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Fix FTX not fetching the very latest data

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This commit is contained in:
Matthias 2022-04-25 08:38:02 +02:00
parent f45bafdb16
commit 86b3aac9ba
2 changed files with 7 additions and 3 deletions
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9
freqtrade/exchange/exchange.py
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@ -64,6 +64,7 @@ class Exchange:
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True,
"ohlcv_require_since": False,
# Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
"ohlcv_volume_currency": "base", # "base" or "quote"
"tickers_have_quoteVolume": True,
@ -1710,7 +1711,8 @@ class Exchange:
def _build_coroutine(self, pair: str, timeframe: str, candle_type: CandleType,
since_ms: Optional[int]) -> Coroutine:
if not since_ms and self.required_candle_call_count > 1:
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)
move_to = one_call * self.required_candle_call_count
@ -1829,17 +1831,18 @@ class Exchange:
pair, timeframe, since_ms, s
)
params = deepcopy(self._ft_has.get('ohlcv_params', {}))
candle_limit = self.ohlcv_candle_limit(timeframe)
if candle_type != CandleType.SPOT:
params.update({'price': candle_type})
if candle_type != CandleType.FUNDING_RATE:
data = await self._api_async.fetch_ohlcv(
pair, timeframe=timeframe, since=since_ms,
limit=self.ohlcv_candle_limit(timeframe), params=params)
limit=candle_limit, params=params)
else:
# Funding rate
data = await self._api_async.fetch_funding_rate_history(
pair, since=since_ms,
limit=self.ohlcv_candle_limit(timeframe))
limit=candle_limit)
# Convert funding rate to candle pattern
data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
# Some exchanges sort OHLCV in ASC order and others in DESC.

1
freqtrade/exchange/ftx.py
View File

@ -20,6 +20,7 @@ class Ftx(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"ohlcv_candle_limit": 1500,
"ohlcv_require_since": True,
"ohlcv_volume_currency": "quote",
"mark_ohlcv_price": "index",
"mark_ohlcv_timeframe": "1h",