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Improve WS logic to assume a candle is complete if time rolled over

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Matthias
2023-12-24 08:12:55 +01:00
parent b5dc54072e
commit f324af938a
1 changed files with 16 additions and 6 deletions
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22
freqtrade/exchange/exchange.py
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@@ -2261,15 +2261,25 @@ class Exchange:
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
if self._exchange_ws:
candle_date = int(timeframe_to_prev_date(timeframe).timestamp())
candle_date = int(timeframe_to_prev_date(timeframe).timestamp() * 1000)
prev_candle_date = int(date_minus_candles(timeframe, 1).timestamp() * 1000)
candles = self._exchange_ws.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
x = self._exchange_ws.klines_last_refresh.get((pair, timeframe, candle_type), 0)
if candles and candles[-1][0] > min_date and candle_date < x:
# Usable result, update happened after prior candle end date
logger.info(f"reuse watch result for {pair}, {timeframe}, {x}")
half_candle = int(candle_date - (candle_date - prev_candle_date) * 0.5)
last_refresh_time = int(self._exchange_ws.klines_last_refresh.get(
(pair, timeframe, candle_type), 0) * 1000)
if (
candles and candles[-1][0] >= prev_candle_date
and last_refresh_time >= half_candle
):
# Usable result, candle contains the previous candle.
# Also, we check if the last refresh time is no more than half the candle ago.
logger.info(f"reuse watch result for {pair}, {timeframe}, {last_refresh_time}")
return self._exchange_ws.get_ohlcv(pair, timeframe, candle_type, candle_date)
logger.info(f"Failed to reuse watch {pair}, {candle_date < x}, {candle_date}, {x}")
logger.info(
f"Failed to reuse watch {pair}, {candle_date < last_refresh_time}, "
f"{candle_date}, {last_refresh_time}")
# Check if 1 call can get us updated candles without hole in the data.
if min_date < last_refresh: