Okex uses 4h mark candle timeframe

This commit is contained in:
Matthias
2021-12-19 14:48:59 +01:00
parent ddce28c12d
commit a557451eee
3 changed files with 10 additions and 5 deletions

View File

@@ -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,

View File

@@ -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]] = [