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Revert ohlcv_candle_limit logic for okx

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Matthias
2022-05-14 19:32:28 +02:00
parent 116b58e97c
commit d60d0f64d2
3 changed files with 15 additions and 11 deletions
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18
freqtrade/exchange/okx.py
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@@ -10,7 +10,7 @@ from freqtrade.enums.candletype import CandleType
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.exchange.exchange import timeframe_to_minutes
from freqtrade.exchange.exchange import date_minus_candles
logger = logging.getLogger(__name__)
@@ -23,7 +23,7 @@ class Okx(Exchange):
"""
_ft_has: Dict = {
"ohlcv_candle_limit": 300, # Warning, special case with data prior to X months
"ohlcv_candle_limit": 100, # Warning, special case with data prior to X months
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
}
@@ -53,15 +53,13 @@ class Okx(Exchange):
:param since_ms: Candle-type
:return: Candle limit as integer
"""
now = datetime.now(timezone.utc)
offset_mins = timeframe_to_minutes(timeframe) * self._ft_has['ohlcv_candle_limit']
if since_ms and since_ms < ((now - timedelta(minutes=offset_mins)).timestamp() * 1000):
return 100
if candle_type not in (CandleType.FUTURES, CandleType.SPOT):
return 100
if (
candle_type in (CandleType.FUTURES, CandleType.SPOT) and
(not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000))
):
return 300
return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
timeframe, self._ft_has.get('ohlcv_candle_limit')))
return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
@retrier
def additional_exchange_init(self) -> None: