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sort fetch_olvhc result, refactor some

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* add exception for since_ms - if this is set it should always download
This commit is contained in:
Matthias 2018-08-10 09:44:15 +02:00
parent e654b76bc8
commit 36f05af79a
1 changed files with 15 additions and 7 deletions
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22
freqtrade/exchange/__init__.py
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@ -54,7 +54,7 @@ class Exchange(object):
_cached_ticker: Dict[str, Any] = {}
# Holds last candle refreshed time of each pair
_pairs_last_refreshed_time = {}
_pairs_last_refresh_time = {}
# Holds candles
_cached_klines: Dict[str, Any] = {}
@ -359,18 +359,26 @@ class Exchange(object):
logger.debug("fetching %s ...", pair)
# Calculating ticker interval in second
interval_in_seconds = constants.TICKER_INTERVAL_MINUTES[tick_interval] * 60
interval_in_sec = constants.TICKER_INTERVAL_MINUTES[tick_interval] * 60
# If (last update time) + (interval in second) + (1 second) is greater than now
# If (last update time) + (interval in second) is greater or equal than now
# that means we don't have to hit the API as there is no new candle
# so we fetch it from local cache
if self._pairs_last_refreshed_time.get(pair, 0) + interval_in_seconds + 1 > round(time.time()):
if (not since_ms and
self._pairs_last_refresh_time.get(pair, 0) + interval_in_sec >=
int(time.time())):
data = self._cached_klines[pair]
else:
data = await self._api_async.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
else:
data = await self._api_async.fetch_ohlcv(pair, timeframe=tick_interval,
since=since_ms)
# Because some exchange sort Tickers ASC and other DESC.
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
# when GDAX returns a list of tickers DESC (newest first, oldest last)
data = sorted(data, key=lambda x: x[0])
# keeping last candle time as last refreshed time of the pair
self._pairs_last_refreshed_time[pair] = data[-1][0] / 1000
self._pairs_last_refresh_time[pair] = data[-1][0] // 1000
# keeping candles in cache
self._cached_klines[pair] = data