(feat) add okx spot candles + tests

[tomasgaudino]

Before submitting this PR, please make sure:

• Your code builds clean without any errors or warnings
• You are using approved title ("feat/", "fix/", "docs/", "refactor/")

A description of the changes proposed in the pull request:

• Add OKX Spot Candles feed with unittests
• Fix OKX Perpetual Candles Feed

Tests performed by the developer:

• Compare with exchange values, no differences

Tips for QA testing:

• Run the following script to compare shape and behaviour with kucoin:

from typing import Dict

import pandas as pd
import pandas_ta as ta  # noqa: F401

from hummingbot.connector.connector_base import ConnectorBase
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig, CandlesFactory
from hummingbot.strategy.script_strategy_base import ScriptStrategyBase


class CandlesExample(ScriptStrategyBase):
    """
    This is a strategy that shows how to use the new Candlestick component.
    It acquires data from both Binance spot and Binance perpetuals to initialize three different timeframes
    of candlesticks.
    The candlesticks are then displayed in the status, which is coded using a custom format status that
    includes technical indicators.
    This strategy serves as a clear example for other users on how to effectively utilize candlesticks in their own
    trading strategies by utilizing the new Candlestick component. The integration of multiple timeframes and technical
    indicators provides a comprehensive view of market trends and conditions, making this strategy a valuable tool for
    informed trading decisions.
    """
    # Available intervals: |1s|1m|3m|5m|15m|30m|1h|2h|4h|6h|8h|12h|1d|3d|1w|1M|
    # Is possible to use the Candles Factory to create the candlestick that you want, and then you have to start it.
    # Also, you can use the class directly like BinancePerpetualsCandles(trading_pair, interval, max_records), but
    # this approach is better if you want to initialize multiple candles with a list or dict of configurations.
    okx_candles = CandlesFactory.get_candle(CandlesConfig(connector="okx", trading_pair="ETH-USDT", interval="1m", max_records=200))
    okx_perp_candles = CandlesFactory.get_candle(CandlesConfig(connector="okx_perpetual", trading_pair="ETH-USDT", interval="1m", max_records=200))
    binance_candles = CandlesFactory.get_candle(CandlesConfig(connector="binance", trading_pair="ETH-USDT", interval="1m", max_records=200))

    # The markets are the connectors that you can use to execute all the methods of the scripts strategy base
    # The candlesticks are just a component that provides the information of the candlesticks
    markets = {"binance_paper_trade": {"SOL-USDT"}}

    def __init__(self, connectors: Dict[str, ConnectorBase]):
        # Is necessary to start the Candles Feed.
        super().__init__(connectors)
        self.binance_candles.start()
        self.okx_perp_candles.start()
        self.okx_candles.start()

    def on_tick(self):
        pass

    def on_stop(self):
        """
        Without this functionality, the network iterator will continue running forever after stopping the strategy
        That's why is necessary to introduce this new feature to make a custom stop with the strategy.
        :return:
        """
        self.binance_candles.stop()
        self.okx_candles.stop()
        self.okx_perp_candles.stop()

    def format_status(self) -> str:
        """
        Displays the three candlesticks involved in the script with RSI, BBANDS and EMA.
        """
        if not self.ready_to_trade:
            return "Market connectors are not ready."
        lines = []
        lines.extend(["\n############################################ Market Data ############################################\n"])
        for candles in [self.binance_candles, self.okx_candles, self.okx_perp_candles]:
            candles_df = candles.candles_df
            # Let's add some technical indicators
            candles_df.ta.ema(length=14, offset=None, append=True)
            candles_df["timestamp"] = pd.to_datetime(candles_df["timestamp"], unit="ms")
            lines.extend([f"Candles: {candles.name} | Interval: {candles.interval}"])
            lines.extend(["    " + line for line in candles_df.tail().to_string(index=False).split("\n")])
            lines.extend(["\n-----------------------------------------------------------------------------------------------------------\n"])

        return "\n".join(lines)

[tomasgaudino]

@nikspz now it's ready to test, i've added more tests and fix okx perpetual candle feed

note: i've updated the script to perform qa

[cardosofede]

LGTM!

[nikspz]

Test performed:

• Review that candles OHLC matched for
  • 1m
  • 5m
  • 15m

@tomasgaudino Volume and quote volume is the same for Okx Spot

Steps:

• Cloned and installed PR7022, Start Client
• start script provided by tomasgaudino
• Review orders Volume and quote volume is the same for Okx Spot

[notion-workspace]

(feat) add okx spot candles + tests #7022

[tomasgaudino]

@nikspz done, there was a minor error parsing the api

[nikspz]

• Tests performed:
  • Cloned and installed PR7022
  • started/edited script provided by tomasgaudino
  • Review that candles matched for
    • 1m
    • 5m
    • 15m
    • 1h
    • 4h
    • 1d