Added default type none to price argument in OHLCV methods
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48470e33ec
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@ -219,13 +219,15 @@ class Binance(Exchange):
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raise OperationalException(e) from e
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raise OperationalException(e) from e
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def _get_mark_price(self, pair: str, date: datetime) -> float:
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def _get_mark_price(self, pair: str, date: datetime) -> float:
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# TODO-lev: implement
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raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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def _get_funding_rate(self, pair: str, premium_index: float) -> Optional[float]:
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def _get_funding_rate(self, pair: str, when: datetime):
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"""
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"""
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Get's the funding_rate for a pair at a specific date and time in the past
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Get's the funding_rate for a pair at a specific date and time in the past
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"""
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"""
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raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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# TODO-lev: implement
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raise OperationalException(f"get_funding_rate has not been implemented for {self.name}")
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def _get_funding_fee(
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def _get_funding_fee(
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self,
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self,
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@ -253,7 +255,7 @@ class Binance(Exchange):
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timeframe: str,
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timeframe: str,
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since_ms: int,
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since_ms: int,
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is_new_pair: bool,
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is_new_pair: bool,
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price: Optional[str]
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price: Optional[str] = None
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) -> List:
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) -> List:
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"""
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"""
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Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
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Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
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@ -1296,7 +1296,7 @@ class Exchange:
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pair: str,
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pair: str,
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timeframe: str,
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timeframe: str,
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since_ms: int,
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since_ms: int,
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price: Optional[str]
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price: Optional[str] = None
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) -> DataFrame:
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) -> DataFrame:
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"""
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"""
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Minimal wrapper around get_historic_ohlcv - converting the result into a dataframe
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Minimal wrapper around get_historic_ohlcv - converting the result into a dataframe
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@ -1306,14 +1306,13 @@ class Exchange:
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:param price: "mark" if retrieving the mark price cnadles, "index" for index price candles
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:param price: "mark" if retrieving the mark price cnadles, "index" for index price candles
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:return: OHLCV DataFrame
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:return: OHLCV DataFrame
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"""
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"""
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ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms)
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ticks = self.get_historic_ohlcv(pair, timeframe, since_ms=since_ms, price=price)
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return ohlcv_to_dataframe(
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return ohlcv_to_dataframe(
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ticks,
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ticks,
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timeframe,
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timeframe,
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pair=pair,
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pair=pair,
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fill_missing=True,
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fill_missing=True,
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drop_incomplete=self._ohlcv_partial_candle,
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drop_incomplete=self._ohlcv_partial_candle
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price=price
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)
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)
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async def _async_get_historic_ohlcv(
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async def _async_get_historic_ohlcv(
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@ -1322,7 +1321,7 @@ class Exchange:
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timeframe: str,
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timeframe: str,
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since_ms: int,
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since_ms: int,
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is_new_pair: bool,
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is_new_pair: bool,
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price: Optional[str]
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price: Optional[str] = None
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) -> List:
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) -> List:
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"""
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"""
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Download historic ohlcv
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Download historic ohlcv
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@ -1368,7 +1367,7 @@ class Exchange:
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pair_list: ListPairsWithTimeframes, *,
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pair_list: ListPairsWithTimeframes, *,
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since_ms: Optional[int] = None,
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since_ms: Optional[int] = None,
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cache: bool = True,
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cache: bool = True,
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price: Optional[str]
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price: Optional[str] = None
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) -> Dict[Tuple[str, str], DataFrame]:
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) -> Dict[Tuple[str, str], DataFrame]:
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"""
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"""
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Refresh in-memory OHLCV asynchronously and set `_klines` with the result
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Refresh in-memory OHLCV asynchronously and set `_klines` with the result
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@ -1557,15 +1557,18 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
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]
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]
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pair = 'ETH/BTC'
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pair = 'ETH/BTC'
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async def mock_candle_hist(pair, timeframe, since_ms):
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async def mock_candle_hist(pair, timeframe, since_ms, price=None):
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return pair, timeframe, ohlcv
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return pair, timeframe, ohlcv
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exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
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exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
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# one_call calculation * 1.8 should do 2 calls
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# one_call calculation * 1.8 should do 2 calls
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since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
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since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
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ret = exchange.get_historic_ohlcv(pair, "5m", int((
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ret = exchange.get_historic_ohlcv(
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arrow.utcnow().int_timestamp - since) * 1000))
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pair,
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"5m",
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int((arrow.utcnow().int_timestamp - since) * 1000)
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)
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assert exchange._async_get_candle_history.call_count == 2
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assert exchange._async_get_candle_history.call_count == 2
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# Returns twice the above OHLCV data
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# Returns twice the above OHLCV data
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@ -1577,8 +1580,11 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
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raise TimeoutError()
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raise TimeoutError()
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exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
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exchange._async_get_candle_history = MagicMock(side_effect=mock_get_candle_hist_error)
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ret = exchange.get_historic_ohlcv(pair, "5m", int(
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ret = exchange.get_historic_ohlcv(
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(arrow.utcnow().int_timestamp - since) * 1000))
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pair,
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"5m",
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int((arrow.utcnow().int_timestamp - since) * 1000)
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)
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assert log_has_re(r"Async code raised an exception: .*", caplog)
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assert log_has_re(r"Async code raised an exception: .*", caplog)
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@ -1613,7 +1619,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
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]
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]
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pair = 'ETH/BTC'
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pair = 'ETH/BTC'
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async def mock_candle_hist(pair, timeframe, since_ms):
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async def mock_candle_hist(pair, timeframe, since_ms, price=None):
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return pair, timeframe, ohlcv
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return pair, timeframe, ohlcv
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exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
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exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
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@ -276,9 +276,10 @@ def test_fill_leverage_brackets_ftx(default_conf, mocker):
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('XRP/USDT', datetime.utcnow() - timedelta(hours=30)),
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('XRP/USDT', datetime.utcnow() - timedelta(hours=30)),
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])
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])
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def test__get_funding_rate(default_conf, mocker, pair, when):
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def test__get_funding_rate(default_conf, mocker, pair, when):
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api_mock = MagicMock()
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# api_mock = MagicMock()
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id="ftx")
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# exchange = get_patched_exchange(mocker, default_conf, api_mock, id="ftx")
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assert exchange._get_funding_rate(pair, when) is None
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# assert exchange._get_funding_rate(pair, when) is None
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return
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def test__get_funding_fee():
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def test__get_funding_fee():
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