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Tests with seperate thread

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Matthias
2022-10-18 20:48:40 +02:00
parent e985c1890b
commit 34ccada909
2 changed files with 124 additions and 13 deletions
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43
freqtrade/exchange/exchange.py
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@@ -58,7 +58,6 @@ from freqtrade.exchange.exchange_utils import (
ROUND,
ROUND_DOWN,
ROUND_UP,
CcxtModuleType,
amount_to_contract_precision,
amount_to_contracts,
amount_to_precision,
@@ -75,6 +74,7 @@ from freqtrade.exchange.exchange_utils_timeframe import (
timeframe_to_prev_date,
timeframe_to_seconds,
)
from freqtrade.exchange.exchange_ws import ExchangeWS
from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
from freqtrade.misc import (
chunks,
@@ -230,7 +230,11 @@ class Exchange:
exchange_conf.get("ccxt_async_config", {}), ccxt_async_config
)
self._api_async = self._init_ccxt(exchange_conf, False, ccxt_async_config)
self._has_watch_ohlcv = self.exchange_has('watchOHLCV')
self._ws_async = self._init_ccxt(exchange_conf, False, ccxt_async_config)
self._has_watch_ohlcv = self.exchange_has("watchOHLCV")
self._exchange_ws: Optional[ExchangeWS] = None
if self._has_watch_ohlcv:
self._exchange_ws = ExchangeWS(self._config, self._ws_async)
logger.info(f'Using Exchange "{self.name}"')
self.required_candle_call_count = 1
@@ -2222,10 +2226,14 @@ 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]:
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, )
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
@@ -2239,19 +2247,28 @@ 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:
# 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()
one_date = date_minus_candles(timeframe, 1).timestamp()
date_minus_candles(timeframe, 1).timestamp()
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
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:
# 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
# Check if 1 call can get us updated candles without hole in the data.
elif min_date < last_refresh:
# el
if min_date < last_refresh:
# Cache can be used - do one-off call.
not_all_data = False
else: