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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@ -202,7 +202,9 @@ class TestCCXTExchange():
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pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
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since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
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pair_tf = (pair, '1h', CandleType.FUNDING_RATE)
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timeframe_ff = exchange._ft_has.get('funding_fee_timeframe',
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exchange._ft_has['mark_ohlcv_timeframe'])
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pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE)
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funding_ohlcv = exchange.refresh_latest_ohlcv(
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[pair_tf],
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@ -212,9 +214,8 @@ class TestCCXTExchange():
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assert isinstance(funding_ohlcv, dict)
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rate = funding_ohlcv[pair_tf]
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expected_tf = exchange._ft_has['mark_ohlcv_timeframe']
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this_hour = timeframe_to_prev_date(expected_tf)
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prev_hour = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
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this_hour = timeframe_to_prev_date(timeframe_ff)
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prev_hour = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1))
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assert rate[rate['date'] == this_hour].iloc[0]['open'] != 0.0
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assert rate[rate['date'] == prev_hour].iloc[0]['open'] != 0.0
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