test: add "ohlcv_limit" live test

tests/exchange_online/conftest.py

@@ -21,6 +21,7 @@ EXCHANGES = {
         "use_ci_proxy": True,
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1000,
         "futures": True,
         "futures_pair": "BTC/USDT:USDT",
         "hasQuoteVolumeFutures": True,
@@ -96,6 +97,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1000,
         "futures": False,
         "skip_ws_tests": True,
         "sample_order": [
@@ -136,6 +138,7 @@ EXCHANGES = {
         "stake_currency": "USD",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 720,
         "leverage_tiers_public": False,
         "leverage_in_spot_market": True,
         "trades_lookback_hours": 12,
@@ -162,6 +165,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1500,
         "leverage_tiers_public": False,
         "leverage_in_spot_market": True,
         "sample_order": [
@@ -229,6 +233,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1000,
         "futures": True,
         "futures_pair": "BTC/USDT:USDT",
         "hasQuoteVolumeFutures": True,
@@ -345,6 +350,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 300,
         "futures": True,
         "futures_pair": "BTC/USDT:USDT",
         "hasQuoteVolumeFutures": False,
@@ -358,6 +364,7 @@ EXCHANGES = {
         "hasQuoteVolume": True,
         "use_ci_proxy": True,
         "timeframe": "1h",
+        "candle_count": 1000,
         "futures_pair": "BTC/USDT:USDT",
         "futures": True,
         "orderbook_max_entries": 50,
@@ -398,6 +405,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 200,
         "orderbook_max_entries": 50,
     },
     "htx": {
@@ -405,13 +413,14 @@ EXCHANGES = {
         "stake_currency": "BTC",
         "hasQuoteVolume": True,
         "timeframe": "1h",
-        "futures": False,
+        "candle_count": 1000,
     },
     "bitvavo": {
         "pair": "BTC/EUR",
         "stake_currency": "EUR",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1440,
         "leverage_tiers_public": False,
         "leverage_in_spot_market": False,
     },
@@ -420,6 +429,7 @@ EXCHANGES = {
         "stake_currency": "USDT",
         "hasQuoteVolume": True,
         "timeframe": "1h",
+        "candle_count": 1000,
         "futures": False,
         "sample_order": [
             {
@@ -482,6 +492,7 @@ EXCHANGES = {
         "hasQuoteVolume": False,
         "timeframe": "1h",
         "futures": True,
+        "candle_count": 5000,
         "orderbook_max_entries": 20,
         "futures_pair": "BTC/USDC:USDC",
         "hasQuoteVolumeFutures": True,

tests/exchange_online/test_ccxt_compat.py

@@ -48,6 +48,22 @@ class TestCCXTExchange:
             }
         )
 
+    def test_ohlcv_limit(self, exchange: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange
+        expected_count = EXCHANGES[exchangename].get("candle_count")
+        if not expected_count:
+            pytest.skip("No expected candle count for exchange")
+
+        assert exch.ohlcv_candle_limit("1m", CandleType.SPOT) == expected_count
+
+    def test_ohlcv_limit_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
+        exch, exchangename = exchange_futures
+        expected_count = EXCHANGES[exchangename].get("candle_count")
+        if not expected_count:
+            pytest.skip("No expected candle count for exchange")
+
+        assert exch.ohlcv_candle_limit("1m", CandleType.SPOT) == expected_count
+
     def test_load_markets_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
         exchange, exchangename = exchange_futures
         pair = EXCHANGES[exchangename]["pair"]