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refactor: use CCXT for pair to symbol conversion

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This commit is contained in:
Meng Xiangzhuo
2024-11-13 11:53:58 +08:00
parent c4cf582c9d
commit 37726fba58
2 changed files with 22 additions and 6 deletions
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12
freqtrade/exchange/binance_public_data.py
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@@ -7,8 +7,10 @@ import datetime
import io
import logging
import zipfile
from typing import Any
import aiohttp
import ccxt
import pandas as pd
from pandas import DataFrame
@@ -36,6 +38,7 @@ async def fetch_ohlcv(
timeframe: str,
since_ms: int,
until_ms: int | None,
markets: dict[str, Any] | None = None,
stop_on_404: bool = True,
) -> DataFrame:
"""
@@ -53,7 +56,14 @@ async def fetch_ohlcv(
asset_type = "futures/um"
else:
raise ValueError(f"Unsupported CandleType: {candle_type}")
symbol = symbol_ccxt_to_binance(pair)
if markets:
symbol = markets[pair]["id"]
else:
binance = ccxt.binance()
binance.load_markets()
symbol = binance.markets[pair]["id"]
start = dt_from_ts(since_ms)
end = dt_from_ts(until_ms) if until_ms else dt_now()

16
tests/exchange/test_binance_public_data.py
View File

@@ -133,7 +133,7 @@ def make_response_from_url(start_date, end_date):
),
(
CandleType.SPOT,
dt_utc(2019, 1, 1),
dt_utc(2019, 12, 25),
dt_utc(2020, 1, 5),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 3, 23),
@@ -165,7 +165,7 @@ def make_response_from_url(start_date, end_date):
),
(
CandleType.SPOT,
dt_utc(2019, 1, 1),
dt_utc(2019, 12, 25),
dt_utc(2020, 1, 5),
None,
None,
@@ -201,7 +201,10 @@ async def test_fetch_ohlcv(mocker, candle_type, since, until, first_date, last_d
history_start = dt_utc(2020, 1, 1).date()
history_end = dt_utc(2020, 1, 3).date()
timeframe = "1h"
pair = "BTCUSDT"
if candle_type == CandleType.SPOT:
pair = "BTC/USDT"
else:
pair = "BTC/USDT:USDT"
since_ms = dt_ts(since)
until_ms = dt_ts(until)
@@ -209,8 +212,9 @@ async def test_fetch_ohlcv(mocker, candle_type, since, until, first_date, last_d
mocker.patch(
"aiohttp.ClientSession.get", side_effect=make_response_from_url(history_start, history_end)
)
markets = {"BTC/USDT": {"id": "BTCUSDT"}, "BTC/USDT:USDT": {"id": "BTCUSDT"}}
df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, markets, stop_on_404)
if df.empty:
assert first_date is None and last_date is None
@@ -222,12 +226,14 @@ async def test_fetch_ohlcv(mocker, candle_type, since, until, first_date, last_d
async def test_fetch_ohlcv_exc(mocker):
timeframe = "1h"
pair = "BTCUSDT"
pair = "BTC/USDT"
since_ms = dt_ts(dt_utc(2020, 1, 1))
until_ms = dt_ts(dt_utc(2020, 1, 2))
mocker.patch("aiohttp.ClientSession.get", side_effect=RuntimeError)
mocker.patch("ccxt.binance.binance")
mocker.patch("ccxt.binance.binance.markets", {"BTC/USDT": {"id": "BTCUSDT"}})
df = await fetch_ohlcv(CandleType.SPOT, pair, timeframe, since_ms, until_ms)