CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 08:33:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

fix: unfinished trades data for last candle

Browse Source
This commit is contained in:
Joe Schr
2023-06-15 12:37:47 +02:00
parent 2e1c661449
commit 1530bb6a40
1 changed files with 7 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
freqtrade/exchange/exchange.py
View File

@@ -2326,7 +2326,7 @@ class Exchange:
# b. no cache used
# c. need new data
is_in_cache = (pair, timeframe, candle_type) in self._trades
if ( not is_in_cache or not cache or self._now_is_time_to_refresh_trades(pair, timeframe, candle_type, 0)):
if ( not is_in_cache or not cache or self._now_is_time_to_refresh_trades(pair, timeframe, candle_type)):
logger.debug(f"Refreshing TRADES data for {pair}")
# fetch trades since latest _trades and
# store together with existing trades
@@ -2336,8 +2336,7 @@ class Exchange:
if is_in_cache:
from_id = self._trades[(pair, timeframe, candle_type)].iloc[-1]['id']
last_candle_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), arrow.utcnow().int_timestamp)
until = int(timeframe_to_prev_date(timeframe, datetime.fromtimestamp(last_candle_refresh)).timestamp()) * 1000
until = arrow.utcnow().int_timestamp * 1000
else:
until = int(timeframe_to_prev_date(timeframe).timestamp()) * 1000
@@ -2385,12 +2384,14 @@ class Exchange:
now = arrow.utcnow().int_timestamp
return plr < now
def _now_is_time_to_refresh_trades(self, pair: str, timeframe: str, candle_type: CandleType, refresh_earlier_seconds=5) -> bool:
def _now_is_time_to_refresh_trades(self, pair: str, timeframe: str, candle_type: CandleType) -> bool:
# Timeframe in seconds
df = self.klines((pair, timeframe, candle_type), True)
_calculate_ohlcv_candle_start_and_end(df, timeframe)
interval_in_sec = timeframe_to_seconds(timeframe)
plr = self._trades_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
plr = round(df.iloc[-1]["candle_end"].timestamp())
now = arrow.utcnow().int_timestamp
return plr < now - refresh_earlier_seconds
return plr < now
@retrier_async
async def _async_get_candle_history(