Use Dataprovider

freqtrade/freqtradebot.py

@@ -16,6 +16,7 @@ from freqtrade import (DependencyException, OperationalException,
                        TemporaryError, __version__, constants, persistence)
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.edge import Edge
+from freqtrade.dataprovider import DataProvider
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
@@ -57,6 +58,8 @@ class FreqtradeBot(object):
         self.persistence = None
         self.exchange = Exchange(self.config)
         self.wallets = Wallets(self.exchange)
+
+        self.dataprovider = DataProvider(self.config, self.exchange)
         pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
         self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
 
@@ -167,7 +170,7 @@ class FreqtradeBot(object):
                                                if trade.pair not in self.active_pair_whitelist])
 
             # Refreshing candles
-            self.exchange.refresh_tickers(self.active_pair_whitelist, self.strategy.ticker_interval)
+            self.dataprovider.refresh(self.active_pair_whitelist)
 
             # First process current opened trades
             for trade in trades:
@@ -317,7 +320,7 @@ class FreqtradeBot(object):
 
         # running get_signal on historical data fetched
         for _pair in whitelist:
-            (buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines(_pair))
+            (buy, sell) = self.strategy.get_signal(_pair, interval, self.dataprovider.ohlcv(_pair))
             if buy and not sell:
                 stake_amount = self._get_trade_stake_amount(_pair)
                 if not stake_amount:
@@ -579,7 +582,7 @@ class FreqtradeBot(object):
         experimental = self.config.get('experimental', {})
         if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
-                                                   self.exchange.klines(trade.pair))
+                                                   self.dataprovider.ohlcv(trade.pair))
 
         config_ask_strategy = self.config.get('ask_strategy', {})
         if config_ask_strategy.get('use_order_book', False):