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Removing old data

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This commit is contained in:
Jean-Baptiste LE STANG 2017-12-31 14:38:28 +01:00
parent 4f29e16a50
commit 3c2e3f1f56
1 changed files with 50 additions and 40 deletions
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66
freqtrade/exchange/bittrex.py
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@ -14,6 +14,7 @@ _API_V2: _Bittrex = None
_EXCHANGE_CONF: dict = {}
_cache: dict = dict()
class Bittrex(Exchange):
"""
Bittrex API wrapper.
@ -22,7 +23,6 @@ class Bittrex(Exchange):
BASE_URL: str = 'https://www.bittrex.com'
PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
def __init__(self, config: dict) -> None:
global _API, _API_V2, _EXCHANGE_CONF
@ -48,21 +48,17 @@ class Bittrex(Exchange):
def buy(self, pair: str, rate: float, amount: float) -> str:
data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'],
pair=pair,
rate=rate,
amount=amount))
raise OperationalException(
'{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'], pair=pair, rate=rate, amount=amount))
return data['result']['uuid']
def sell(self, pair: str, rate: float, amount: float) -> str:
data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
if not data['success']:
raise OperationalException('{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'],
pair=pair,
rate=rate,
amount=amount))
raise OperationalException(
'{message} params=({pair}, {rate}, {amount})'.format(
message=data['message'], pair=pair, rate=rate, amount=amount))
return data['result']['uuid']
def get_balance(self, currency: str) -> float:
@ -76,7 +72,9 @@ class Bittrex(Exchange):
def get_balances(self):
data = _API.get_balances()
if not data['success']:
raise OperationalException('{message}'.format(message=data['message']))
raise OperationalException(
'{message}'.format(
message=data['message']))
return data['result']
def get_ticker(self, pair: str) -> dict:
@ -99,14 +97,14 @@ class Bittrex(Exchange):
'last': float(data['result']['Last']),
}
def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
if tick_interval == 1:
interval = 'oneMin'
elif tick_interval == 5:
interval = 'fiveMin'
else:
raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))
raise ValueError(
'Cannot parse tick_interval: {}'.format(tick_interval))
if pair in _cache.keys():
# pair is in cache retriev lastest candle
sdata = _API_V2.get_latest_candle(pair.replace('_', '-'), interval)
@ -115,20 +113,24 @@ class Bittrex(Exchange):
message='Got invalid response from bittrex',
pair=pair))
data = _cache[pair]
#this is the latest results we had
old_ticker = data['result'][-1];
#check timestamp is newer ...
if (sdata['result'][0]['T'] > old_ticker['T']) :
# this is the latest results we had
old_ticker = data['result'][-1]
# check timestamp is newer ...
if (sdata['result'][0]['T'] > old_ticker['T']):
data['result'].append(sdata['result'][0])
elif (sdata['result'][0]['T'] == old_ticker['T']) :
#if volume has changed, update the latest result with the new one
if (sdata['result'][0]['V'] > old_ticker['V']) :
# avoid habinf to much data to analyze
data['result'].pop(0)
elif (sdata['result'][0]['T'] == old_ticker['T']):
# if volume has changed, update the latest result with the new
# one
if (sdata['result'][0]['V'] > old_ticker['V']):
data['result'][-1] = sdata['result'][0]
else :
else:
data = _API_V2.get_candles(pair.replace('_', '-'), interval)
# Update the value in cache
_cache[pair] = data
# These sanity check are necessary because bittrex cannot keep their API stable.
# These sanity check are necessary because bittrex cannot keep their
# API stable.
if not data.get('result'):
raise ContentDecodingError('{message} params=({pair})'.format(
message='Got invalid response from bittrex',
@ -137,7 +139,8 @@ class Bittrex(Exchange):
for prop in ['C', 'V', 'O', 'H', 'L', 'T']:
for tick in data['result']:
if prop not in tick.keys():
raise ContentDecodingError('{message} params=({pair})'.format(
raise ContentDecodingError(
'{message} params=({pair})'.format(
message='Required property {} not present in response'.format(prop),
pair=pair))
@ -174,24 +177,31 @@ class Bittrex(Exchange):
order_id=order_id))
def get_pair_detail_url(self, pair: str) -> str:
return self.PAIR_DETAIL_METHOD + '?MarketName={}'.format(pair.replace('_', '-'))
return self.PAIR_DETAIL_METHOD + \
'?MarketName={}'.format(pair.replace('_', '-'))
def get_markets(self) -> List[str]:
data = _API.get_markets()
if not data['success']:
raise OperationalException('{message}'.format(message=data['message']))
raise OperationalException(
'{message}'.format(
message=data['message']))
return [m['MarketName'].replace('-', '_') for m in data['result']]
def get_market_summaries(self) -> List[Dict]:
data = _API.get_market_summaries()
if not data['success']:
raise OperationalException('{message}'.format(message=data['message']))
raise OperationalException(
'{message}'.format(
message=data['message']))
return data['result']
def get_wallet_health(self) -> List[Dict]:
data = _API_V2.get_wallet_health()
if not data['success']:
raise OperationalException('{message}'.format(message=data['message']))
raise OperationalException(
'{message}'.format(
message=data['message']))
return [{
'Currency': entry['Health']['Currency'],
'IsActive': entry['Health']['IsActive'],