adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Move "first-pair_getting" to binance subclass

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
freqtrade/exchange/binance.py
View File

@ -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,
@ -20,7 +21,6 @@ class Binance(Exchange):
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
"ohlcv_initial_call": True,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",
"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
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 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:
"""
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)
@ -1234,13 +1235,6 @@ class Exchange:
one_call,
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(
pair, timeframe, since) for since in
range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]