Fix duplicate trade error, rename some methods
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19f3669fbd
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1d8fc97053
@ -797,6 +797,10 @@ class Exchange:
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try:
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if self._trades_pagination == 'time':
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raise OperationalException(f"Wrong method called to get trades for {self.name}")
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i if not self.exchange_has("fetchTrades"):
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# TODO: Maybe don't completey stop the bot ... ?
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raise OperationalException("This exchange does not suport downloading Trades.")
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trades: List[Dict] = []
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if not from_id:
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@ -807,18 +811,18 @@ class Exchange:
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# - so we will miss the first candles.
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t = await self._async_fetch_trades(pair, since=since)
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from_id = t[-1]['id']
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trades.extend(t)
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trades.extend(t[:-1])
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while True:
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t = await self._async_fetch_trades(pair,
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params={self._trades_pagination_arg: from_id})
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if len(t):
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trades.extend(t)
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# Skip last id since its the key for the next call
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trades.extend(t[:-1])
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if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until):
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print(f"from_id did not change.")
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print(f"Reached {t[-1]['timestamp']} > {until}")
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logger.debug(f"Stopping because from_id did not change. "
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f"Reached {t[-1]['timestamp']} > {until}")
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break
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# TODO: eliminate duplicates (first trade = last from previous)
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# Reached the end of the defined-download period
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from_id = t[-1]['id']
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else:
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@ -835,9 +839,9 @@ class Exchange:
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except ccxt.BaseError as e:
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raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e
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async def _async_get_trade_history(self, pair: str,
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since: Optional[int] = None,
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until: Optional[int] = None) -> Tuple[str, List]:
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async def _async_get_trade_history_time(self, pair: str,
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since: Optional[int] = None,
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until: Optional[int] = None) -> Tuple[str, List]:
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"""
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Asyncronously gets trade history using fetch_trades.
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:param pair: Pair to fetch trade data for
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@ -845,6 +849,8 @@ class Exchange:
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:param until: Until as integer timestamp in milliseconds
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returns tuple: (pair, ticker_interval, ohlcv_list)
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"""
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if self._trades_pagination != 'time':
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raise OperationalException(f"Wrong method called to get trades for {self.name}")
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if not self.exchange_has("fetchTrades"):
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# TODO: Maybe don't completey stop the bot ... ?
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raise OperationalException("This exchange does not suport downloading Trades.")
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@ -893,7 +899,7 @@ class Exchange:
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until = ccxt.Exchange.milliseconds()
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if self._trades_pagination == 'time':
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return asyncio.get_event_loop().run_until_complete(
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self._async_get_trade_history(pair=pair, since=since, until=until))
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self._async_get_trade_history_time(pair=pair, since=since, until=until))
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elif self._trades_pagination == 'id':
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# Use id-based trade-downloader
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