fix: Improve error message for download-data edgecase

hyperliquid doesn't provide historic data, neither klines nor trades.
This made the error message missleading.

closes #11270

freqtrade/data/history/history_utils.py

@@ -679,11 +679,17 @@ def download_data(
                 )
         else:
             if not exchange.get_option("ohlcv_has_history", True):
-                raise OperationalException(
+                if not exchange.get_option("trades_has_history", True):
-                    f"Historic klines not available for {exchange.name}. "
+                    raise OperationalException(
-                    "Please use `--dl-trades` instead for this exchange "
+                        f"Historic data not available for {exchange.name}. "
-                    "(will unfortunately take a long time)."
+                        f"{exchange.name} does not support downloading trades or ohlcv data."
-                )
+                    )
+                else:
+                    raise OperationalException(
+                        f"Historic klines not available for {exchange.name}. "
+                        "Please use `--dl-trades` instead for this exchange "
+                        "(will unfortunately take a long time)."
+                    )
             migrate_data(config, exchange)
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange,

tests/data/test_download_data.py

@@ -102,3 +102,16 @@ def test_download_data_main_data_invalid(mocker):
     )
     with pytest.raises(OperationalException, match=r"Historic klines not available for .*"):
         download_data_main(config)
+
+    patch_exchange(mocker, exchange="hyperliquid")
+    mocker.patch(f"{EXMS}.get_markets", return_value={"ETH/USDC": {}})
+    config2 = setup_utils_configuration({"exchange": "hyperliquid"}, RunMode.UTIL_EXCHANGE)
+    config2.update(
+        {
+            "days": 20,
+            "pairs": ["ETH/USDC", "XRP/USDC"],
+            "timeframes": ["5m", "1h"],
+        }
+    )
+    with pytest.raises(OperationalException, match=r"Historic data not available for .*"):
+        download_data_main(config2)