diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index abbc9808b..8c5793b83 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -2,7 +2,7 @@ """ Cryptocurrency Exchanges support """ import logging from random import randint -from typing import List, Dict, Any, Optional +from typing import List, Dict, Tuple, Any, Optional from datetime import datetime from math import floor, ceil @@ -95,7 +95,7 @@ class Exchange(object): 'secret': exchange_config.get('secret'), 'password': exchange_config.get('password'), 'uid': exchange_config.get('uid', ''), - #'enableRateLimit': True, + # 'enableRateLimit': True, 'enableRateLimit': False, }) except (KeyError, AttributeError): @@ -334,23 +334,23 @@ class Exchange(object): logger.info("returning cached ticker-data for %s", pair) return self._cached_ticker[pair] - async def async_get_tickers_history(self, pairs, tick_interval): - # COMMENTED CODE IS FOR DISCUSSION: where should we close the loop on async ? - #loop = asyncio.new_event_loop() - #asyncio.set_event_loop(loop) - input_coroutines = [self.async_get_ticker_history(symbol, tick_interval) for symbol in pairs] + # COMMENTED CODE IS FOR DISCUSSION: where should we close the loop on async ? + # loop = asyncio.new_event_loop() + # asyncio.set_event_loop(loop) + input_coroutines = [self.async_get_ticker_history( + symbol, tick_interval) for symbol in pairs] tickers = await asyncio.gather(*input_coroutines, return_exceptions=True) - #await self._api_async.close() + # await self._api_async.close() return tickers async def async_get_ticker_history(self, pair: str, tick_interval: str, - since_ms: Optional[int] = None) -> List[Dict]: + since_ms: Optional[int] = None) -> Tuple[str, List]: try: # fetch ohlcv asynchronously - print("fetching %s ..." % pair) + logger.debug("fetching %s ...", pair) data = await self._api_async.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms) - print("done fetching %s ..." % pair) + logger.debug("done fetching %s ...", pair) return pair, data except ccxt.NotSupported as e: @@ -363,6 +363,12 @@ class Exchange(object): except ccxt.BaseError as e: raise OperationalException(f'Could not fetch ticker data. Msg: {e}') + def refresh_tickers(self, pair_list: List[str], ticker_interval: str) -> Dict: + logger.debug("Refreshing klines for %d pairs", len(pair_list)) + datatups = asyncio.get_event_loop().run_until_complete( + self.async_get_tickers_history(pair_list, ticker_interval)) + return {pair: data for (pair, data) in datatups} + @retrier def get_ticker_history(self, pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]: diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e17498b51..eaa2184ac 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -8,7 +8,6 @@ import time import traceback from datetime import datetime from typing import Any, Callable, Dict, List, Optional -import asyncio import arrow import requests @@ -149,9 +148,7 @@ class FreqtradeBot(object): final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list self.config['exchange']['pair_whitelist'] = final_list - datatups = asyncio.get_event_loop().run_until_complete( - self.exchange.async_get_tickers_history(final_list, self.strategy.ticker_interval)) - self._klines = {pair: data for (pair, data) in datatups} + self._klines = self.exchange.refresh_tickers(final_list, self.strategy.ticker_interval) # Query trades from persistence layer trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -306,13 +303,7 @@ class FreqtradeBot(object): amount_reserve_percent += self.strategy.stoploss # it should not be more than 50% amount_reserve_percent = max(amount_reserve_percent, 0.5) - return min(min_stake_amounts)/amount_reserve_percent - - async def async_get_tickers(self, exchange, pairs): - input_coroutines = [exchange.async_get_ticker_history(symbol, self.strategy.ticker_interval) for symbol in pairs] - tickers = await asyncio.gather(*input_coroutines, return_exceptions=True) - return tickers - #await exchange.close() + return min(min_stake_amounts) / amount_reserve_percent def create_trade(self) -> bool: """ @@ -341,17 +332,13 @@ class FreqtradeBot(object): if not whitelist: raise DependencyException('No currency pairs in whitelist') - - # fetching kline history for all pairs asynchronously and wait till all done - # data = asyncio.get_event_loop().run_until_complete(self.exchange.async_get_tickers_history(whitelist, self.strategy.ticker_interval)) - # list of pairs having buy signals buy_pairs = [] # running get_signal on historical data fetched # to find buy signals - for _pair, thistory in self._klines.items(): - (buy, sell) = self.strategy.get_signal(_pair, interval, thistory) + for _pair in whitelist: + (buy, sell) = self.strategy.get_signal(_pair, interval, self._klines[_pair]) if buy and not sell: buy_pairs.append(_pair)