Merge pull request #5544 from freqtrade/new_pair_download

New pair download improvement

freqtrade/data/history/history_utils.py

@@ -197,7 +197,8 @@ def _download_pair_history(pair: str, *,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
                                                arrow.utcnow().shift(
-                                                   days=-new_pairs_days).int_timestamp * 1000
+                                                   days=-new_pairs_days).int_timestamp * 1000,
+                                               is_new_pair=data.empty
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,

freqtrade/exchange/binance.py

@@ -1,7 +1,8 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict
+from typing import Dict, List
 
+import arrow
 import ccxt
 
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
@@ -90,3 +91,20 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
+        """
+        Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
+        Does not work for other exchanges, which don't return the earliest data when called with "0"
+        """
+        if is_new_pair:
+            x = await self._async_get_candle_history(pair, timeframe, 0)
+            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
+                # Set starting date to first available candle.
+                since_ms = x[2][0][0]
+                logger.info(f"Candle-data for {pair} available starting with "
+                            f"{arrow.get(since_ms // 1000).isoformat()}.")
+        return await super()._async_get_historic_ohlcv(
+            pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)

freqtrade/exchange/exchange.py

@@ -1194,7 +1194,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1206,7 +1206,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1221,11 +1221,12 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)