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Implement basic ccxt.pro to test

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Matthias
2022-10-12 21:08:01 +02:00
parent ad7b78ec93
commit e985c1890b
1 changed files with 20 additions and 1 deletions
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21
freqtrade/exchange/exchange.py
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@@ -7,6 +7,7 @@ import asyncio
import inspect import inspect
import logging import logging
import signal import signal
import time
from copy import deepcopy from copy import deepcopy
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from math import floor, isnan from math import floor, isnan
@@ -229,6 +230,8 @@ class Exchange:
exchange_conf.get("ccxt_async_config", {}), ccxt_async_config exchange_conf.get("ccxt_async_config", {}), ccxt_async_config
) )
self._api_async = self._init_ccxt(exchange_conf, False, ccxt_async_config) self._api_async = self._init_ccxt(exchange_conf, False, ccxt_async_config)
self._has_watch_ohlcv = self.exchange_has('watchOHLCV')
logger.info(f'Using Exchange "{self.name}"') logger.info(f'Using Exchange "{self.name}"')
self.required_candle_call_count = 1 self.required_candle_call_count = 1
if validate: if validate:
@@ -2219,6 +2222,14 @@ class Exchange:
data = sorted(data, key=lambda x: x[0]) data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
async def _async_watch_ohlcv(self, pair: str, timeframe: str,
candle_type: CandleType) -> Tuple[str, str, str, List]:
start = time.time()
data = await self._api_async.watch_ohlcv(pair, timeframe, )
logger.info(f"watch {pair}, {timeframe}, data {len(data)} in {time.time() - start:.2f}s")
return pair, timeframe, candle_type, data
def _build_coroutine( def _build_coroutine(
self, self,
pair: str, pair: str,
@@ -2231,8 +2242,16 @@ class Exchange:
if cache and (pair, timeframe, candle_type) in self._klines: if cache and (pair, timeframe, candle_type) in self._klines:
candle_limit = self.ohlcv_candle_limit(timeframe, candle_type) candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp() min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp()
one_date = date_minus_candles(timeframe, 1).timestamp()
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
if (self._has_watch_ohlcv
and candle_type in (CandleType.SPOT, CandleType.FUTURES)
and one_date <= last_refresh):
logger.info(f"Using watch {pair}, {timeframe}, {candle_type}")
return self._async_watch_ohlcv(pair, timeframe, candle_type)
pass
# Check if 1 call can get us updated candles without hole in the data. # Check if 1 call can get us updated candles without hole in the data.
if min_date < self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0): elif min_date < last_refresh:
# Cache can be used - do one-off call. # Cache can be used - do one-off call.
not_all_data = False not_all_data = False
else: else: