From 7d2395ddb7ada3c4e99e5de868cf143303771dd3 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Dec 2020 11:44:50 +0100 Subject: [PATCH] Add limit parameter to fetch_ohlcv --- freqtrade/exchange/binance.py | 1 + freqtrade/exchange/exchange.py | 3 ++- freqtrade/exchange/kraken.py | 1 + 3 files changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 099f282a2..26ec30a8a 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -18,6 +18,7 @@ class Binance(Exchange): _ft_has: Dict = { "stoploss_on_exchange": True, "order_time_in_force": ['gtc', 'fok', 'ioc'], + "ohlcv_candle_limit": 1000, "trades_pagination": "id", "trades_pagination_arg": "fromId", "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 46c45b5e2..6f495e605 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -807,7 +807,8 @@ class Exchange: ) data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe, - since=since_ms) + since=since_ms, + limit=self._ohlcv_candle_limit) # Some exchanges sort OHLCV in ASC order and others in DESC. # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last) diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 4e4713052..6dbb751e5 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -18,6 +18,7 @@ class Kraken(Exchange): _params: Dict = {"trading_agreement": "agree"} _ft_has: Dict = { "stoploss_on_exchange": True, + "ohlcv_candle_limit": 720, "trades_pagination": "id", "trades_pagination_arg": "since", }