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Okex uses 4h mark candle timeframe

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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
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9
tests/exchange/test_ccxt_compat.py
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@@ -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