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Don't skip trades if the exchange doesn't do inclusive filtering

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Matthias
2024-01-21 16:50:49 +01:00
parent ac5b12cfd2
commit 612ec38e57
2 changed files with 9 additions and 5 deletions
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11
freqtrade/exchange/exchange.py
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@@ -2287,6 +2287,9 @@ class Exchange:
trades: List[List] = []
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id
has_overlap = self._ft_has.get('trades_pagination_overlap', True)
# Skip last trade by default since its the key for the next call
x = slice(None, -1) if has_overlap else slice(None)
if not from_id or not self._valid_trade_pagination_id(pair, from_id):
# Fetch first elements using timebased method to get an ID to paginate on
@@ -2295,19 +2298,19 @@ class Exchange:
# e.g. Binance returns the "last 1000" candles within a 1h time interval
# - so we will miss the first trades.
t, from_id = await self._async_fetch_trades(pair, since=since)
trades.extend(t[:-1])
trades.extend(t[x])
while True:
try:
t, from_id_next = await self._async_fetch_trades(
pair, params={self._trades_pagination_arg: from_id})
if t:
# Skip last id since its the key for the next call
trades.extend(t[:-1])
trades.extend(t[x])
if from_id == from_id_next or t[-1][0] > until:
logger.debug(f"Stopping because from_id did not change. "
f"Reached {t[-1][0]} > {until}")
# Reached the end of the defined-download period - add last trade as well.
trades.extend(t[-1:])
if has_overlap:
trades.extend(t[-1:])
break
from_id = from_id_next

3
freqtrade/exchange/kraken.py
View File

@@ -30,6 +30,7 @@ class Kraken(Exchange):
"ohlcv_has_history": False,
"trades_pagination": "id",
"trades_pagination_arg": "since",
"trades_pagination_overlap": False,
"mark_ohlcv_timeframe": "4h",
}
@@ -157,7 +158,7 @@ class Kraken(Exchange):
return fees if is_short else -fees
def _get_trade_pagination_next_value(self, trades: List[Dict]) -> str:
def _get_trade_pagination_next_value(self, trades: List[Dict]):
"""
Extract pagination id for the next "from_id" value
Applies only to fetch_trade_history by id.