adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add limit parameter to fetch_ohlcv

Browse Source
This commit is contained in:
Matthias 2020-12-20 11:44:50 +01:00
parent b9f3410d8b
commit 7d2395ddb7
3 changed files with 4 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
freqtrade/exchange/binance.py
View File

@ -18,6 +18,7 @@ class Binance(Exchange):
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"order_time_in_force": ['gtc', 'fok', 'ioc'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"ohlcv_candle_limit": 1000,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "fromId", "trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],

3
freqtrade/exchange/exchange.py
View File

@ -807,7 +807,8 @@ class Exchange:
) )
data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe, 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. # 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) # Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)

1
freqtrade/exchange/kraken.py
View File

@ -18,6 +18,7 @@ class Kraken(Exchange):
_params: Dict = {"trading_agreement": "agree"} _params: Dict = {"trading_agreement": "agree"}
_ft_has: Dict = { _ft_has: Dict = {
"stoploss_on_exchange": True, "stoploss_on_exchange": True,
"ohlcv_candle_limit": 720,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "since", "trades_pagination_arg": "since",
} }