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Handle properly exchanges with no active flag set for markets

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This commit is contained in:
hroff-1902 2019-10-14 13:32:39 +03:00
parent 7cf7982565
commit 6e27c47dee
3 changed files with 51 additions and 22 deletions
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2
freqtrade/exchange/__init__.py
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@ -10,5 +10,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds, # noqa: F401
timeframe_to_msecs,
timeframe_to_next_date,
timeframe_to_prev_date)
from freqtrade.exchange.exchange import (market_is_active, # noqa: F401
market_is_pair)
from freqtrade.exchange.kraken import Kraken # noqa: F401
from freqtrade.exchange.binance import Binance # noqa: F401

26
freqtrade/exchange/exchange.py
View File

@ -289,14 +289,17 @@ class Exchange:
TODO: consider moving it to the Dataprovider
"""
markets = self.markets
if not markets:
raise OperationalException("Markets were not loaded.")
if base_currency:
markets = {k: v for k, v in markets.items() if v['base'] == base_currency}
if quote_currency:
markets = {k: v for k, v in markets.items() if v['quote'] == quote_currency}
if pairs_only:
markets = {k: v for k, v in markets.items() if '/' in v['symbol']}
markets = {k: v for k, v in markets.items() if market_is_pair(v)}
if active_only:
markets = {k: v for k, v in markets.items() if v['active']}
markets = {k: v for k, v in markets.items() if market_is_active(v)}
return markets
def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
@ -932,3 +935,22 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
ROUND_UP) // 1000
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
def market_is_pair(market):
"""
Return True if the market is a pair.
Currently pairs are defined as markets containing '/' character in its symbol.
"""
return '/' in market.get('symbol', '')
def market_is_active(market):
"""
Return True if the market is active.
"""
# "It's active, if the active flag isn't explicitly set to false. If it's missing or
# true then it's true. If it's undefined, then it's most likely true, but not 100% )"
# See https://github.com/ccxt/ccxt/issues/4874,
# https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520
return market.get('active', True) is not False

45
freqtrade/utils.py
View File

@ -10,7 +10,7 @@ from freqtrade import OperationalException
from freqtrade.configuration import Configuration, TimeRange
from freqtrade.configuration.directory_operations import create_userdata_dir
from freqtrade.data.history import refresh_backtest_ohlcv_data
from freqtrade.exchange import available_exchanges, ccxt_exchanges
from freqtrade.exchange import (available_exchanges, ccxt_exchanges, market_is_active)
from freqtrade.misc import plural
from freqtrade.resolvers import ExchangeResolver
from freqtrade.state import RunMode
@ -137,25 +137,30 @@ def start_list_pairs(args: Dict[str, Any], pairs_only: bool = False) -> None:
base_currency = args.get('base_currency', '')
quote_currency = args.get('quote_currency', '')
pairs = exchange.get_markets(base_currency=base_currency,
quote_currency=quote_currency,
pairs_only=pairs_only,
active_only=active_only)
try:
pairs = exchange.get_markets(base_currency=base_currency,
quote_currency=quote_currency,
pairs_only=pairs_only,
active_only=active_only)
except Exception as e:
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
if args.get('print_list', False):
# print data as a list
print(f"Exchange {exchange.name} has {len(pairs)} " +
(plural(len(pairs), "pair" if pairs_only else "market")) +
(f" with {base_currency} as base currency" if base_currency else "") +
(" and" if base_currency and quote_currency else "") +
(f" with {quote_currency} as quote currency" if quote_currency else "") +
(f": {sorted(pairs.keys())}" if len(pairs) else "") + ".")
else:
# print data as a table
tabular_data = []
for _, v in pairs.items():
tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'],
"Yes" if v['active'] else "No"])
if args.get('print_list', False):
# print data as a list
print(f"Exchange {exchange.name} has {len(pairs)} " +
("active " if active_only else "") +
(plural(len(pairs), "pair" if pairs_only else "market")) +
(f" with {base_currency} as base currency" if base_currency else "") +
(" and" if base_currency and quote_currency else "") +
(f" with {quote_currency} as quote currency" if quote_currency else "") +
(f": {sorted(pairs.keys())}" if len(pairs) else "") + ".")
else:
# print data as a table
tabular_data = []
for _, v in pairs.items():
tabular_data.append([v['id'], v['symbol'], v['base'], v['quote'],
"Yes" if market_is_active(v) else "No"])
headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active']
print(tabulate(tabular_data, headers=headers, tablefmt='pipe'))
headers = ['Id', 'Symbol', 'Base', 'Quote', 'Active']
print(tabulate(tabular_data, headers=headers, tablefmt='pipe'))