adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

28
freqtrade/exchange/bittrex.py
View File

@ -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():
data = _API_V2.get_candles(pair.replace('_', '-'), interval) # 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)
# 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(