diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index f27c4875f..9cb41b113 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -2330,7 +2330,9 @@ class Exchange: if ticks and cache: idx = -1 # NOTE: // is floor: divides and rounds to nearest int - self._trades_last_refresh_time[(pair, timeframe, c_type)] = trades_df['timestamp'].iat[idx] // 1000 # noqa + self._trades_last_refresh_time[ + (pair, timeframe, c_type)] = trades_df['timestamp'].iat[idx] // 1000 + if cache: if (pair, timeframe, c_type) in self._trades: old = self._trades[(pair, timeframe, c_type)] @@ -2399,7 +2401,10 @@ class Exchange: if all_stored_ticks_df.iloc[0]['timestamp'] <= first_candle_ms: last_cached_ms = all_stored_ticks_df.iloc[-1]['timestamp'] # only use cached if it's closer than first_candle_ms - since_ms = last_cached_ms if last_cached_ms > first_candle_ms else first_candle_ms # noqa + since_ms = ( + last_cached_ms if last_cached_ms > first_candle_ms + else first_candle_ms + ) # doesn't go far enough else: all_stored_ticks_df = DataFrame( @@ -2410,10 +2415,12 @@ class Exchange: # since_ms = 1698060269000 # from_id = None # TODO: /DEBUG - [ticks_pair, new_ticks] = self.get_historic_trades(pair, - since=since_ms if since_ms else first_candle_ms, # noqa - until=until, - from_id=from_id) + [_, new_ticks] = self.get_historic_trades( + pair, + since=since_ms if since_ms else first_candle_ms, + until=until, + from_id=from_id + ) except Exception as e: logger.error(f"Refreshing TRADES data for {pair} failed") @@ -2421,14 +2428,17 @@ class Exchange: raise e if new_ticks: - all_stored_ticks_list = all_stored_ticks_df[DEFAULT_TRADES_COLUMNS].values.tolist() # noqa: E501 + all_stored_ticks_list = all_stored_ticks_df[DEFAULT_TRADES_COLUMNS + ].values.tolist() all_stored_ticks_list.extend(new_ticks) - trades_df = self._process_trades_df(pair, - timeframe, - candle_type, - all_stored_ticks_list, - cache, - first_required_candle_date=first_candle_ms) + trades_df = self._process_trades_df( + pair, + timeframe, + candle_type, + all_stored_ticks_list, + cache, + first_required_candle_date=first_candle_ms + ) results_df[(pair, timeframe, candle_type)] = trades_df data_handler.trades_store( f"{pair}-cached", trades_df[DEFAULT_TRADES_COLUMNS], self.trading_mode) @@ -2510,10 +2520,13 @@ class Exchange: else: return trades[-1].get('timestamp') - async def _async_get_trade_history_id(self, pair: str, - until: Optional[int], - since: Optional[int] = None, - from_id: Optional[str] = None) -> Tuple[str, List[List]]: # noqa + async def _async_get_trade_history_id( + self, + pair: str, + until: Optional[int], + since: Optional[int] = None, + from_id: Optional[str] = None + ) -> Tuple[str, List[List]]: """ Asyncronously gets trade history using fetch_trades use this when exchange uses id-based iteration (check `self._trades_pagination`)