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exchange: fix import of clean_ohlcv_dataframe, raise exception when no trades received

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Joe Schr
2023-10-24 12:21:20 +02:00
parent bb8ced525a
commit 6243c0e4bb
1 changed files with 14 additions and 6 deletions
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12
freqtrade/exchange/exchange.py
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@@ -22,7 +22,7 @@ from pandas import DataFrame, concat
from freqtrade.constants import (DEFAULT_TRADES_COLUMNS, DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk, from freqtrade.constants import (DEFAULT_TRADES_COLUMNS, DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
BuySell, Config, EntryExit, ExchangeConfig, BuySell, Config, EntryExit, ExchangeConfig,
ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe) ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe)
from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list, public_trades_to_dataframe from freqtrade.data.converter import clean_duplicate_trades, clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list, public_trades_to_dataframe
from freqtrade.data.converter.converter import _calculate_ohlcv_candle_start_and_end from freqtrade.data.converter.converter import _calculate_ohlcv_candle_start_and_end
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -2361,6 +2361,7 @@ class Exchange:
except Exception as e: except Exception as e:
logger.error(f"Refreshing TRADES data for {pair} failed") logger.error(f"Refreshing TRADES data for {pair} failed")
logger.error(e) logger.error(e)
raise e
if new_ticks: if new_ticks:
@@ -2374,6 +2375,9 @@ class Exchange:
results_df[(pair, timeframe, candle_type)] = trades_df results_df[(pair, timeframe, candle_type)] = trades_df
data_handler.trades_store(f"{pair}-cached", trades_df[DEFAULT_TRADES_COLUMNS]) data_handler.trades_store(f"{pair}-cached", trades_df[DEFAULT_TRADES_COLUMNS])
else:
raise "no new ticks"
return results_df return results_df
@@ -2573,7 +2577,8 @@ class Exchange:
trades = await self._api_async.fetch_trades(pair, since=since, limit=candle_limit) trades = await self._api_async.fetch_trades(pair, since=since, limit=candle_limit)
trades = self._trades_contracts_to_amount(trades) trades = self._trades_contracts_to_amount(trades)
logger.debug( "Fetched trades for pair %s, datetime: %s (%d).", pair, trades[0]['datetime'], trades[0]['timestamp'] ) if trades:
logger.debug("Fetched trades for pair %s, datetime: %s (%d).", pair, trades[0]['datetime'], trades[0]['timestamp'] )
return trades_dict_to_list(trades) return trades_dict_to_list(trades)
except ccxt.NotSupported as e: except ccxt.NotSupported as e:
raise OperationalException( raise OperationalException(
@@ -2614,10 +2619,13 @@ class Exchange:
# e.g. Binance returns the "last 1000" candles within a 1h time interval # e.g. Binance returns the "last 1000" candles within a 1h time interval
# - so we will miss the first trades. # - so we will miss the first trades.
trade = await self._async_fetch_trades(pair, since=since) trade = await self._async_fetch_trades(pair, since=since)
if trade:
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id # DEFAULT_TRADES_COLUMNS: 1 -> id
from_id = trade[-1][1] from_id = trade[-1][1]
trades.extend(trade[:-1]) trades.extend(trade[:-1])
else:
return (pair, trades)
while True: while True:
try: try:
t = await self._async_fetch_trades(pair, t = await self._async_fetch_trades(pair,