From a557451eee75499925b5ac68ce501b669e047bbe Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 19 Dec 2021 14:48:59 +0100 Subject: [PATCH] Okex uses 4h mark candle timeframe --- freqtrade/exchange/exchange.py | 4 +++- freqtrade/exchange/okex.py | 2 ++ tests/exchange/test_ccxt_compat.py | 9 +++++---- 3 files changed, 10 insertions(+), 5 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index b6709d0db..0817df0fc 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1841,6 +1841,8 @@ class Exchange: if self.funding_fee_cutoff(open_date): open_date += timedelta(hours=1) timeframe = self._ft_has['mark_ohlcv_timeframe'] + timeframe_ff = self._ft_has.get('funding_fee_timeframe', + self._ft_has['mark_ohlcv_timeframe']) open_date = timeframe_to_prev_date(timeframe, open_date) fees: float = 0 @@ -1852,7 +1854,7 @@ class Exchange: mark_comb: PairWithTimeframe = ( pair, timeframe, CandleType.from_string(self._ft_has["mark_ohlcv_price"])) - funding_comb: PairWithTimeframe = (pair, timeframe, CandleType.FUNDING_RATE) + funding_comb: PairWithTimeframe = (pair, timeframe_ff, CandleType.FUNDING_RATE) candle_histories = self.refresh_latest_ohlcv( [mark_comb, funding_comb], since_ms=open_timestamp, diff --git a/freqtrade/exchange/okex.py b/freqtrade/exchange/okex.py index 62e6d977b..20e142824 100644 --- a/freqtrade/exchange/okex.py +++ b/freqtrade/exchange/okex.py @@ -16,6 +16,8 @@ class Okex(Exchange): _ft_has: Dict = { "ohlcv_candle_limit": 100, + "mark_ohlcv_timeframe": "4h", + "funding_fee_timeframe": "8h", } _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [ diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index 1da109cfb..122e6e37c 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -202,7 +202,9 @@ class TestCCXTExchange(): pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair']) since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000) - pair_tf = (pair, '1h', CandleType.FUNDING_RATE) + timeframe_ff = exchange._ft_has.get('funding_fee_timeframe', + exchange._ft_has['mark_ohlcv_timeframe']) + pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE) funding_ohlcv = exchange.refresh_latest_ohlcv( [pair_tf], @@ -212,9 +214,8 @@ class TestCCXTExchange(): assert isinstance(funding_ohlcv, dict) rate = funding_ohlcv[pair_tf] - expected_tf = exchange._ft_has['mark_ohlcv_timeframe'] - this_hour = timeframe_to_prev_date(expected_tf) - prev_hour = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1)) + this_hour = timeframe_to_prev_date(timeframe_ff) + prev_hour = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1)) assert rate[rate['date'] == this_hour].iloc[0]['open'] != 0.0 assert rate[rate['date'] == prev_hour].iloc[0]['open'] != 0.0