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ccxt.pro - move get_klines to ws_exchange

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This commit is contained in:
Matthias
2022-10-29 19:19:30 +02:00
parent e2b567165c
commit 18dabd519a
2 changed files with 17 additions and 14 deletions
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11
freqtrade/exchange/exchange.py
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@@ -2228,15 +2228,6 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
async def _async_watch_ohlcv(
self, pair: str, timeframe: str, candle_type: CandleType
) -> Tuple[str, str, str, List]:
candles = self._exchange_ws.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
# Fake 1 candle - which is then removed again
candles.append([int(datetime.now(timezone.utc).timestamp() * 1000), 0, 0, 0, 0, 0])
logger.info(f"watch result for {pair}, {timeframe} with length {len(candles)}")
return pair, timeframe, candle_type, candles
def _build_coroutine(
self,
pair: str,
@@ -2264,7 +2255,7 @@ class Exchange:
# Usable result ...
logger.info(f"reuse watch result for {pair}, {timeframe}, {x}")
return self._async_watch_ohlcv(pair, timeframe, candle_type)
return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type)
# Check if 1 call can get us updated candles without hole in the data.
if min_date < last_refresh:

20
freqtrade/exchange/exchange_ws.py
View File

@@ -2,6 +2,7 @@
import asyncio
import logging
import time
from datetime import datetime, timezone
from threading import Thread
from typing import Dict, List, Set, Tuple
@@ -17,12 +18,12 @@ class ExchangeWS():
self.config = config
self.ccxt_object = ccxt_object
self._thread = Thread(name="ccxt_ws", target=self.start)
self._background_tasks = set()
self._background_tasks: Set[asyncio.Task] = set()
self._pairs_watching: Set[Tuple[str, str, CandleType]] = set()
self._pairs_scheduled: Set[Tuple[str, str, CandleType]] = set()
self.pairs_last_refresh: Dict[Tuple[str, str, CandleType], int] = {}
self.pairs_last_request: Dict[Tuple[str, str, CandleType], int] = {}
self.pairs_last_refresh: Dict[Tuple[str, str, CandleType], float] = {}
self.pairs_last_request: Dict[Tuple[str, str, CandleType], float] = {}
self._thread.start()
def start(self) -> None:
@@ -68,7 +69,7 @@ class ExchangeWS():
# self._pairs_scheduled.discard(pair, timeframe, candle_type)
async def continuously_async_watch_ohlcv(
self, pair: str, timeframe: str, candle_type: CandleType) -> Tuple[str, str, str, List]:
self, pair: str, timeframe: str, candle_type: CandleType) -> None:
while (pair, timeframe, candle_type) in self._pairs_watching:
start = time.time()
@@ -83,3 +84,14 @@ class ExchangeWS():
# asyncio.run_coroutine_threadsafe(self.schedule_schedule(), loop=self._loop)
asyncio.run_coroutine_threadsafe(self.schedule_while_true(), loop=self._loop)
self.cleanup_expired()
async def get_ohlcv(
self, pair: str, timeframe: str, candle_type: CandleType) -> Tuple[str, str, str, List]:
"""
Returns cached klines from ccxt's "watch" cache.
"""
candles = self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
# Fake 1 candle - which is then removed again
candles.append([int(datetime.now(timezone.utc).timestamp() * 1000), 0, 0, 0, 0, 0])
logger.info(f"watch result for {pair}, {timeframe} with length {len(candles)}")
return pair, timeframe, candle_type, candles