feat: adjust okx ohlcv candle limits

This commit is contained in:
Matthias
2025-09-09 07:06:42 +02:00
parent 97578c0831
commit eb8875b64b

View File

@@ -65,15 +65,22 @@ class Okx(Exchange):
"""
Exchange ohlcv candle limit
OKX has the following behaviour:
* 300 candles for up-to-date data
* 100 candles for historic data
* 100 candles for additional candles (not futures or spot).
* spot and futures:
* 300 candles for regular candles
* mark and premium-index:
* 300 candles for up-to-date data
* 100 candles for historic data
* additional data:
* 100 candles for additional candles
:param timeframe: Timeframe to check
:param candle_type: Candle-type
:param since_ms: Starting timestamp
:return: Candle limit as integer
"""
if candle_type in (CandleType.FUTURES, CandleType.SPOT) and (
if candle_type in (CandleType.FUTURES, CandleType.SPOT):
return 300
if candle_type in (CandleType.MARK, CandleType.PREMIUMINDEX) and (
not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000)
):
return 300