Make get_signals async. This should speed up create_trade calls by at least 10x. (#223)

freqtrade/analyze.py

@@ -144,6 +144,9 @@ def get_signal(pair: str, signal: SignalType) -> bool:
     except ValueError as ex:
         logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
         return False
+    except Exception:
+        logger.exception('Unexpected error when analyzing ticker for pair %s.', pair)
+        return False
 
     if dataframe.empty:
         return False

freqtrade/exchange/__init__.py

@@ -3,6 +3,7 @@
 import enum
 import logging
 from random import randint
+from threading import RLock
 from typing import List, Dict, Any, Optional
 
 import arrow
@@ -14,6 +15,7 @@ from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.interface import Exchange
 
 logger = logging.getLogger(__name__)
+lock = RLock()
 
 # Current selected exchange
 _API: Exchange = None
@@ -138,7 +140,7 @@ def get_ticker(pair: str) -> dict:
     return _API.get_ticker(pair)
 
 
-@cached(TTLCache(maxsize=100, ttl=30))
+@cached(TTLCache(maxsize=100, ttl=30), lock=lock)
 def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
     return _API.get_ticker_history(pair, tick_interval)
 

freqtrade/main.py

@@ -1,10 +1,12 @@
 #!/usr/bin/env python3
+import asyncio
 import copy
 import json
 import logging
 import sys
 import time
 import traceback
+from concurrent.futures import ThreadPoolExecutor
 from datetime import datetime
 from typing import Dict, Optional, List
 
@@ -210,8 +212,17 @@ def create_trade(stake_amount: float) -> bool:
         raise DependencyException('No pair in whitelist')
 
     # Pick pair based on StochRSI buy signals
-    for _pair in whitelist:
-        if get_signal(_pair, SignalType.BUY):
+    with ThreadPoolExecutor() as pool:
+        awaitable_signals = [
+            asyncio.wrap_future(pool.submit(get_signal, pair, SignalType.BUY))
+            for pair in whitelist
+        ]
+
+    loop = asyncio.get_event_loop()
+    signals = loop.run_until_complete(asyncio.gather(*awaitable_signals))
+
+    for idx, _pair in enumerate(whitelist):
+        if signals[idx]:
             pair = _pair
             break
     else: