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chore: improve ohlcvs interface

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Matthias
2025-01-25 18:13:11 +01:00
parent 2a370aecd8
commit d3f6227d3f
2 changed files with 7 additions and 6 deletions
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2
freqtrade/exchange/exchange.py
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@@ -2397,7 +2397,7 @@ class Exchange:
if self._exchange_ws: if self._exchange_ws:
candle_ts = dt_ts(timeframe_to_prev_date(timeframe)) candle_ts = dt_ts(timeframe_to_prev_date(timeframe))
prev_candle_ts = dt_ts(date_minus_candles(timeframe, 1)) prev_candle_ts = dt_ts(date_minus_candles(timeframe, 1))
candles = self._exchange_ws.ohlcvs.get(pair, {}).get(timeframe) candles = self._exchange_ws.ohlcvs(pair, timeframe)
half_candle = int(candle_ts - (candle_ts - prev_candle_ts) * 0.5) half_candle = int(candle_ts - (candle_ts - prev_candle_ts) * 0.5)
last_refresh_time = int( last_refresh_time = int(
self._exchange_ws.klines_last_refresh.get((pair, timeframe, candle_type), 0) self._exchange_ws.klines_last_refresh.get((pair, timeframe, candle_type), 0)

11
freqtrade/exchange/exchange_ws.py
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@@ -83,12 +83,13 @@ class ExchangeWS:
""" """
self._ccxt_object.ohlcvs.get(paircomb[0], {}).pop(paircomb[1], None) self._ccxt_object.ohlcvs.get(paircomb[0], {}).pop(paircomb[1], None)
@property def ohlcvs(self, pair: str, timeframe: str) -> list[list]:
def ohlcvs(self) -> dict[str, dict[str, list[list]]]:
""" """
Returns the ccxt cache for OHLCV data Returns a copy of the klines for a pair/timeframe combination
Note: this will only contain the data received from the websocket
so the data will build up over time.
""" """
return self._ccxt_object.ohlcvs return deepcopy(self._ccxt_object.ohlcvs.get(pair, {}).get(timeframe, []))
def cleanup_expired(self) -> None: def cleanup_expired(self) -> None:
""" """
@@ -185,7 +186,7 @@ class ExchangeWS:
:param candle_ts: timestamp of the end-time of the candle we expect. :param candle_ts: timestamp of the end-time of the candle we expect.
""" """
# Deepcopy the response - as it might be modified in the background as new messages arrive # Deepcopy the response - as it might be modified in the background as new messages arrive
candles = deepcopy(self._ccxt_object.ohlcvs.get(pair, {}).get(timeframe)) candles = self.ohlcvs(pair, timeframe)
refresh_date = self.klines_last_refresh[(pair, timeframe, candle_type)] refresh_date = self.klines_last_refresh[(pair, timeframe, candle_type)]
received_ts = candles[-1][0] if candles else 0 received_ts = candles[-1][0] if candles else 0
drop_hint = received_ts >= candle_ts drop_hint = received_ts >= candle_ts