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

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]] = [