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Use websocket results

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This commit is contained in:
Matthias
2022-10-23 09:50:13 +02:00
parent 1d12985b70
commit 2fd5b4a6e1
2 changed files with 22 additions and 24 deletions
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45
freqtrade/exchange/exchange.py
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@@ -263,6 +263,8 @@ class Exchange:
self.close()
def close(self):
if self._exchange_ws:
self._exchange_ws.cleanup()
logger.debug("Exchange object destroyed, closing async loop")
if (
self._api_async
@@ -2229,14 +2231,11 @@ class Exchange:
async def _async_watch_ohlcv(
self, pair: str, timeframe: str, candle_type: CandleType
) -> Tuple[str, str, str, List]:
start = time.time()
data = await self._api_async.watch_ohlcv(
pair,
timeframe,
)
logger.info(f"watch {pair}, {timeframe}, data {len(data)} in {time.time() - start:.2f}s")
return pair, timeframe, candle_type, data
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,
@@ -2247,27 +2246,27 @@ class Exchange:
cache: bool,
) -> Coroutine[Any, Any, OHLCVResponse]:
not_all_data = cache and self.required_candle_call_count > 1
if cache:
if self._exchange_ws:
if cache and candle_type in (CandleType.SPOT, CandleType.FUTURES):
if self._has_watch_ohlcv and self._exchange_ws:
# Subscribe to websocket
self._exchange_ws.schedule_ohlcv(pair, timeframe, candle_type)
if cache and (pair, timeframe, candle_type) in self._klines:
candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp()
date_minus_candles(timeframe, 1).timestamp()
min_date = int(date_minus_candles(timeframe, candle_limit - 5).timestamp())
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
# if self._exchange_ws:
# self._exchange_ws.schedule_ohlcv(pair, timeframe, candle_type)
# if (
# self._has_watch_ohlcv
# and candle_type in (CandleType.SPOT, CandleType.FUTURES)
# and one_date <= last_refresh
# ):
# logger.info(f"Using watch {pair}, {timeframe}, {candle_type}")
# return self._async_watch_ohlcv(pair, timeframe, candle_type)
# pass
if self._exchange_ws:
candle_date = int(timeframe_to_prev_date(timeframe).timestamp())
candles = self._exchange_ws.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
x = self._exchange_ws.pairs_last_refresh[(pair, timeframe, candle_type)]
logger.info(f"{candle_date < x}, {candle_date}, {x}")
if candles and candles[-1][0] > min_date and candle_date < x:
# Usable result ...
logger.info(f"reuse watch result for {pair}, {timeframe}, {x}")
return self._async_watch_ohlcv(pair, timeframe, candle_type)
# Check if 1 call can get us updated candles without hole in the data.
# el
if min_date < last_refresh:
# Cache can be used - do one-off call.
not_all_data = False