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catch ccxt.ExchangeError and retry

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This commit is contained in:
gcarq 2018-04-21 22:37:27 +02:00
parent acb1b50924
commit bbe3bc4423
3 changed files with 67 additions and 64 deletions
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4
freqtrade/__init__.py
View File

@ -16,9 +16,9 @@ class OperationalException(BaseException):
"""
class NetworkException(BaseException):
class TemporaryError(BaseException):
"""
Network related error.
Temporary network or exchange related error.
This could happen when an exchange is congested, unavailable, or the user
has networking problems. Usually resolves itself after a time.
"""

103
freqtrade/exchange/__init__.py
View File

@ -7,7 +7,7 @@ from typing import List, Dict, Any, Optional
import ccxt
import arrow
from freqtrade import OperationalException, DependencyException, NetworkException
from freqtrade import OperationalException, DependencyException, TemporaryError
logger = logging.getLogger(__name__)
@ -15,7 +15,7 @@ logger = logging.getLogger(__name__)
# Current selected exchange
_API: ccxt.Exchange = None
_CONF: dict = {}
_CONF: Dict = {}
API_RETRY_COUNT = 4
# Holds all open sell orders for dry_run
@ -33,15 +33,15 @@ def retrier(f):
count = kwargs.pop('count', API_RETRY_COUNT)
try:
return f(*args, **kwargs)
except (NetworkException, DependencyException) as ex:
logger.warning('%s returned exception: "%s"', f, ex)
except (TemporaryError, DependencyException) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
if count > 0:
count -= 1
kwargs.update({'count': count})
logger.warning('retrying %s still for %s times', f, count)
logger.warning('retrying %s() still for %s times', f.__name__, count)
return wrapper(*args, **kwargs)
else:
raise OperationalException('Giving up retrying: %s', f)
raise OperationalException('Giving up retrying: %s()', f.__name__)
return wrapper
@ -151,10 +151,10 @@ def buy(pair: str, rate: float, amount: float) -> Dict:
'Tried to buy amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not place buy order due to networking error. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not place buy order due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -189,10 +189,10 @@ def sell(pair: str, rate: float, amount: float) -> Dict:
'Tried to sell amount {} at rate {} (total {}).'
'Message: {}'.format(pair, amount, rate, rate*amount, e)
)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not place sell order due to networking error. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not place sell order due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -219,10 +219,10 @@ def get_balances() -> dict:
balances.pop("used", None)
return balances
except ccxt.NetworkError as e:
raise NetworkException(
'Could not get balance due to networking error. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get balance due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -231,17 +231,17 @@ def get_balances() -> dict:
def get_tickers() -> Dict:
try:
return _API.fetch_tickers()
except ccxt.NetworkError as e:
raise NetworkException(
'Could not load tickers due to networking error. Message: {}'.format(e)
)
except ccxt.BaseError as e:
raise OperationalException(e)
except ccxt.NotSupported as e:
raise OperationalException(
'Exchange {} does not support fetching tickers in batch.'
'Message: {}'.format(_API.name, e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load tickers due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
@ -249,10 +249,10 @@ def get_tickers() -> Dict:
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
try:
return _API.fetch_ticker(pair)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not load tickers due to networking error. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -261,17 +261,17 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
def get_ticker_history(pair: str, tick_interval: str) -> List[Dict]:
try:
return _API.fetch_ohlcv(pair, timeframe=tick_interval)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not load ticker history due to networking error. Message: {}'.format(e)
)
except ccxt.BaseError as e:
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
except ccxt.NotSupported as e:
raise OperationalException(
'Exchange {} does not support fetching historical candlestick data.'
'Message: {}'.format(_API.name, e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException('Could not fetch ticker data. Msg: {}'.format(e))
def cancel_order(order_id: str, pair: str) -> None:
@ -280,14 +280,10 @@ def cancel_order(order_id: str, pair: str) -> None:
try:
return _API.cancel_order(order_id, pair)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not get order due to networking error. Message: {}'.format(e)
)
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not cancel order. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not cancel order due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -301,14 +297,14 @@ def get_order(order_id: str, pair: str) -> Dict:
return order
try:
return _API.fetch_order(order_id, pair)
except ccxt.NetworkError as e:
raise NetworkException(
'Could not get order due to networking error. Message: {}'.format(e)
)
except ccxt.InvalidOrder as e:
raise DependencyException(
'Could not get order. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get order due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -327,10 +323,10 @@ def get_pair_detail_url(pair: str) -> str:
def get_markets() -> List[dict]:
try:
return _API.fetch_markets()
except ccxt.NetworkError as e:
raise NetworkException(
'Could not load markets due to networking error. Message: {}'.format(e)
)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load markets due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
@ -345,9 +341,16 @@ def get_id() -> str:
def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float:
try:
# validate that markets are loaded before trying to get fee
if _API.markets is None or len(_API.markets) == 0:
_API.load_markets()
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not get fee info due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)

14
freqtrade/tests/exchange/test_exchange.py
View File

@ -8,7 +8,7 @@ import ccxt
import pytest
from freqtrade import OperationalException, DependencyException, NetworkException
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
get_ticker, get_ticker_history, cancel_order, get_name, get_fee, get_id, get_pair_detail_url
import freqtrade.exchange as exchange
@ -148,7 +148,7 @@ def test_buy_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
@ -198,7 +198,7 @@ def test_sell_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
@ -262,7 +262,7 @@ def test_get_balances_prod(default_conf, mocker):
assert get_balances()['1ST']['total'] == 10.0
assert get_balances()['1ST']['used'] == 0.0
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balances()
@ -397,12 +397,12 @@ def test_cancel_order(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
assert cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
with pytest.raises(DependencyException):
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
@ -429,7 +429,7 @@ def test_get_order(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')