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[Exchanges] handle MAX_FETCHED_OHLCV_COUNT #1398

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4 changes: 4 additions & 0 deletions Trading/Exchange/okx/okx_exchange.py
Original file line number Diff line number Diff line change
Expand Up @@ -112,6 +112,10 @@ class Okx(exchanges.RestExchange):
DEFAULT_CONNECTOR_CLASS = OkxConnector
MAX_PAGINATION_LIMIT: int = 100 # value from https://www.okex.com/docs/en/#spot-orders_pending

# set when the exchange returns nothing when fetching historical candles with a too early start time
# (will iterate historical OHLCV requests over this window)
MAX_FETCHED_OHLCV_COUNT = 100

# Okx default take profits are market orders
# note: use BUY_MARKET and SELL_MARKET since in reality those are conditional market orders, which behave the same
# way as limit order but with higher fees
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