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

Merge branch 'develop' into pr/samgermain/6780

Browse Source
This commit is contained in:
Matthias
2022-07-16 15:35:00 +02:00
parent 10cbb5e67c 004bf31142
commit 8d2e22f009
151 changed files with 22464 additions and 18288 deletions
Download Patch File Download Diff File Expand all files Collapse all files

292
freqtrade/exchange/exchange.py
View File

@@ -16,11 +16,10 @@ import arrow
import ccxt
import ccxt.async_support as ccxt_async
from cachetools import TTLCache
from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
decimal_to_precision)
from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_precision
from pandas import DataFrame
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
@@ -64,6 +63,7 @@ class Exchange:
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_has_history": True, # Some exchanges (Kraken) don't provide history via ohlcv
"ohlcv_partial_candle": True,
"ohlcv_require_since": False,
# Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
@@ -77,7 +77,9 @@ class Exchange:
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"ccxt_futures_name": "swap",
"fee_cost_in_contracts": False, # Fee cost needs contract conversion
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
}
_ft_has: Dict = {}
_ft_has_futures: Dict = {}
@@ -92,7 +94,7 @@ class Exchange:
it does basic validation whether the specified exchange and pairs are valid.
:return: None
"""
self._api: ccxt.Exchange = None
self._api: ccxt.Exchange
self._api_async: ccxt_async.Exchange = None
self._markets: Dict = {}
self._trading_fees: Dict[str, Any] = {}
@@ -174,23 +176,11 @@ class Exchange:
logger.info(f'Using Exchange "{self.name}"')
if validate:
# Check if timeframe is available
self.validate_timeframes(config.get('timeframe'))
# Initial markets load
self._load_markets()
# Check if all pairs are available
self.validate_stakecurrency(config['stake_currency'])
if not exchange_config.get('skip_pair_validation'):
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_config(config)
self.required_candle_call_count = self.validate_required_startup_candles(
config.get('startup_candle_count', 0), config.get('timeframe', ''))
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config['exit_pricing'])
self.validate_pricing(config['entry_pricing'])
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
@@ -198,6 +188,7 @@ class Exchange:
if self.trading_mode != TradingMode.SPOT:
self.fill_leverage_tiers()
self.additional_exchange_init()
def __del__(self):
"""
@@ -212,6 +203,20 @@ class Exchange:
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
def validate_config(self, config):
# Check if timeframe is available
self.validate_timeframes(config.get('timeframe'))
# Check if all pairs are available
self.validate_stakecurrency(config['stake_currency'])
if not config['exchange'].get('skip_pair_validation'):
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
self.validate_order_time_in_force(config.get('order_time_in_force', {}))
self.validate_trading_mode_and_margin_mode(self.trading_mode, self.margin_mode)
self.validate_pricing(config['exit_pricing'])
self.validate_pricing(config['entry_pricing'])
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
"""
@@ -290,27 +295,38 @@ class Exchange:
return self._markets
@property
def precisionMode(self) -> str:
def precisionMode(self) -> int:
"""exchange ccxt precisionMode"""
return self._api.precisionMode
def additional_exchange_init(self) -> None:
"""
Additional exchange initialization logic.
.api will be available at this point.
Must be overridden in child methods if required.
"""
pass
def _log_exchange_response(self, endpoint, response) -> None:
""" Log exchange responses """
if self.log_responses:
logger.info(f"API {endpoint}: {response}")
def ohlcv_candle_limit(self, timeframe: str) -> int:
def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
"""
Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
:param timeframe: Timeframe to check
:param candle_type: Candle-type
:param since_ms: Starting timestamp
:return: Candle limit as integer
"""
return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
timeframe, self._ft_has.get('ohlcv_candle_limit')))
def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
def get_markets(self, base_currencies: List[str] = [], quote_currencies: List[str] = [],
spot_only: bool = False, margin_only: bool = False, futures_only: bool = False,
tradable_only: bool = True,
active_only: bool = False) -> Dict[str, Any]:
@@ -375,7 +391,7 @@ class Exchange:
and market.get('base', None) is not None
and (self.precisionMode != TICK_SIZE
# Too low precision will falsify calculations
or market.get('precision', {}).get('price', None) > 1e-11)
or market.get('precision', {}).get('price') > 1e-11)
and ((self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
@@ -410,7 +426,7 @@ class Exchange:
if 'symbol' in order and order['symbol'] is not None:
contract_size = self._get_contract_size(order['symbol'])
if contract_size != 1:
for prop in ['amount', 'cost', 'filled', 'remaining']:
for prop in self._ft_has.get('order_props_in_contracts', []):
if prop in order and order[prop] is not None:
order[prop] = order[prop] * contract_size
return order
@@ -525,7 +541,7 @@ class Exchange:
# The internal info array is different for each particular market,
# its contents depend on the exchange.
# It can also be a string or similar ... so we need to verify that first.
elif (isinstance(self.markets[pair].get('info', None), dict)
elif (isinstance(self.markets[pair].get('info'), dict)
and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
# Warn users about restricted pairs in whitelist.
# We cannot determine reliably if Users are affected.
@@ -606,19 +622,28 @@ class Exchange:
Checks if required startup_candles is more than ohlcv_candle_limit().
Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
"""
candle_limit = self.ohlcv_candle_limit(timeframe)
candle_limit = self.ohlcv_candle_limit(
timeframe, self._config['candle_type_def'],
int(date_minus_candles(timeframe, startup_candles).timestamp() * 1000)
if timeframe else None)
# Require one more candle - to account for the still open candle.
candle_count = startup_candles + 1
# Allow 5 calls to the exchange per pair
required_candle_call_count = int(
(candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
if self._ft_has['ohlcv_has_history']:
if required_candle_call_count > 5:
# Only allow 5 calls per pair to somewhat limit the impact
if required_candle_call_count > 5:
# Only allow 5 calls per pair to somewhat limit the impact
raise OperationalException(
f"This strategy requires {startup_candles} candles to start, "
"which is more than 5x "
f"the amount of candles {self.name} provides for {timeframe}.")
elif required_candle_call_count > 1:
raise OperationalException(
f"This strategy requires {startup_candles} candles to start, which is more than 5x "
f"This strategy requires {startup_candles} candles to start, which is more than "
f"the amount of candles {self.name} provides for {timeframe}.")
if required_candle_call_count > 1:
logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
f"This can result in slower operations for the bot. Please check "
@@ -682,10 +707,11 @@ class Exchange:
# counting_mode=self.precisionMode,
# ))
if self.precisionMode == TICK_SIZE:
precision = self.markets[pair]['precision']['price']
missing = price % precision
if missing != 0:
price = round(price - missing + precision, 10)
precision = Precise(str(self.markets[pair]['precision']['price']))
price_str = Precise(str(price))
missing = price_str % precision
if not missing == Precise("0"):
price = round(float(str(price_str - missing + precision)), 14)
else:
symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec)
@@ -818,7 +844,7 @@ class Exchange:
'price': rate,
'average': rate,
'amount': _amount,
'cost': _amount * rate / leverage,
'cost': _amount * rate,
'type': ordertype,
'side': side,
'filled': 0,
@@ -965,19 +991,26 @@ class Exchange:
order = self.check_dry_limit_order_filled(order)
return order
except KeyError as e:
from freqtrade.persistence import Order
order = Order.order_by_id(order_id)
if order:
ccxt_order = order.to_ccxt_object()
self._dry_run_open_orders[order_id] = ccxt_order
return ccxt_order
# Gracefully handle errors with dry-run orders.
raise InvalidOrderException(
f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
# Order handling
def _lev_prep(self, pair: str, leverage: float, side: str):
def _lev_prep(self, pair: str, leverage: float, side: BuySell):
if self.trading_mode != TradingMode.SPOT:
self.set_margin_mode(pair, self.margin_mode)
self._set_leverage(leverage, pair)
def _get_params(
self,
side: BuySell,
ordertype: str,
leverage: float,
reduceOnly: bool,
@@ -996,7 +1029,7 @@ class Exchange:
*,
pair: str,
ordertype: str,
side: str,
side: BuySell,
amount: float,
rate: float,
leverage: float,
@@ -1007,7 +1040,7 @@ class Exchange:
dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
return dry_order
params = self._get_params(ordertype, leverage, reduceOnly, time_in_force)
params = self._get_params(side, ordertype, leverage, reduceOnly, time_in_force)
try:
# Set the precision for amount and price(rate) as accepted by the exchange
@@ -1092,7 +1125,7 @@ class Exchange:
@retrier(retries=0)
def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict,
side: str, leverage: float) -> Dict:
side: BuySell, leverage: float) -> Dict:
"""
creates a stoploss order.
requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market
@@ -1169,7 +1202,7 @@ class Exchange:
raise OperationalException(e) from e
@retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
def fetch_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']:
return self.fetch_dry_run_order(order_id)
try:
@@ -1191,8 +1224,8 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to fetch_stoploss_order to allow easy overriding in other classes
fetch_stoploss_order = fetch_order
def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
return self.fetch_order(order_id, pair, params)
def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
stoploss_order: bool = False) -> Dict:
@@ -1217,7 +1250,7 @@ class Exchange:
and order.get('filled') == 0.0)
@retrier
def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
def cancel_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
if self._config['dry_run']:
try:
order = self.fetch_dry_run_order(order_id)
@@ -1243,8 +1276,8 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
# Assign method to cancel_stoploss_order to allow easy overriding in other classes
cancel_stoploss_order = cancel_order
def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
return self.cancel_order(order_id, pair, params)
def is_cancel_order_result_suitable(self, corder) -> bool:
if not isinstance(corder, dict):
@@ -1356,7 +1389,7 @@ class Exchange:
raise OperationalException(e) from e
@retrier
def fetch_bids_asks(self, symbols: List[str] = None, cached: bool = False) -> Dict:
def fetch_bids_asks(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
"""
:param cached: Allow cached result
:return: fetch_tickers result
@@ -1384,7 +1417,7 @@ class Exchange:
raise OperationalException(e) from e
@retrier
def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
"""
:param cached: Allow cached result
:return: fetch_tickers result
@@ -1468,6 +1501,23 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> str:
price_side = conf_strategy['price_side']
if price_side in ('same', 'other'):
price_map = {
('entry', 'long', 'same'): 'bid',
('entry', 'long', 'other'): 'ask',
('entry', 'short', 'same'): 'ask',
('entry', 'short', 'other'): 'bid',
('exit', 'long', 'same'): 'ask',
('exit', 'long', 'other'): 'bid',
('exit', 'short', 'same'): 'bid',
('exit', 'short', 'other'): 'ask',
}
price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
return price_side
def get_rate(self, pair: str, refresh: bool,
side: EntryExit, is_short: bool) -> float:
"""
@@ -1494,20 +1544,7 @@ class Exchange:
conf_strategy = self._config.get(strat_name, {})
price_side = conf_strategy['price_side']
if price_side in ('same', 'other'):
price_map = {
('entry', 'long', 'same'): 'bid',
('entry', 'long', 'other'): 'ask',
('entry', 'short', 'same'): 'ask',
('entry', 'short', 'other'): 'bid',
('exit', 'long', 'same'): 'ask',
('exit', 'long', 'other'): 'bid',
('exit', 'short', 'same'): 'bid',
('exit', 'short', 'other'): 'ask',
}
price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
price_side = self._get_price_side(side, is_short, conf_strategy)
price_side_word = price_side.capitalize()
@@ -1632,27 +1669,35 @@ class Exchange:
and order['fee']['cost'] is not None
)
def calculate_fee_rate(self, order: Dict) -> Optional[float]:
def calculate_fee_rate(
self, fee: Dict, symbol: str, cost: float, amount: float) -> Optional[float]:
"""
Calculate fee rate if it's not given by the exchange.
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
"""
if order['fee'].get('rate') is not None:
return order['fee'].get('rate')
fee_curr = order['fee']['currency']
if fee.get('rate') is not None:
return fee.get('rate')
fee_curr = fee.get('currency')
if fee_curr is None:
return None
fee_cost = float(fee['cost'])
if self._ft_has['fee_cost_in_contracts']:
# Convert cost via "contracts" conversion
fee_cost = self._contracts_to_amount(symbol, fee['cost'])
# Calculate fee based on order details
if fee_curr in self.get_pair_base_currency(order['symbol']):
if fee_curr == self.get_pair_base_currency(symbol):
# Base currency - divide by amount
return round(
order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
elif fee_curr in self.get_pair_quote_currency(order['symbol']):
return round(fee_cost / amount, 8)
elif fee_curr == self.get_pair_quote_currency(symbol):
# Quote currency - divide by cost
return round(self._contracts_to_amount(
order['symbol'], order['fee']['cost']) / order['cost'],
8) if order['cost'] else None
return round(fee_cost / cost, 8) if cost else None
else:
# If Fee currency is a different currency
if not order['cost']:
if not cost:
# If cost is None or 0.0 -> falsy, return None
return None
try:
@@ -1664,19 +1709,28 @@ class Exchange:
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((self._contracts_to_amount(
order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
return round((fee_cost * fee_to_quote_rate) / cost, 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
def extract_cost_curr_rate(self, fee: Dict, symbol: str, cost: float,
amount: float) -> Tuple[float, str, Optional[float]]:
"""
Extract tuple of cost, currency, rate.
Requires order_has_fee to run first!
:param order: Order or trade (one trade) dict
:param fee: ccxt Fee dict - must contain cost / currency / rate
:param symbol: Symbol of the order
:param cost: Total cost of the order
:param amount: Amount of the order
:return: Tuple with cost, currency, rate of the given fee dict
"""
return (order['fee']['cost'],
order['fee']['currency'],
self.calculate_fee_rate(order))
return (float(fee['cost']),
fee['currency'],
self.calculate_fee_rate(
fee,
symbol,
cost,
amount
)
)
# Historic data
@@ -1719,7 +1773,7 @@ class Exchange:
async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int, candle_type: CandleType,
is_new_pair: bool = False, raise_: bool = False,
until_ms: int = None
until_ms: Optional[int] = None
) -> Tuple[str, str, str, List]:
"""
Download historic ohlcv
@@ -1727,7 +1781,8 @@ class Exchange:
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
timeframe, candle_type, since_ms)
logger.debug(
"one_call: %s msecs (%s)",
one_call,
@@ -1763,7 +1818,8 @@ class Exchange:
if (not since_ms
and (self._ft_has["ohlcv_require_since"] or self.required_candle_call_count > 1)):
# Multiple calls for one pair - to get more history
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
timeframe, candle_type, since_ms)
move_to = one_call * self.required_candle_call_count
now = timeframe_to_next_date(timeframe)
since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
@@ -1778,7 +1834,7 @@ class Exchange:
def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
since_ms: Optional[int] = None, cache: bool = True,
drop_incomplete: bool = None
drop_incomplete: Optional[bool] = None
) -> Dict[PairWithTimeframe, DataFrame]:
"""
Refresh in-memory OHLCV asynchronously and set `_klines` with the result
@@ -1881,7 +1937,9 @@ class Exchange:
pair, timeframe, since_ms, s
)
params = deepcopy(self._ft_has.get('ohlcv_params', {}))
candle_limit = self.ohlcv_candle_limit(timeframe)
candle_limit = self.ohlcv_candle_limit(
timeframe, candle_type=candle_type, since_ms=since_ms)
if candle_type != CandleType.SPOT:
params.update({'price': candle_type})
if candle_type != CandleType.FUNDING_RATE:
@@ -2128,10 +2186,11 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
@retrier
def get_market_leverage_tiers(self, symbol) -> List[Dict]:
@retrier_async
async def get_market_leverage_tiers(self, symbol: str) -> Tuple[str, List[Dict]]:
try:
return self._api.fetch_market_leverage_tiers(symbol)
tier = await self._api_async.fetch_market_leverage_tiers(symbol)
return symbol, tier
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2165,8 +2224,14 @@ class Exchange:
f"Initializing leverage_tiers for {len(symbols)} markets. "
"This will take about a minute.")
for symbol in sorted(symbols):
tiers[symbol] = self.get_market_leverage_tiers(symbol)
coros = [self.get_market_leverage_tiers(symbol) for symbol in sorted(symbols)]
for input_coro in chunks(coros, 100):
results = self.loop.run_until_complete(
asyncio.gather(*input_coro, return_exceptions=True))
for symbol, res in results:
tiers[symbol] = res
logger.info(f"Done initializing {len(symbols)} markets.")
@@ -2416,14 +2481,35 @@ class Exchange:
)
@staticmethod
def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame) -> DataFrame:
def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame,
futures_funding_rate: Optional[int] = None) -> DataFrame:
"""
Combine funding-rates and mark-rates dataframes
:param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
:param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
:param futures_funding_rate: Fake funding rate to use if funding_rates are not available
"""
if futures_funding_rate is None:
return mark_rates.merge(
funding_rates, on='date', how="inner", suffixes=["_mark", "_fund"])
else:
if len(funding_rates) == 0:
# No funding rate candles - full fillup with fallback variable
mark_rates['open_fund'] = futures_funding_rate
return mark_rates.rename(
columns={'open': 'open_mark',
'close': 'close_mark',
'high': 'high_mark',
'low': 'low_mark',
'volume': 'volume_mark'})
return funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
else:
# Fill up missing funding_rate candles with fallback value
combined = mark_rates.merge(
funding_rates, on='date', how="outer", suffixes=["_mark", "_fund"]
)
combined['open_fund'] = combined['open_fund'].fillna(futures_funding_rate)
return combined
def calculate_funding_fees(
self,
@@ -2698,9 +2784,10 @@ def timeframe_to_msecs(timeframe: str) -> int:
def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
"""
Use Timeframe and determine last possible candle.
Use Timeframe and determine the candle start date for this date.
Does not round when given a candle start date.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to utcnow()
:param date: date to use. Defaults to now(utc)
:returns: date of previous candle (with utc timezone)
"""
if not date:
@@ -2715,7 +2802,7 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
"""
Use Timeframe and determine next candle.
:param timeframe: timeframe in string format (e.g. "5m")
:param date: date to use. Defaults to utcnow()
:param date: date to use. Defaults to now(utc)
:returns: date of next candle (with utc timezone)
"""
if not date:
@@ -2725,6 +2812,23 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
def date_minus_candles(
timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
"""
subtract X candles from a date.
:param timeframe: timeframe in string format (e.g. "5m")
:param candle_count: Amount of candles to subtract.
:param date: date to use. Defaults to now(utc)
"""
if not date:
date = datetime.now(timezone.utc)
tf_min = timeframe_to_minutes(timeframe)
new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
return new_date
def market_is_active(market: Dict) -> bool:
"""
Return True if the market is active.