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Refactor trade downloading to handle exceptions only once

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This commit is contained in:
Matthias 2019-08-29 12:56:10 +02:00
parent 476adf872a
commit 0d592f6c55
2 changed files with 67 additions and 67 deletions
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1
freqtrade/data/history.py
View File

@ -364,6 +364,7 @@ def download_trades_history(datadir: Optional[Path],
logger.debug("New Start: %s", trades[0]['datetime'])
logger.debug("New End: %s", trades[-1]['datetime'])
logger.info(f"New Amount of trades: {len(trades)}")
return True
except Exception as e:
logger.error(

55
freqtrade/exchange/exchange.py
View File

@ -751,13 +751,11 @@ class Exchange:
params: Optional[dict] = None) -> List[Dict]:
"""
Asyncronously gets trade history using fetch_trades.
Handles exchange errors, does one call to the exchange.
:param pair: Pair to fetch trade data for
:param since: Since as integer timestamp in milliseconds
returns tuple: (pair, ticker_interval, ohlcv_list)
"""
if not self.exchange_has("fetchTrades"):
# TODO: Maybe don't stop the bot ... ?
raise OperationalException("This exchange does not suport downloading Trades.")
try:
# fetch trades asynchronously
if params:
@ -787,14 +785,13 @@ class Exchange:
from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
"""
Asyncronously gets trade history using fetch_trades
use this when exchange doesn't use time-based pagination (e.g. Kraken)
use this when exchange uses id-based iteration
:param pair: Pair to fetch trade data for
:param since: Since as integer timestamp in milliseconds
:param until: Until as integer timestamp in milliseconds
:param from_id: Download data starting with ID (if id is known). Ignores "since" if set.
returns tuple: (pair, ticker_interval, ohlcv_list)
"""
try:
if self._trades_pagination == 'time':
raise OperationalException(f"Wrong method called to get trades for {self.name}")
@ -826,19 +823,9 @@ class Exchange:
break
return (pair, trades)
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical trade data.'
f'Message: {e}') from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
f'Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e
async def _async_get_trade_history_time(self, pair: str,
since: Optional[int] = None,
until: Optional[int] = None) -> Tuple[str, List]:
async def _async_get_trade_history_time(self, pair: str, until: int,
since: Optional[int] = None) -> Tuple[str, List]:
"""
Asyncronously gets trade history using fetch_trades,
when the exchange uses time-based iteration
@ -849,7 +836,6 @@ class Exchange:
"""
if self._trades_pagination != 'time':
raise OperationalException(f"Wrong method called to get trades for {self.name}")
try:
trades: List[Dict] = []
while True:
@ -864,6 +850,27 @@ class Exchange:
break
return (pair, trades)
async def _async_get_trade_history(self, pair: str,
since: Optional[int] = None,
until: Optional[int] = None,
from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
"""
Async wrapper handling downloading trades using either time or id based methods.
"""
if not self.exchange_has("fetchTrades"):
# TODO: Maybe don't stop the bot ... ?
raise OperationalException("This exchange does not suport downloading Trades.")
try:
if not until:
# Current milliseconds
until = ccxt.Exchange.milliseconds()
if self._trades_pagination == 'time':
return await self._async_get_trade_history_time(pair=pair, since=since, until=until)
elif self._trades_pagination == 'id':
return await self._async_get_trade_history_id(pair=pair, since=since,
until=until, from_id=from_id)
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical trade data.'
@ -877,7 +884,7 @@ class Exchange:
def get_historic_trades(self, pair: str,
since: Optional[int] = None,
until: Optional[int] = None,
from_id: Optional[str] = None) -> List:
from_id: Optional[str] = None) -> Tuple[str, List]:
"""
Gets candle history using asyncio and returns the list of candles.
Handles all async doing.
@ -889,17 +896,9 @@ class Exchange:
:param from_id: Download data starting with ID (if id is known)
:returns List of tickers
"""
if not until:
# Current milliseconds
until = ccxt.Exchange.milliseconds()
if self._trades_pagination == 'time':
return asyncio.get_event_loop().run_until_complete(
self._async_get_trade_history_time(pair=pair, since=since, until=until))
elif self._trades_pagination == 'id':
# Use id-based trade-downloader
return asyncio.get_event_loop().run_until_complete(
self._async_get_trade_history_id(pair=pair, since=since,
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))
@retrier