Merge pull request #4734 from freqtrade/get_tickers_ccache

/balance should use cached tickers when possible

freqtrade/exchange/exchange.py

@@ -14,6 +14,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
+from cachetools import TTLCache
 from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
                                             decimal_to_precision)
 from pandas import DataFrame
@@ -84,6 +85,9 @@ class Exchange:
         # Timestamp of last markets refresh
         self._last_markets_refresh: int = 0
 
+        # Cache for 10 minutes ...
+        self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
+
         # Holds candles
         self._klines: Dict[Tuple[str, str], DataFrame] = {}
 
@@ -693,9 +697,19 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self) -> Dict:
+    def get_tickers(self, cached: bool = False) -> Dict:
+        """
+        :param cached: Allow cached result
+        :return: fetch_tickers result
+        """
+        if cached:
+            tickers = self._fetch_tickers_cache.get('fetch_tickers')
+            if tickers:
+                return tickers
         try:
-            return self._api.fetch_tickers()
+            tickers = self._api.fetch_tickers()
+            self._fetch_tickers_cache['fetch_tickers'] = tickers
+            return tickers
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '

freqtrade/rpc/rpc.py

@@ -442,7 +442,7 @@ class RPC:
         output = []
         total = 0.0
         try:
-            tickers = self._freqtrade.exchange.get_tickers()
+            tickers = self._freqtrade.exchange.get_tickers(cached=True)
         except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 

tests/exchange/test_exchange.py

@@ -1319,6 +1319,16 @@ def test_get_tickers(default_conf, mocker, exchange_name):
     assert tickers['ETH/BTC']['ask'] == 1
     assert tickers['BCH/BTC']['bid'] == 0.6
     assert tickers['BCH/BTC']['ask'] == 0.5
+    assert api_mock.fetch_tickers.call_count == 1
+
+    api_mock.fetch_tickers.reset_mock()
+
+    # Cached ticker should not call api again
+    tickers2 = exchange.get_tickers(cached=True)
+    assert tickers2 == tickers
+    assert api_mock.fetch_tickers.call_count == 0
+    tickers2 = exchange.get_tickers(cached=False)
+    assert api_mock.fetch_tickers.call_count == 1
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            "get_tickers", "fetch_tickers")

tests/rpc/test_rpc.py

@@ -569,6 +569,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
     assert prec_satoshi(result['total'], 12.309096315)
     assert prec_satoshi(result['value'], 184636.44472997)
+    assert tickers.call_count == 1
+    assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
     assert result['currencies'] == [
         {'currency': 'BTC',