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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().
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.
candle_count = startup_candles + 1
# Allow 5 calls to the exchange per pair

18
freqtrade/exchange/okx.py
View File

@ -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:

3
tests/exchange/test_okx.py
View File

@ -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.MARK) == 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.FUTURES, 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
one_call = int((datetime.now(timezone.utc) - timedelta(
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.FUTURES, one_call) == 300
one_call = int((datetime.now(timezone.utc) - timedelta(
minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100