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Use dedicated type for OHLCV response

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This commit is contained in:
Matthias 2023-01-05 11:30:15 +01:00
parent 5257e8b3ed
commit 75b0a3e63d
3 changed files with 11 additions and 6 deletions
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4
freqtrade/exchange/binance.py
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@ -11,7 +11,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier from freqtrade.exchange.common import retrier
from freqtrade.exchange.types import Tickers from freqtrade.exchange.types import OHLCVResponse, Tickers
from freqtrade.misc import deep_merge_dicts, json_load from freqtrade.misc import deep_merge_dicts, json_load
@ -112,7 +112,7 @@ class Binance(Exchange):
since_ms: int, candle_type: CandleType, since_ms: int, candle_type: CandleType,
is_new_pair: bool = False, raise_: bool = False, is_new_pair: bool = False, raise_: bool = False,
until_ms: Optional[int] = None until_ms: Optional[int] = None
) -> Tuple[str, str, str, List]: ) -> OHLCVResponse:
""" """
Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date 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" Does not work for other exchanges, which don't return the earliest data when called with "0"

6
freqtrade/exchange/exchange.py
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@ -36,7 +36,7 @@ from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contrac
price_to_precision, timeframe_to_minutes, price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds) timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.exchange.types import Ticker, Tickers from freqtrade.exchange.types import OHLCVResponse, Ticker, Tickers
from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json, from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
safe_value_fallback2) safe_value_fallback2)
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -1838,7 +1838,7 @@ class Exchange:
since_ms: int, candle_type: CandleType, since_ms: int, candle_type: CandleType,
is_new_pair: bool = False, raise_: bool = False, is_new_pair: bool = False, raise_: bool = False,
until_ms: Optional[int] = None until_ms: Optional[int] = None
) -> Tuple[str, str, str, List]: ) -> OHLCVResponse:
""" """
Download historic ohlcv Download historic ohlcv
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
@ -2025,7 +2025,7 @@ class Exchange:
timeframe: str, timeframe: str,
candle_type: CandleType, candle_type: CandleType,
since_ms: Optional[int] = None, since_ms: Optional[int] = None,
) -> Tuple[str, str, str, List]: ) -> OHLCVResponse:
""" """
Asynchronously get candle history data using fetch_ohlcv Asynchronously get candle history data using fetch_ohlcv
:param candle_type: '', mark, index, premiumIndex, or funding_rate :param candle_type: '', mark, index, premiumIndex, or funding_rate

7
freqtrade/exchange/types.py
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@ -1,4 +1,6 @@
from typing import Dict, Optional, TypedDict from typing import Dict, List, Optional, Tuple, TypedDict
from freqtrade.enums import CandleType
class Ticker(TypedDict): class Ticker(TypedDict):
@ -14,3 +16,6 @@ class Ticker(TypedDict):
Tickers = Dict[str, Ticker] Tickers = Dict[str, Ticker]
# pair, timeframe, candleType, OHLCV
OHLCVResponse = Tuple[str, str, CandleType, List]