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Use websocket results

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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() self.close()
def close(self): def close(self):
if self._exchange_ws:
self._exchange_ws.cleanup()
logger.debug("Exchange object destroyed, closing async loop") logger.debug("Exchange object destroyed, closing async loop")
if ( if (
self._api_async self._api_async
@@ -2229,14 +2231,11 @@ class Exchange:
async def _async_watch_ohlcv( async def _async_watch_ohlcv(
self, pair: str, timeframe: str, candle_type: CandleType self, pair: str, timeframe: str, candle_type: CandleType
) -> Tuple[str, str, str, List]: ) -> Tuple[str, str, str, List]:
start = time.time() candles = self._exchange_ws.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
data = await self._api_async.watch_ohlcv( # Fake 1 candle - which is then removed again
pair, candles.append([int(datetime.now(timezone.utc).timestamp() * 1000), 0, 0, 0, 0, 0])
timeframe, logger.info(f"watch result for {pair}, {timeframe} with length {len(candles)}")
) return pair, timeframe, candle_type, candles
logger.info(f"watch {pair}, {timeframe}, data {len(data)} in {time.time() - start:.2f}s")
return pair, timeframe, candle_type, data
def _build_coroutine( def _build_coroutine(
self, self,
@@ -2247,27 +2246,27 @@ class Exchange:
cache: bool, cache: bool,
) -> Coroutine[Any, Any, OHLCVResponse]: ) -> Coroutine[Any, Any, OHLCVResponse]:
not_all_data = cache and self.required_candle_call_count > 1 not_all_data = cache and self.required_candle_call_count > 1
if cache: if cache and candle_type in (CandleType.SPOT, CandleType.FUTURES):
if self._exchange_ws: if self._has_watch_ohlcv and self._exchange_ws:
# Subscribe to websocket # Subscribe to websocket
self._exchange_ws.schedule_ohlcv(pair, timeframe, candle_type) self._exchange_ws.schedule_ohlcv(pair, timeframe, candle_type)
if cache and (pair, timeframe, candle_type) in self._klines: if cache and (pair, timeframe, candle_type) in self._klines:
candle_limit = self.ohlcv_candle_limit(timeframe, candle_type) candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp() min_date = int(date_minus_candles(timeframe, candle_limit - 5).timestamp())
date_minus_candles(timeframe, 1).timestamp()
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
# if self._exchange_ws: if self._exchange_ws:
# self._exchange_ws.schedule_ohlcv(pair, timeframe, candle_type) candle_date = int(timeframe_to_prev_date(timeframe).timestamp())
# if ( candles = self._exchange_ws.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
# self._has_watch_ohlcv x = self._exchange_ws.pairs_last_refresh[(pair, timeframe, candle_type)]
# and candle_type in (CandleType.SPOT, CandleType.FUTURES) logger.info(f"{candle_date < x}, {candle_date}, {x}")
# and one_date <= last_refresh if candles and candles[-1][0] > min_date and candle_date < x:
# ): # Usable result ...
# logger.info(f"Using watch {pair}, {timeframe}, {candle_type}") logger.info(f"reuse watch result for {pair}, {timeframe}, {x}")
# return self._async_watch_ohlcv(pair, timeframe, candle_type)
# pass return self._async_watch_ohlcv(pair, timeframe, candle_type)
# Check if 1 call can get us updated candles without hole in the data. # Check if 1 call can get us updated candles without hole in the data.
# el
if min_date < last_refresh: if min_date < last_refresh:
# Cache can be used - do one-off call. # Cache can be used - do one-off call.
not_all_data = False not_all_data = False

1
freqtrade/exchange/exchange_ws.py
View File

@@ -91,7 +91,6 @@ class ExchangeWS():
self, pair: str, timeframe: str, candle_type: CandleType) -> Tuple[str, str, str, List]: self, pair: str, timeframe: str, candle_type: CandleType) -> Tuple[str, str, str, List]:
while (pair, timeframe, candle_type) in self._pairs_watching: while (pair, timeframe, candle_type) in self._pairs_watching:
logger.info(self._pairs_watching)
start = time.time() start = time.time()
data = await self.ccxt_object.watch_ohlcv(pair, timeframe) data = await self.ccxt_object.watch_ohlcv(pair, timeframe)
self.pairs_last_refresh[(pair, timeframe, candle_type)] = time.time() self.pairs_last_refresh[(pair, timeframe, candle_type)] = time.time()