stable/freqtrade/exchange/common.py

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import asyncio
import logging
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import time
from functools import wraps
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from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
logger = logging.getLogger(__name__)
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# Maximum default retry count.
# Functions are always called RETRY_COUNT + 1 times (for the original call)
API_RETRY_COUNT = 4
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API_FETCH_ORDER_RETRY_COUNT = 5
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BAD_EXCHANGES = {
"bitmex": "Various reasons.",
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"phemex": "Does not provide history. ",
"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
}
MAP_EXCHANGE_CHILDCLASS = {
'binanceus': 'binance',
'binanceje': 'binance',
}
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EXCHANGE_HAS_REQUIRED = [
# Required / private
'fetchOrder',
'cancelOrder',
'createOrder',
# 'createLimitOrder', 'createMarketOrder',
'fetchBalance',
# Public endpoints
'loadMarkets',
'fetchOHLCV',
]
EXCHANGE_HAS_OPTIONAL = [
# Private
'fetchMyTrades', # Trades for order - fee detection
# Public
'fetchOrderBook', 'fetchL2OrderBook', 'fetchTicker', # OR for pricing
'fetchTickers', # For volumepairlist?
'fetchTrades', # Downloading trades data
]
def remove_credentials(config) -> None:
"""
Removes exchange keys from the configuration and specifies dry-run
Used for backtesting / hyperopt / edge and utils.
Modifies the input dict!
"""
if config.get('dry_run', False):
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
config['exchange']['password'] = ''
config['exchange']['uid'] = ''
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def calculate_backoff(retrycount, max_retries):
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"""
Calculate backoff
"""
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return (max_retries - retrycount) ** 2 + 1
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def retrier_async(f):
async def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT)
try:
return await f(*args, **kwargs)
except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
if isinstance(ex, DDosProtection):
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backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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await asyncio.sleep(backoff_delay)
return await wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
raise ex
return wrapper
def retrier(_func=None, retries=API_RETRY_COUNT):
def decorator(f):
@wraps(f)
def wrapper(*args, **kwargs):
count = kwargs.pop('count', retries)
try:
return f(*args, **kwargs)
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except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
count -= 1
kwargs.update({'count': count})
if isinstance(ex, (DDosProtection, RetryableOrderError)):
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# increasing backoff
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backoff_delay = calculate_backoff(count + 1, retries)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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time.sleep(backoff_delay)
return wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
raise ex
return wrapper
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# Support both @retrier and @retrier(retries=2) syntax
if _func is None:
return decorator
else:
return decorator(_func)