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Clarify "required candle" message

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This commit is contained in:
Matthias 2021-10-08 14:36:52 +02:00
parent a1be6124f2
commit 482f4418c6
1 changed files with 25 additions and 37 deletions
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46
freqtrade/exchange/exchange.py
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@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
InvalidOrderException, OperationalException, PricingError, InvalidOrderException, OperationalException, PricingError,
RetryableOrderError, TemporaryError) RetryableOrderError, TemporaryError)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES, from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
remove_credentials, retrier, retrier_async) retrier_async)
from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2 from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -54,16 +54,12 @@ class Exchange:
# Parameters to add directly to buy/sell calls (like agreeing to trading agreement) # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
_params: Dict = {} _params: Dict = {}
# Additional headers - added to the ccxt object
_headers: Dict = {}
# Dict to specify which options each exchange implements # Dict to specify which options each exchange implements
# This defines defaults, which can be selectively overridden by subclasses using _ft_has # This defines defaults, which can be selectively overridden by subclasses using _ft_has
# or by specifying them in the configuration. # or by specifying them in the configuration.
_ft_has_default: Dict = { _ft_has_default: Dict = {
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"order_time_in_force": ["gtc"], "order_time_in_force": ["gtc"],
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {}, "ohlcv_params": {},
"ohlcv_candle_limit": 500, "ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True, "ohlcv_partial_candle": True,
@ -104,7 +100,6 @@ class Exchange:
# Holds all open sell orders for dry_run # Holds all open sell orders for dry_run
self._dry_run_open_orders: Dict[str, Any] = {} self._dry_run_open_orders: Dict[str, Any] = {}
remove_credentials(config)
if config['dry_run']: if config['dry_run']:
logger.info('Instance is running with dry_run enabled') logger.info('Instance is running with dry_run enabled')
@ -174,7 +169,7 @@ class Exchange:
asyncio.get_event_loop().run_until_complete(self._api_async.close()) asyncio.get_event_loop().run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt, def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange: ccxt_kwargs: dict = None) -> ccxt.Exchange:
""" """
Initialize ccxt with given config and return valid Initialize ccxt with given config and return valid
ccxt instance. ccxt instance.
@ -193,10 +188,6 @@ class Exchange:
} }
if ccxt_kwargs: if ccxt_kwargs:
logger.info('Applying additional ccxt config: %s', ccxt_kwargs) logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
if self._headers:
# Inject static headers after the above output to not confuse users.
ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
if ccxt_kwargs:
ex_config.update(ccxt_kwargs) ex_config.update(ccxt_kwargs)
try: try:
@ -480,7 +471,7 @@ class Exchange:
if startup_candles + 5 > candle_limit: if startup_candles + 5 > candle_limit:
raise OperationalException( raise OperationalException(
f"This strategy requires {startup_candles} candles to start. " f"This strategy requires {startup_candles} candles to start. "
f"{self.name} only provides {candle_limit} for {timeframe}.") f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
def exchange_has(self, endpoint: str) -> bool: def exchange_has(self, endpoint: str) -> bool:
""" """
@ -523,7 +514,7 @@ class Exchange:
precision = self.markets[pair]['precision']['price'] precision = self.markets[pair]['precision']['price']
missing = price % precision missing = price % precision
if missing != 0: if missing != 0:
price = round(price - missing + precision, 10) price = price - missing + precision
else: else:
symbol_prec = self.markets[pair]['precision']['price'] symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec) big_price = price * pow(10, symbol_prec)
@ -725,8 +716,7 @@ class Exchange:
params = self._params.copy() params = self._params.copy()
if time_in_force != 'gtc' and ordertype != 'market': if time_in_force != 'gtc' and ordertype != 'market':
param = self._ft_has.get('time_in_force_parameter', '') params.update({'timeInForce': time_in_force})
params.update({param: time_in_force})
try: try:
# Set the precision for amount and price(rate) as accepted by the exchange # Set the precision for amount and price(rate) as accepted by the exchange
@ -1058,7 +1048,7 @@ class Exchange:
ticker_rate = ticker[conf_strategy['price_side']] ticker_rate = ticker[conf_strategy['price_side']]
if ticker['last'] and ticker_rate: if ticker['last'] and ticker_rate:
if side == 'buy' and ticker_rate > ticker['last']: if side == 'buy' and ticker_rate > ticker['last']:
balance = conf_strategy.get('ask_last_balance', 0.0) balance = conf_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate) ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'sell' and ticker_rate < ticker['last']: elif side == 'sell' and ticker_rate < ticker['last']:
balance = conf_strategy.get('bid_last_balance', 0.0) balance = conf_strategy.get('bid_last_balance', 0.0)
@ -1195,7 +1185,7 @@ class Exchange:
# Historic data # Historic data
def get_historic_ohlcv(self, pair: str, timeframe: str, def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, is_new_pair: bool = False) -> List: since_ms: int) -> List:
""" """
Get candle history using asyncio and returns the list of candles. Get candle history using asyncio and returns the list of candles.
Handles all async work for this. Handles all async work for this.
@ -1207,7 +1197,7 @@ class Exchange:
""" """
return asyncio.get_event_loop().run_until_complete( return asyncio.get_event_loop().run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe, self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, is_new_pair=is_new_pair)) since_ms=since_ms))
def get_historic_ohlcv_as_df(self, pair: str, timeframe: str, def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
since_ms: int) -> DataFrame: since_ms: int) -> DataFrame:
@ -1222,12 +1212,11 @@ class Exchange:
return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
drop_incomplete=self._ohlcv_partial_candle) drop_incomplete=self._ohlcv_partial_candle)
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str, async def _async_get_historic_ohlcv(self, pair: str,
since_ms: int, is_new_pair: bool timeframe: str,
) -> List: since_ms: int) -> List:
""" """
Download historic ohlcv Download historic ohlcv
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
""" """
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe) one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@ -1240,11 +1229,10 @@ class Exchange:
pair, timeframe, since) for since in pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)] range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
data: List = [] results = await asyncio.gather(*input_coroutines, return_exceptions=True)
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
results = await asyncio.gather(*input_coro, return_exceptions=True) # Combine gathered results
data: List = []
for res in results: for res in results:
if isinstance(res, Exception): if isinstance(res, Exception):
logger.warning("Async code raised an exception: %s", res.__class__.__name__) logger.warning("Async code raised an exception: %s", res.__class__.__name__)
@ -1255,7 +1243,7 @@ class Exchange:
data.extend(new_data) data.extend(new_data)
# Sort data again after extending the result - above calls return in "async order" # Sort data again after extending the result - above calls return in "async order"
data = sorted(data, key=lambda x: x[0]) data = sorted(data, key=lambda x: x[0])
logger.info(f"Downloaded data for {pair} with length {len(data)}.") logger.info("Downloaded data for %s with length %s.", pair, len(data))
return data return data
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *, def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,