Update exchange_ws get_ohlcv logic

freqtrade/exchange/exchange.py

@@ -7,7 +7,6 @@ import asyncio
 import inspect
 import logging
 import signal
-import time
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import floor, isnan
@@ -2258,7 +2257,7 @@ class Exchange:
                     # Usable result ...
                     logger.info(f"reuse watch result for {pair}, {timeframe}, {x}")
 
-                    return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type)
+                    return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type, candle_date)
 
             # Check if 1 call can get us updated candles without hole in the data.
             if min_date < last_refresh:

freqtrade/exchange/exchange_ws.py

@@ -101,18 +101,24 @@ class ExchangeWS():
             self,
             pair: str,
             timeframe: str,
-            candle_type: CandleType
+            candle_type: CandleType,
+            candle_date: int,
     ) -> OHLCVResponse:
         """
         Returns cached klines from ccxt's "watch" cache.
+        :param candle_date: timestamp of the end-time of the candle.
         """
         candles = self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
-        refresh_time = int(self.klines_last_refresh[(pair, timeframe, candle_type)] * 1000)
+        refresh_date = self.klines_last_refresh[(pair, timeframe, candle_type)]
+        drop_hint = False
+        if refresh_date > candle_date:
+            # Refreshed after candle was complete.
+            logger.info(f"{candles[-1][0] // 1000} >= {candle_date}")
+            drop_hint = (candles[-1][0] // 1000) >= candle_date
         logger.info(
             f"watch result for {pair}, {timeframe} with length {len(candles)}, "
             f"{datetime.fromtimestamp(candles[-1][0] // 1000)}, "
-            f"lref={datetime.fromtimestamp(self.klines_last_refresh[(pair, timeframe, candle_type)])}")
-        # Fake 1 candle - which is then removed again
-        # TODO: is this really a good idea??
-        # candles.append([refresh_time, 0, 0, 1, 2, 0])
-        return pair, timeframe, candle_type, candles
+            f"lref={datetime.fromtimestamp(self.klines_last_refresh[(pair, timeframe, candle_type)])}"
+            f"candle_date={datetime.fromtimestamp(candle_date)}, {drop_hint=}"
+            )
+        return pair, timeframe, candle_type, candles, drop_hint

tests/exchange/test_exchange_ws.py

@@ -1,5 +1,3 @@
-
-
 import asyncio
 import threading
 from time import sleep