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get_ticker can return a cached value

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This commit is contained in:
Jean-Baptiste LE STANG 2018-01-02 10:56:42 +01:00
parent a57707071c
commit 7d21015b52
4 changed files with 33 additions and 28 deletions
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4
freqtrade/exchange/__init__.py
View File

@ -134,8 +134,8 @@ def get_balances():
return _API.get_balances()
def get_ticker(pair: str) -> dict:
return _API.get_ticker(pair)
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
return _API.get_ticker(pair, refresh)
@cached(TTLCache(maxsize=100, ttl=30))

44
freqtrade/exchange/bittrex.py
View File

@ -1,5 +1,5 @@
import logging
from typing import List, Dict
from typing import List, Dict, Optional
from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
from requests.exceptions import ContentDecodingError
@ -38,6 +38,7 @@ class Bittrex(Exchange):
calls_per_second=1,
api_version=API_V2_0,
)
self.cached_ticker = {}
@staticmethod
def _validate_response(response) -> None:
@ -95,26 +96,29 @@ class Bittrex(Exchange):
raise OperationalException('{message}'.format(message=data['message']))
return data['result']
def get_ticker(self, pair: str) -> dict:
data = _API.get_ticker(pair.replace('_', '-'))
if not data['success']:
Bittrex._validate_response(data)
raise OperationalException('{message} params=({pair})'.format(
message=data['message'],
pair=pair))
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
data = _API.get_ticker(pair.replace('_', '-'), refresh)
if refresh:
if not data['success']:
Bittrex._validate_response(data)
raise OperationalException('{message} params=({pair})'.format(
message=data['message'],
pair=pair))
if not data.get('result') \
or not data['result'].get('Bid') \
or not data['result'].get('Ask') \
or not data['result'].get('Last'):
raise ContentDecodingError('{message} params=({pair})'.format(
message='Got invalid response from bittrex',
pair=pair))
return {
'bid': float(data['result']['Bid']),
'ask': float(data['result']['Ask']),
'last': float(data['result']['Last']),
}
if not data.get('result') \
or not data['result'].get('Bid') \
or not data['result'].get('Ask') \
or not data['result'].get('Last'):
raise ContentDecodingError('{message} params=({pair})'.format(
message='Got invalid response from bittrex',
pair=pair))
# Update the pair
self.cached_ticker[pair] = {
'bid': float(data['result']['Bid']),
'ask': float(data['result']['Ask']),
'last': float(data['result']['Last']),
}
return self.cached_ticker[pair]
def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
if tick_interval == 1:

5
freqtrade/exchange/interface.py
View File

@ -1,5 +1,5 @@
from abc import ABC, abstractmethod
from typing import List, Dict
from typing import List, Dict, Optional
class Exchange(ABC):
@ -62,10 +62,11 @@ class Exchange(ABC):
"""
@abstractmethod
def get_ticker(self, pair: str) -> dict:
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
"""
Gets ticker for given pair.
:param pair: Pair as str, format: BTC_ETC
:param refresh: Shall we query a new value or a cached value is enought
:return: dict, format: {
'bid': float,
'ask': float,

8
freqtrade/rpc/telegram.py
View File

@ -140,7 +140,7 @@ def _status(bot: Bot, update: Update) -> None:
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
@ -193,7 +193,7 @@ def _status_table(bot: Bot, update: Update) -> None:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id,
trade.pair,
@ -301,7 +301,7 @@ def _profit(bot: Bot, update: Update) -> None:
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
@ -579,7 +579,7 @@ def _exec_forcesell(trade: Trade) -> None:
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)