Merge pull request #5560 from freqtrade/fix/5548_1mdl

Don't blindly create coroutines, but fire them off in batches

freqtrade/exchange/exchange.py

@@ -28,7 +28,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -1239,21 +1239,22 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
-        # Combine gathered results
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        # 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)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

tests/exchange/test_exchange.py

@@ -1551,6 +1551,32 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
     assert 'high' in ret.columns
 
 
+@pytest.mark.asyncio
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
+    ohlcv = [
+        [
+            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+
+    pair = 'ETH/USDT'
+    res = await exchange._async_get_historic_ohlcv(pair, "5m",
+                                                   1500000000000, is_new_pair=False)
+    # Call with very old timestamp - causes tons of requests
+    assert exchange._api_async.fetch_ohlcv.call_count > 200
+    assert res[0] == ohlcv[0]
+    assert log_has_re(r'Downloaded data for .* with length .*\.', caplog)
+
+
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     ohlcv = [
         [