removed exchange._get_mark_price_history

This commit is contained in:
Sam Germain 2022-01-01 13:53:26 -06:00
parent 3d4a5eab81
commit fcded264e6
1 changed files with 0 additions and 40 deletions

View File

@ -1904,46 +1904,6 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def _get_mark_price_history(self, pair: str, since: int) -> Dict:
"""
Get's the mark price history for a pair
:param pair: The quote/base pair of the trade
:param since: The earliest time to start downloading candles, in ms.
"""
try:
candles = self._api.fetch_ohlcv(
pair,
timeframe="1h",
since=since,
params={
'price': self._ft_has["mark_ohlcv_price"]
}
)
history = {}
for candle in candles:
d = datetime.fromtimestamp(int(candle[0] / 1000), timezone.utc)
# Round down to the nearest hour, in case of a delayed timestamp
# The millisecond timestamps can be delayed ~20ms
time = timeframe_to_prev_date('1h', d).timestamp() * 1000
opening_mark_price = candle[1]
history[time] = opening_mark_price
return history
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical '
f'mark price candle (OHLCV) data. Message: {e}') from e
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(f'Could not fetch historical mark price candle (OHLCV) data '
f'for pair {pair} due to {e.__class__.__name__}. '
f'Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch historical mark price candle (OHLCV) data '
f'for pair {pair}. Message: {e}') from e
def _calculate_funding_fees(
self,
pair: str,