Okex uses 4h mark candle timeframe
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@@ -1841,6 +1841,8 @@ class Exchange:
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if self.funding_fee_cutoff(open_date):
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open_date += timedelta(hours=1)
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timeframe = self._ft_has['mark_ohlcv_timeframe']
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timeframe_ff = self._ft_has.get('funding_fee_timeframe',
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self._ft_has['mark_ohlcv_timeframe'])
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open_date = timeframe_to_prev_date(timeframe, open_date)
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fees: float = 0
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@@ -1852,7 +1854,7 @@ class Exchange:
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mark_comb: PairWithTimeframe = (
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pair, timeframe, CandleType.from_string(self._ft_has["mark_ohlcv_price"]))
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funding_comb: PairWithTimeframe = (pair, timeframe, CandleType.FUNDING_RATE)
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funding_comb: PairWithTimeframe = (pair, timeframe_ff, CandleType.FUNDING_RATE)
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candle_histories = self.refresh_latest_ohlcv(
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[mark_comb, funding_comb],
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since_ms=open_timestamp,
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@@ -16,6 +16,8 @@ class Okex(Exchange):
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_ft_has: Dict = {
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"ohlcv_candle_limit": 100,
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"mark_ohlcv_timeframe": "4h",
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"funding_fee_timeframe": "8h",
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}
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_supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
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