 
@@ -28,6 +28,7 @@ class Ftx(Exchange):
         # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
         # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
     ]
+    mark_ohlcv_price = 'index'
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """
@@ -168,30 +169,3 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
-
-    def _get_mark_price_history(
-        self,
-        pair: str,
-        start: int,
-        end: Optional[int]
-    ) -> Dict:
-        """
-            Get's the mark price history for a pair
-        """
-        if end:
-            params = {
-                'endTime': end
-            }
-        else:
-            params = {}
-
-        candles = self._api.fetch_index_ohlcv(
-            pair,
-            timeframe="1h",
-            since=start,
-            params=params
-        )
-        history = {}
-        for candle in candles:
-            history[candle[0]] = candle[1]
-        return history