Add warning about OKX futures backtesting data

JohanVlugt · May 13, 2022 · c299601 · c299601
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diff --git a/docs/exchanges.md b/docs/exchanges.md
@@ -228,11 +228,12 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 ```
 
 !!! Warning
-    OKX only provides 300 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
+    OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
 
-!!! Warning "Futures - position mode"
+!!! Warning "Futures"
     OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
     Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
+    OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
 
 ## Gate.io
 

diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py
@@ -20,7 +20,7 @@ class Okx(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 300,
+        "ohlcv_candle_limit": 100,
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
     }