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Add warning about OKX futures backtesting data

This commit is contained in:
Matthias 2022-05-13 07:03:18 +02:00
parent 5444f4ee6f
commit c299601ece
2 changed files with 4 additions and 3 deletions
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5
docs/exchanges.md
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@ -228,11 +228,12 @@ OKX requires a passphrase for each api key, you will therefore need to add this
``` ```
!!! Warning !!! Warning
OKX only provides 300 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode. OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
!!! Warning "Futures - position mode" !!! Warning "Futures"
OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode). OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades. Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
## Gate.io ## Gate.io

2
freqtrade/exchange/okx.py
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@ -20,7 +20,7 @@ class Okx(Exchange):
""" """
_ft_has: Dict = { _ft_has: Dict = {
"ohlcv_candle_limit": 300, "ohlcv_candle_limit": 100,
"mark_ohlcv_timeframe": "4h", "mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h", "funding_fee_timeframe": "8h",
} }