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Revert ohlcv_candle_limit logic for okx

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This commit is contained in:
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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5
freqtrade/exchange/exchange.py
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@ -619,7 +619,10 @@ class Exchange:
Checks if required startup_candles is more than ohlcv_candle_limit(). Checks if required startup_candles is more than ohlcv_candle_limit().
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default. Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
""" """
candle_limit = self.ohlcv_candle_limit(timeframe, self._config['candle_type_def'], None)
candle_limit = self.ohlcv_candle_limit(
timeframe, self._config['candle_type_def'],
date_minus_candles(timeframe, startup_candles))
# Require one more candle - to account for the still open candle. # Require one more candle - to account for the still open candle.
candle_count = startup_candles + 1 candle_count = startup_candles + 1
# Allow 5 calls to the exchange per pair # Allow 5 calls to the exchange per pair

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.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier 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__) logger = logging.getLogger(__name__)
@ -23,7 +23,7 @@ class Okx(Exchange):
""" """
_ft_has: Dict = { _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", "mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h", "funding_fee_timeframe": "8h",
} }
@ -53,15 +53,13 @@ class Okx(Exchange):
:param since_ms: Candle-type :param since_ms: Candle-type
:return: Candle limit as integer :return: Candle limit as integer
""" """
now = datetime.now(timezone.utc) if (
offset_mins = timeframe_to_minutes(timeframe) * self._ft_has['ohlcv_candle_limit'] candle_type in (CandleType.FUTURES, CandleType.SPOT) and
if since_ms and since_ms < ((now - timedelta(minutes=offset_mins)).timestamp() * 1000): (not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000))
return 100 ):
if candle_type not in (CandleType.FUTURES, CandleType.SPOT): return 300
return 100
return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get( return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
timeframe, self._ft_has.get('ohlcv_candle_limit')))
@retrier @retrier
def additional_exchange_init(self) -> None: def additional_exchange_init(self) -> None:

3
tests/exchange/test_okx.py
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@ -20,14 +20,17 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300
assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
one_call = int((datetime.now(timezone.utc) - timedelta( one_call = int((datetime.now(timezone.utc) - timedelta(
minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000) minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300 assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
one_call = int((datetime.now(timezone.utc) - timedelta( one_call = int((datetime.now(timezone.utc) - timedelta(
minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000) minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100 assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100