Merge pull request #3238 from hroff-1902/dataprovider-add-ticker

Add ticker to dataprovider

docs/strategy-customization.md

@@ -367,9 +367,10 @@ Please always check the mode of operation to select the correct method to get da
 - [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (ie. VolumePairlist)
 - [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
 - `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
+- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
 - `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
 - [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
 - `runmode` - Property containing the current runmode.
 
 #### Example Usages:
@@ -451,6 +452,23 @@ if self.dp:
     The order book is not part of the historic data which means backtesting and hyperopt will not work if this
     method is used.
 
+#### *ticker(pair)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ticker = self.dp.ticker(metadata['pair'])
+        dataframe['last_price'] = ticker['last']
+        dataframe['volume24h'] = ticker['quoteVolume']
+        dataframe['vwap'] = ticker['vwap']
+```
+
+!!! Warning
+    Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    data returned from the exchange and add appropriate error handling / defaults.
+
 ***
 ### Additional data (Wallets)
 

freqtrade/data/dataprovider.py

@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.data.history import load_pair_history
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -97,10 +97,14 @@ class DataProvider:
 
     def ticker(self, pair: str):
         """
-        Return last ticker data
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
-        # TODO: Implement me
-        pass
+        try:
+            return self._exchange.fetch_ticker(pair)
+        except DependencyException:
+            return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
         """

tests/data/test_dataprovider.py

@@ -5,7 +5,7 @@ import pytest
 
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
@@ -154,6 +154,24 @@ def test_market(mocker, default_conf, markets):
     assert res is None
 
 
+def test_ticker(mocker, default_conf, tickers):
+    ticker_mock = MagicMock(return_value=tickers()['ETH/BTC'])
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('ETH/BTC')
+    assert type(res) is dict
+    assert 'symbol' in res
+    assert res['symbol'] == 'ETH/BTC'
+
+    ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
+    mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+    dp = DataProvider(default_conf, exchange)
+    res = dp.ticker('UNITTEST/BTC')
+    assert res == {}
+
+
 def test_current_whitelist(mocker, default_conf, tickers):
     # patch default conf to volumepairlist
     default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5}