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https://github.com/freqtrade/freqtrade.git
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Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
This commit is contained in:
Joe Schr
@@ -521,11 +521,14 @@ class Exchange:
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except ccxt.BaseError:
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logger.exception('Unable to initialize markets.')
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def reload_markets(self) -> None:
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def reload_markets(self, force: bool = False) -> None:
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"""Reload markets both sync and async if refresh interval has passed """
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# Check whether markets have to be reloaded
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if (self._last_markets_refresh > 0) and (
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self._last_markets_refresh + self.markets_refresh_interval > dt_ts()):
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if (
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not force
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and self._last_markets_refresh > 0
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and (self._last_markets_refresh + self.markets_refresh_interval > dt_ts())
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):
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return None
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logger.debug("Performing scheduled market reload..")
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try:
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@@ -1263,16 +1266,16 @@ class Exchange:
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return order
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except ccxt.InsufficientFunds as e:
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raise InsufficientFundsError(
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f'Insufficient funds to create {ordertype} sell order on market {pair}. '
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f'Tried to sell amount {amount} at rate {limit_rate}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
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f'Tried to {side} amount {amount} at rate {limit_rate} with '
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f'stop-price {stop_price_norm}. Message: {e}') from e
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except (ccxt.InvalidOrder, ccxt.BadRequest) as e:
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# Errors:
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# `Order would trigger immediately.`
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raise InvalidOrderException(
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f'Could not create {ordertype} sell order on market {pair}. '
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f'Tried to sell amount {amount} at rate {limit_rate}. '
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f'Message: {e}') from e
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f'Could not create {ordertype} {side} order on market {pair}. '
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f'Tried to {side} amount {amount} at rate {limit_rate} with '
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f'stop-price {stop_price_norm}. Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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@@ -1531,8 +1534,9 @@ class Exchange:
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@retrier
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def fetch_bids_asks(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
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"""
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:param symbols: List of symbols to fetch
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:param cached: Allow cached result
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:return: fetch_tickers result
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:return: fetch_bids_asks result
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"""
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if not self.exchange_has('fetchBidsAsks'):
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return {}
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@@ -1581,6 +1585,12 @@ class Exchange:
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raise OperationalException(
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f'Exchange {self._api.name} does not support fetching tickers in batch. '
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f'Message: {e}') from e
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except ccxt.BadSymbol as e:
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logger.warning(f"Could not load tickers due to {e.__class__.__name__}. Message: {e} ."
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"Reloading markets.")
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self.reload_markets(True)
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# Re-raise exception to repeat the call.
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raise TemporaryError from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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@@ -2032,7 +2042,7 @@ class Exchange:
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results = await asyncio.gather(*input_coro, return_exceptions=True)
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for res in results:
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if isinstance(res, Exception):
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if isinstance(res, BaseException):
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logger.warning(f"Async code raised an exception: {repr(res)}")
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if raise_:
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raise
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@@ -2642,6 +2652,7 @@ class Exchange:
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from_id = t[-1][1]
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else:
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logger.debug("Stopping as no more trades were returned.")
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break
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except asyncio.CancelledError:
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logger.debug("Async operation Interrupted, breaking trades DL loop.")
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@@ -2667,6 +2678,11 @@ class Exchange:
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try:
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t = await self._async_fetch_trades(pair, since=since)
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if t:
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# No more trades to download available at the exchange,
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# So we repeatedly get the same trade over and over again.
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if since == t[-1][0] and len(t) == 1:
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logger.debug("Stopping because no more trades are available.")
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break
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since = t[-1][0]
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trades.extend(t)
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# Reached the end of the defined-download period
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@@ -2675,6 +2691,7 @@ class Exchange:
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f"Stopping because until was reached. {t[-1][0]} > {until}")
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break
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else:
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logger.debug("Stopping as no more trades were returned.")
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break
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except asyncio.CancelledError:
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logger.debug("Async operation Interrupted, breaking trades DL loop.")
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@@ -3208,17 +3225,19 @@ class Exchange:
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:param amount: Trade amount
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:param open_date: Open date of the trade
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:return: funding fee since open_date
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:raises: ExchangeError if something goes wrong.
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"""
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if self.trading_mode == TradingMode.FUTURES:
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if self._config['dry_run']:
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funding_fees = self._fetch_and_calculate_funding_fees(
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pair, amount, is_short, open_date)
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else:
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funding_fees = self._get_funding_fees_from_exchange(pair, open_date)
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return funding_fees
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else:
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return 0.0
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try:
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if self._config['dry_run']:
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funding_fees = self._fetch_and_calculate_funding_fees(
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pair, amount, is_short, open_date)
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else:
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funding_fees = self._get_funding_fees_from_exchange(pair, open_date)
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return funding_fees
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except ExchangeError:
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logger.warning(f"Could not update funding fees for {pair}.")
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return 0.0
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def get_liquidation_price(
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self,
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