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chore: simplify code structure by moving conditional to parent method

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Matthias
2024-11-28 06:43:51 +01:00
parent 69c1de7e4a
commit 0e77c89d79
1 changed files with 37 additions and 38 deletions
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75
freqtrade/exchange/binance.py
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@@ -134,7 +134,19 @@ class Binance(Exchange):
)
return DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS)
if self._config["exchange"].get("only_from_ccxt", False):
if (
self._config["exchange"].get("only_from_ccxt", False)
and
# only download timeframes with significant improvements,
# otherwise fall back to rest API
not (
(candle_type == CandleType.SPOT and timeframe in ["1s", "1m", "3m", "5m"])
or (
candle_type == CandleType.FUTURES
and timeframe in ["1m", "3m", "5m", "15m", "30m"]
)
)
):
return super().get_historic_ohlcv(
pair=pair,
timeframe=timeframe,
@@ -166,50 +178,37 @@ class Binance(Exchange):
"""
Fastly fetch OHLCV data by leveraging https://data.binance.vision.
"""
# only download timeframes with significant improvements, otherwise fall back to rest API
if (candle_type == CandleType.SPOT and timeframe in ["1s", "1m", "3m", "5m"]) or (
candle_type == CandleType.FUTURES and timeframe in ["1m", "3m", "5m", "15m", "30m"]
):
df = self.loop.run_until_complete(
download_archive_ohlcv(
candle_type=candle_type,
pair=pair,
timeframe=timeframe,
since_ms=since_ms,
until_ms=until_ms,
markets=self.markets,
)
)
# download the remaining data from rest API
if df.empty:
rest_since_ms = since_ms
else:
rest_since_ms = dt_ts(df.iloc[-1].date) + timeframe_to_msecs(timeframe)
# make sure since <= until
if until_ms and rest_since_ms > until_ms:
rest_df = DataFrame()
else:
rest_df = super().get_historic_ohlcv(
pair=pair,
timeframe=timeframe,
since_ms=rest_since_ms,
candle_type=candle_type,
is_new_pair=is_new_pair,
until_ms=until_ms,
)
all_df = concat([df, rest_df])
return all_df
else:
return super().get_historic_ohlcv(
df = self.loop.run_until_complete(
download_archive_ohlcv(
candle_type=candle_type,
pair=pair,
timeframe=timeframe,
since_ms=since_ms,
until_ms=until_ms,
markets=self.markets,
)
)
# download the remaining data from rest API
if df.empty:
rest_since_ms = since_ms
else:
rest_since_ms = dt_ts(df.iloc[-1].date) + timeframe_to_msecs(timeframe)
# make sure since <= until
if until_ms and rest_since_ms > until_ms:
rest_df = DataFrame()
else:
rest_df = super().get_historic_ohlcv(
pair=pair,
timeframe=timeframe,
since_ms=rest_since_ms,
candle_type=candle_type,
is_new_pair=is_new_pair,
until_ms=until_ms,
)
all_df = concat([df, rest_df])
return all_df
def funding_fee_cutoff(self, open_date: datetime):
"""