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Fix duplicate trade error, rename some methods

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This commit is contained in:
Matthias 2019-08-27 07:12:04 +02:00
parent 19f3669fbd
commit 1d8fc97053
1 changed files with 15 additions and 9 deletions
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24
freqtrade/exchange/exchange.py
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@ -797,6 +797,10 @@ class Exchange:
try: try:
if self._trades_pagination == 'time': if self._trades_pagination == 'time':
raise OperationalException(f"Wrong method called to get trades for {self.name}") raise OperationalException(f"Wrong method called to get trades for {self.name}")
i if not self.exchange_has("fetchTrades"):
# TODO: Maybe don't completey stop the bot ... ?
raise OperationalException("This exchange does not suport downloading Trades.")
trades: List[Dict] = [] trades: List[Dict] = []
if not from_id: if not from_id:
@ -807,18 +811,18 @@ class Exchange:
# - so we will miss the first candles. # - so we will miss the first candles.
t = await self._async_fetch_trades(pair, since=since) t = await self._async_fetch_trades(pair, since=since)
from_id = t[-1]['id'] from_id = t[-1]['id']
trades.extend(t) trades.extend(t[:-1])
while True: while True:
t = await self._async_fetch_trades(pair, t = await self._async_fetch_trades(pair,
params={self._trades_pagination_arg: from_id}) params={self._trades_pagination_arg: from_id})
if len(t): if len(t):
trades.extend(t) # Skip last id since its the key for the next call
trades.extend(t[:-1])
if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until): if from_id == t[-1]['id'] or (until and t[-1]['timestamp'] > until):
print(f"from_id did not change.") logger.debug(f"Stopping because from_id did not change. "
print(f"Reached {t[-1]['timestamp']} > {until}") f"Reached {t[-1]['timestamp']} > {until}")
break break
# TODO: eliminate duplicates (first trade = last from previous)
# Reached the end of the defined-download period # Reached the end of the defined-download period
from_id = t[-1]['id'] from_id = t[-1]['id']
else: else:
@ -835,9 +839,9 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e raise OperationalException(f'Could not fetch trade data. Msg: {e}') from e
async def _async_get_trade_history(self, pair: str, async def _async_get_trade_history_time(self, pair: str,
since: Optional[int] = None, since: Optional[int] = None,
until: Optional[int] = None) -> Tuple[str, List]: until: Optional[int] = None) -> Tuple[str, List]:
""" """
Asyncronously gets trade history using fetch_trades. Asyncronously gets trade history using fetch_trades.
:param pair: Pair to fetch trade data for :param pair: Pair to fetch trade data for
@ -845,6 +849,8 @@ class Exchange:
:param until: Until as integer timestamp in milliseconds :param until: Until as integer timestamp in milliseconds
returns tuple: (pair, ticker_interval, ohlcv_list) returns tuple: (pair, ticker_interval, ohlcv_list)
""" """
if self._trades_pagination != 'time':
raise OperationalException(f"Wrong method called to get trades for {self.name}")
if not self.exchange_has("fetchTrades"): if not self.exchange_has("fetchTrades"):
# TODO: Maybe don't completey stop the bot ... ? # TODO: Maybe don't completey stop the bot ... ?
raise OperationalException("This exchange does not suport downloading Trades.") raise OperationalException("This exchange does not suport downloading Trades.")
@ -893,7 +899,7 @@ class Exchange:
until = ccxt.Exchange.milliseconds() until = ccxt.Exchange.milliseconds()
if self._trades_pagination == 'time': if self._trades_pagination == 'time':
return asyncio.get_event_loop().run_until_complete( return asyncio.get_event_loop().run_until_complete(
self._async_get_trade_history(pair=pair, since=since, until=until)) self._async_get_trade_history_time(pair=pair, since=since, until=until))
elif self._trades_pagination == 'id': elif self._trades_pagination == 'id':
# Use id-based trade-downloader # Use id-based trade-downloader