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Self building our ticker history by updating using the latest ticker and checking the ticker consistency

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This commit is contained in:
Jean-Baptiste LE STANG 2017-12-09 13:58:59 +01:00
parent 82bf0be3e2
commit 4f29e16a50
1 changed files with 24 additions and 4 deletions
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26
freqtrade/exchange/bittrex.py
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@ -12,7 +12,7 @@ logger = logging.getLogger(__name__)
_API: _Bittrex = None _API: _Bittrex = None
_API_V2: _Bittrex = None _API_V2: _Bittrex = None
_EXCHANGE_CONF: dict = {} _EXCHANGE_CONF: dict = {}
_cache: dict = dict()
class Bittrex(Exchange): class Bittrex(Exchange):
""" """
@ -22,6 +22,7 @@ class Bittrex(Exchange):
BASE_URL: str = 'https://www.bittrex.com' BASE_URL: str = 'https://www.bittrex.com'
PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index' PAIR_DETAIL_METHOD: str = BASE_URL + '/Market/Index'
def __init__(self, config: dict) -> None: def __init__(self, config: dict) -> None:
global _API, _API_V2, _EXCHANGE_CONF global _API, _API_V2, _EXCHANGE_CONF
@ -98,6 +99,7 @@ class Bittrex(Exchange):
'last': float(data['result']['Last']), 'last': float(data['result']['Last']),
} }
def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
if tick_interval == 1: if tick_interval == 1:
interval = 'oneMin' interval = 'oneMin'
@ -105,9 +107,27 @@ class Bittrex(Exchange):
interval = 'fiveMin' interval = 'fiveMin'
else: 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)
if not sdata.get('result'):
raise ContentDecodingError('{message} params=({pair})'.format(
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']) :
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']) :
data['result'][-1] = sdata['result'][0]
else :
data = _API_V2.get_candles(pair.replace('_', '-'), interval) 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'): if not data.get('result'):
raise ContentDecodingError('{message} params=({pair})'.format( raise ContentDecodingError('{message} params=({pair})'.format(