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Implement DDos backoff (1s)

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This commit is contained in:
Matthias 2020-06-28 11:17:06 +02:00
parent baaf7f1c54
commit 2c45114a64
7 changed files with 76 additions and 12 deletions
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7
freqtrade/exceptions.py
View File

@ -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.

7
freqtrade/exchange/binance.py
View File

@ -4,8 +4,9 @@ from typing import Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, DependencyException,
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

8
freqtrade/exchange/common.py
View File

@ -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__)

30
freqtrade/exchange/exchange.py
View File

@ -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,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, DependencyException,
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

11
freqtrade/exchange/ftx.py
View File

@ -4,8 +4,9 @@ from typing import Dict
import ccxt
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
OperationalException, TemporaryError)
from freqtrade.exceptions import (DDosProtection, DependencyException,
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

6
freqtrade/exchange/kraken.py
View File

@ -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

19
tests/exchange/test_exchange.py
View File

@ -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)