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Update merge to "left" to avoid creating non-existing mark candles
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@@ -2887,7 +2887,7 @@ class Exchange:
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else:
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# Fill up missing funding_rate candles with fallback value
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combined = mark_rates.merge(
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funding_rates, on='date', how="outer", suffixes=["_mark", "_fund"]
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funding_rates, on='date', how="left", suffixes=["_mark", "_fund"]
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)
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combined['open_fund'] = combined['open_fund'].fillna(futures_funding_rate)
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return combined
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