feat: fall back to rest API by catching all exceptions

freqtrade/exchange/binance_public_data.py

@@ -42,26 +42,31 @@ async def fetch_ohlcv(
     :return: the date range is between [since_ms, until_ms),
         return and empty DataFrame if no data available in the time range
     """
-    if candle_type == CandleType.SPOT:
-        asset_type = "spot"
-    elif candle_type == CandleType.FUTURES:
-        asset_type = "futures/um"
-    else:
-        raise ValueError(f"Unsupported CandleType: {candle_type}")
-    symbol = symbol_ccxt_to_binance(pair)
-    start = dt_from_ts(since_ms)
-    end = dt_from_ts(until_ms) if until_ms else dt_now()
+    try:
+        if candle_type == CandleType.SPOT:
+            asset_type = "spot"
+        elif candle_type == CandleType.FUTURES:
+            asset_type = "futures/um"
+        else:
+            raise ValueError(f"Unsupported CandleType: {candle_type}")
+        symbol = symbol_ccxt_to_binance(pair)
+        start = dt_from_ts(since_ms)
+        end = dt_from_ts(until_ms) if until_ms else dt_now()
+
+        # We use two days ago as the last available day because the daily archives are daily
+        # uploaded and have several hours delay
+        last_available_date = dt_now() - datetime.timedelta(days=2)
+        end = min(end, last_available_date)
+        if start >= end:
+            return DataFrame()
+        df = await _fetch_ohlcv(asset_type, symbol, timeframe, start, end, stop_on_404)
+        logger.info(
+            f"Downloaded data for {pair} from https://data.binance.vision/ with length {len(df)}."
+        )
+    except Exception as e:
+        logger.debug("An exception occurred", exc_info=e)
+        df = DataFrame()
 
-    # We use two days ago as the last available day because the daily archives are daily uploaded
-    # and have several hours delay
-    last_available_date = dt_now() - datetime.timedelta(days=2)
-    end = min(end, last_available_date)
-    if start >= end:
-        return DataFrame()
-    df = await _fetch_ohlcv(asset_type, symbol, timeframe, start, end, stop_on_404)
-    logger.info(
-        f"Downloaded data for {pair} from https://data.binance.vision/ with length {len(df)}."
-    )
     if not df.empty:
         return df.loc[(df["date"] >= start) & (df["date"] < end)]
     else:

tests/exchange/test_binance_public_data.py

@@ -209,17 +209,14 @@ async def test_fetch_ohlcv(mocker, candle_type, since, until, first_date, last_d
         "aiohttp.ClientSession.get", side_effect=make_response_from_url(history_start, history_end)
     )
 
-    if candle_type in [CandleType.SPOT, CandleType.FUTURES]:
-        df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
+    df = await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
 
-        if df.empty:
-            assert first_date is None and last_date is None
-        else:
-            assert df["date"].iloc[0] == first_date
-            assert df["date"].iloc[-1] == last_date
+    if df.empty:
+        assert first_date is None and last_date is None
     else:
-        with pytest.raises(ValueError):
-            await fetch_ohlcv(candle_type, pair, timeframe, since_ms, until_ms, stop_on_404)
+        assert candle_type in [CandleType.SPOT, CandleType.FUTURES]
+        assert df["date"].iloc[0] == first_date
+        assert df["date"].iloc[-1] == last_date
 
 
 async def test_fetch_ohlcv_exc(mocker):