[Lake] Integrate dydx into fetch_ohlcv.py & ohlcv_data_factory.py

[idiom-bytes]

Motivation

Parent epic: #492 "Explore DYDX towards making money: data_factory, trader, sim, and predictoor".

TODOs

• [Step 1] Rename fetch_ohlcv.py::safe_fetch_ohlcv() -> safe_fetch_ohlcv_ccxt(). Ensure all tests pass. Merge PR into main. Update: done in commit 54b7038
• [Step 2] In fetch_ohlcv.py, add a new method safe_fetch_ohlcv_dydx(). Add unit test(s) in test_fetch_ohlcv.py. Update: done in commit 188d022
  • Build functionality && Test: Happy path of fetching data without problems
  • Test: Gracefully handle nan values (vs floats). Update functionality as needed.
  • Test: Handle when coin or pair doesn't exist. ""
  • Test: Handle when bad start date or end date. ""
  • Test: Is there a limit on # points at once? (eg 1000). ""
  • Merge PR into main.
• [Step 3] In fetch_ohlcv.py, add a new method safe_fetch_ohlcv() which takes in a specified exchange name, and passes through to either safe_fetch_ohlcv_ccxt() or safe_fetch_ohlcv_dydx(), depending on the exchange name. Add unit test(s). Merge PR into main.
• [Step 4] Update ohclv_data_factory.py::OhlcvDataFactory._update_rawohlcv_files_at_feed() to use the (new) safe_fetch_ohlcv() interface, which means it will naturally support ccxt or dydx

[graceful-coder]

Completed PR 1 of 4: #666