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Okx - conditional candle-length

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Matthias
2022-05-14 09:51:44 +02:00
parent 64668b11da
commit 111b04c9e6
3 changed files with 71 additions and 7 deletions
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17
freqtrade/exchange/exchange.py
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@@ -309,12 +309,15 @@ class Exchange:
if self.log_responses:
logger.info(f"API {endpoint}: {response}")
def ohlcv_candle_limit(self, timeframe: str) -> int:
def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int]) -> int:
"""
Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
:param timeframe: Timeframe to check
:param candle_type: Candle-type
:param since_ms: Candle-type
:return: Candle limit as integer
"""
return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
@@ -616,7 +619,7 @@ class Exchange:
Checks if required startup_candles is more than ohlcv_candle_limit().
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
"""
candle_limit = self.ohlcv_candle_limit(timeframe)
candle_limit = self.ohlcv_candle_limit(timeframe, self._config['candle_type_def'], None)
# Require one more candle - to account for the still open candle.
candle_count = startup_candles + 1
# Allow 5 calls to the exchange per pair
@@ -1708,7 +1711,8 @@ class Exchange:
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
timeframe, candle_type, since_ms)
logger.debug(
"one_call: %s msecs (%s)",
one_call,
@@ -1744,7 +1748,8 @@ class Exchange:
if (not since_ms
and (self._ft_has["ohlcv_require_since"] or self.required_candle_call_count > 1)):
# Multiple calls for one pair - to get more history
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
timeframe, candle_type, since_ms)
move_to = one_call * self.required_candle_call_count
now = timeframe_to_next_date(timeframe)
since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
@@ -1862,7 +1867,9 @@ class Exchange:
pair, timeframe, since_ms, s
)
params = deepcopy(self._ft_has.get('ohlcv_params', {}))
candle_limit = self.ohlcv_candle_limit(timeframe)
candle_limit = self.ohlcv_candle_limit(
timeframe, candle_type=candle_type, since_ms=since_ms)
if candle_type != CandleType.SPOT:
params.update({'price': candle_type})
if candle_type != CandleType.FUNDING_RATE: