Exchange ticker_interval with timeframe in some more places
This commit is contained in:
Matthias
@@ -536,40 +536,40 @@ class Exchange:
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logger.info("returning cached ticker-data for %s", pair)
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return self._cached_ticker[pair]
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def get_historic_ohlcv(self, pair: str, ticker_interval: str,
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def get_historic_ohlcv(self, pair: str, timeframe: str,
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since_ms: int) -> List:
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"""
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Gets candle history using asyncio and returns the list of candles.
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Handles all async doing.
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Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
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:param pair: Pair to download
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:param ticker_interval: Interval to get
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:param timeframe: Ticker Timeframe to get
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:param since_ms: Timestamp in milliseconds to get history from
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:returns List of tickers
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"""
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return asyncio.get_event_loop().run_until_complete(
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self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
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self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
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since_ms=since_ms))
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async def _async_get_historic_ohlcv(self, pair: str,
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ticker_interval: str,
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timeframe: str,
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since_ms: int) -> List:
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one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
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one_call = timeframe_to_msecs(timeframe) * self._ohlcv_candle_limit
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logger.debug(
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"one_call: %s msecs (%s)",
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one_call,
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arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
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)
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input_coroutines = [self._async_get_candle_history(
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pair, ticker_interval, since) for since in
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pair, timeframe, since) for since in
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range(since_ms, arrow.utcnow().timestamp * 1000, one_call)]
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tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
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# Combine tickers
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data: List = []
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for p, ticker_interval, ticker in tickers:
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for p, timeframe, ticker in tickers:
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if p == pair:
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data.extend(ticker)
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# Sort data again after extending the result - above calls return in "async order"
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@@ -589,14 +589,14 @@ class Exchange:
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input_coroutines = []
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# Gather coroutines to run
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for pair, ticker_interval in set(pair_list):
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if (not ((pair, ticker_interval) in self._klines)
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or self._now_is_time_to_refresh(pair, ticker_interval)):
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input_coroutines.append(self._async_get_candle_history(pair, ticker_interval))
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for pair, timeframe in set(pair_list):
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if (not ((pair, timeframe) in self._klines)
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or self._now_is_time_to_refresh(pair, timeframe)):
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input_coroutines.append(self._async_get_candle_history(pair, timeframe))
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else:
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logger.debug(
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"Using cached ohlcv data for pair %s, interval %s ...",
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pair, ticker_interval
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"Using cached ohlcv data for pair %s, timeframe %s ...",
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pair, timeframe
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)
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tickers = asyncio.get_event_loop().run_until_complete(
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@@ -608,40 +608,40 @@ class Exchange:
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logger.warning("Async code raised an exception: %s", res.__class__.__name__)
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continue
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pair = res[0]
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ticker_interval = res[1]
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timeframe = res[1]
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ticks = res[2]
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# keeping last candle time as last refreshed time of the pair
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if ticks:
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self._pairs_last_refresh_time[(pair, ticker_interval)] = ticks[-1][0] // 1000
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self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
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# keeping parsed dataframe in cache
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self._klines[(pair, ticker_interval)] = parse_ticker_dataframe(
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ticks, ticker_interval, pair=pair, fill_missing=True,
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self._klines[(pair, timeframe)] = parse_ticker_dataframe(
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ticks, timeframe, pair=pair, fill_missing=True,
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drop_incomplete=self._ohlcv_partial_candle)
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return tickers
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def _now_is_time_to_refresh(self, pair: str, ticker_interval: str) -> bool:
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def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
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# Calculating ticker interval in seconds
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interval_in_sec = timeframe_to_seconds(ticker_interval)
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interval_in_sec = timeframe_to_seconds(timeframe)
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return not ((self._pairs_last_refresh_time.get((pair, ticker_interval), 0)
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return not ((self._pairs_last_refresh_time.get((pair, timeframe), 0)
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+ interval_in_sec) >= arrow.utcnow().timestamp)
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@retrier_async
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async def _async_get_candle_history(self, pair: str, ticker_interval: str,
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async def _async_get_candle_history(self, pair: str, timeframe: str,
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since_ms: Optional[int] = None) -> Tuple[str, str, List]:
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"""
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Asynchronously gets candle histories using fetch_ohlcv
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returns tuple: (pair, ticker_interval, ohlcv_list)
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returns tuple: (pair, timeframe, ohlcv_list)
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"""
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try:
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# fetch ohlcv asynchronously
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s = '(' + arrow.get(since_ms // 1000).isoformat() + ') ' if since_ms is not None else ''
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logger.debug(
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"Fetching pair %s, interval %s, since %s %s...",
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pair, ticker_interval, since_ms, s
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pair, timeframe, since_ms, s
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)
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data = await self._api_async.fetch_ohlcv(pair, timeframe=ticker_interval,
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data = await self._api_async.fetch_ohlcv(pair, timeframe=timeframe,
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since=since_ms)
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# Because some exchange sort Tickers ASC and other DESC.
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@@ -653,9 +653,9 @@ class Exchange:
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data = sorted(data, key=lambda x: x[0])
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except IndexError:
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logger.exception("Error loading %s. Result was %s.", pair, data)
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return pair, ticker_interval, []
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logger.debug("Done fetching pair %s, interval %s ...", pair, ticker_interval)
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return pair, ticker_interval, data
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return pair, timeframe, []
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logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
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return pair, timeframe, data
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except ccxt.NotSupported as e:
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raise OperationalException(
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@@ -802,7 +802,6 @@ class Exchange:
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Handles all async doing.
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Async over one pair, assuming we get `_ohlcv_candle_limit` candles per call.
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:param pair: Pair to download
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:param ticker_interval: Interval to get
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:param since: Timestamp in milliseconds to get history from
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:param until: Timestamp in milliseconds. Defaults to current timestamp if not defined.
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:param from_id: Download data starting with ID (if id is known)
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@@ -958,27 +957,27 @@ def available_exchanges(ccxt_module=None) -> List[str]:
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return [x for x in exchanges if not is_exchange_bad(x)]
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def timeframe_to_seconds(ticker_interval: str) -> int:
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def timeframe_to_seconds(timeframe: str) -> int:
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"""
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Translates the timeframe interval value written in the human readable
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form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
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of seconds for one timeframe interval.
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"""
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return ccxt.Exchange.parse_timeframe(ticker_interval)
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return ccxt.Exchange.parse_timeframe(timeframe)
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def timeframe_to_minutes(ticker_interval: str) -> int:
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def timeframe_to_minutes(timeframe: str) -> int:
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"""
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Same as timeframe_to_seconds, but returns minutes.
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"""
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return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
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return ccxt.Exchange.parse_timeframe(timeframe) // 60
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def timeframe_to_msecs(ticker_interval: str) -> int:
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def timeframe_to_msecs(timeframe: str) -> int:
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"""
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Same as timeframe_to_seconds, but returns milliseconds.
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"""
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return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
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return ccxt.Exchange.parse_timeframe(timeframe) * 1000
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def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
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