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Move "first-pair_getting" to binance subclass

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This commit is contained in:
Matthias 2021-09-07 19:29:10 +02:00
parent 71ff214adf
commit 8c83c258a5
2 changed files with 20 additions and 9 deletions
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21
freqtrade/exchange/binance.py
View File

@ -1,7 +1,8 @@
""" Binance exchange subclass """ """ Binance exchange subclass """
import logging import logging
from typing import Dict from typing import Dict, List
import arrow
import ccxt import ccxt
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException, from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
@ -20,7 +21,6 @@ class Binance(Exchange):
"order_time_in_force": ['gtc', 'fok', 'ioc'], "order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce", "time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000, "ohlcv_candle_limit": 1000,
"ohlcv_initial_call": True,
"trades_pagination": "id", "trades_pagination": "id",
"trades_pagination_arg": "fromId", "trades_pagination_arg": "fromId",
"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000], "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
@ -91,3 +91,20 @@ class Binance(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from 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 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)

8
freqtrade/exchange/exchange.py
View File

@ -1226,6 +1226,7 @@ class Exchange:
) -> List: ) -> List:
""" """
Download historic ohlcv 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) one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@ -1234,13 +1235,6 @@ class Exchange:
one_call, one_call,
arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True) arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
) )
if self._ft_has.get('ohlcv_initial_call', False) and 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 available starting with {since_ms}.")
input_coroutines = [self._async_get_candle_history( input_coroutines = [self._async_get_candle_history(
pair, timeframe, since) for since in pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)] range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]