Use exchange-dependant timeframe/candletype to get mark/index candles

freqtrade/data/history/history_utils.py

@@ -281,9 +281,12 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                                    timeframe=str(timeframe), new_pairs_days=new_pairs_days,
                                    candle_type=candle_type)
         if trading_mode == 'futures':
-            # TODO-lev: Use correct candletype (and timeframe) depending on exchange
-            timeframe = '1h'
-            candle_type = CandleType.MARK
+            # Predefined candletype (and timeframe) depending on exchange
+            # Downloads what is necessary to backtest based on futures data.
+            timeframe = exchange._ft_has['mark_ohlcv_timeframe']
+            candle_type = CandleType.from_string(exchange._ft_has['mark_ohlcv_price'])
+            # candle_type = CandleType.MARK
+
             # TODO: this could be in most parts to the above.
             if erase:
                 if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):

freqtrade/exchange/exchange.py

@@ -70,6 +70,7 @@ class Exchange:
         "l2_limit_range": None,
         "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
         "mark_ohlcv_price": "mark",
+        "mark_ohlcv_timeframe": "8h",
         "ccxt_futures_name": "swap"
     }
     _ft_has: Dict = {}

freqtrade/exchange/ftx.py

@@ -21,6 +21,7 @@ class Ftx(Exchange):
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
         "mark_ohlcv_price": "index",
+        "mark_ohlcv_timeframe": "1h",
         "ccxt_futures_name": "future"
     }
 

freqtrade/exchange/kraken.py

@@ -22,6 +22,7 @@ class Kraken(Exchange):
         "ohlcv_candle_limit": 720,
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
+        "mark_ohlcv_timeframe": "4h",
     }
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [