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Update data downloading to include funding_fee downloads

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Matthias
2021-12-18 15:32:02 +01:00
parent 17bd990053
commit ddce28c12d
3 changed files with 19 additions and 18 deletions
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10
freqtrade/exchange/exchange.py
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@@ -1840,8 +1840,8 @@ class Exchange:
if self.funding_fee_cutoff(open_date):
open_date += timedelta(hours=1)
open_date = timeframe_to_prev_date('1h', open_date)
timeframe = self._ft_has['mark_ohlcv_timeframe']
open_date = timeframe_to_prev_date(timeframe, open_date)
fees: float = 0
if not close_date:
@@ -1850,11 +1850,9 @@ class Exchange:
# close_timestamp = int(close_date.timestamp()) * 1000
mark_comb: PairWithTimeframe = (
pair, '1h', CandleType.from_string(self._ft_has["mark_ohlcv_price"]))
pair, timeframe, CandleType.from_string(self._ft_has["mark_ohlcv_price"]))
# TODO-lev: 1h seems arbitrary and generates a lot of "empty" lines
# TODO-lev: probably a exchange-adjusted parameter would make more sense
funding_comb: PairWithTimeframe = (pair, '1h', CandleType.FUNDING_RATE)
funding_comb: PairWithTimeframe = (pair, timeframe, CandleType.FUNDING_RATE)
candle_histories = self.refresh_latest_ohlcv(
[mark_comb, funding_comb],
since_ms=open_timestamp,