Implement DDos backoff (1s)

freqtrade/exceptions.py

@@ -45,6 +45,13 @@ class TemporaryError(FreqtradeException):
     """
 
 
+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
     """
     Errors with custom user-code deteced.

freqtrade/exchange/binance.py

@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, DependencyException,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 
 logger = logging.getLogger(__name__)
@@ -88,6 +89,8 @@ class Binance(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/common.py

@@ -1,6 +1,8 @@
+import asyncio
 import logging
+import time
 
-from freqtrade.exceptions import TemporaryError
+from freqtrade.exceptions import DDosProtection, TemporaryError
 
 logger = logging.getLogger(__name__)
 
@@ -99,6 +101,8 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    await asyncio.sleep(1)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -117,6 +121,8 @@ def retrier(f):
                 count -= 1
                 kwargs.update({'count': count})
                 logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    time.sleep(1)
                 return wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)

freqtrade/exchange/exchange.py

@@ -18,12 +18,13 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, DependencyException,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
 from freqtrade.misc import deep_merge_dicts, safe_value_fallback
-from freqtrade.constants import ListPairsWithTimeframes
 
 CcxtModuleType = Any
 
@@ -527,6 +528,8 @@ class Exchange:
                 f'Could not create {ordertype} {side} order on market {pair}.'
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@@ -606,6 +609,8 @@ class Exchange:
             balances.pop("used", None)
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -620,6 +625,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@@ -633,6 +640,8 @@ class Exchange:
                 raise DependencyException(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@@ -766,6 +775,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical '
                 f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                  f'for pair {pair} due to {e.__class__.__name__}. '
@@ -802,6 +813,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(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
@@ -948,6 +961,8 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
@@ -1003,6 +1018,8 @@ class Exchange:
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@@ -1027,6 +1044,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@@ -1063,7 +1082,8 @@ class Exchange:
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
-
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
@@ -1080,6 +1100,8 @@ class Exchange:
 
             return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                            price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/ftx.py

@@ -4,8 +4,9 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DDosProtection, DependencyException,
-                                  OperationalException, TemporaryError)
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 
@@ -68,6 +69,8 @@ class Ftx(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
@@ -96,6 +99,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
@@ -111,6 +116,8 @@ class Ftx(Exchange):
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/kraken.py

@@ -4,7 +4,7 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
@@ -45,6 +45,8 @@ class Kraken(Exchange):
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -93,6 +95,8 @@ class Kraken(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

tests/exchange/test_exchange.py

@@ -4,14 +4,14 @@ import copy
 import logging
 from datetime import datetime, timezone
 from random import randint
-from unittest.mock import MagicMock, Mock, PropertyMock
+from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
 import arrow
 import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
+from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
 from freqtrade.exchange.common import API_RETRY_COUNT
@@ -38,6 +38,14 @@ def get_mock_coro(return_value):
 
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
+
+    with patch('freqtrade.exchange.common.time.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+            getattr(exchange, fun)(**kwargs)
+        assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
@@ -52,6 +60,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
+
+    with patch('freqtrade.exchange.common.asyncio.sleep'):
+        with pytest.raises(DDosProtection):
+            api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DeadBeef"))
+            exchange = get_patched_exchange(mocker, default_conf, api_mock)
+            await getattr(exchange, fun)(**kwargs)
+
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)