ccxt async POC
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@@ -6,7 +6,9 @@ from typing import List, Dict, Any, Optional
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from datetime import datetime
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import ccxt
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import ccxt.async_support as ccxt_async
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import arrow
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import asyncio
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from freqtrade import constants, OperationalException, DependencyException, TemporaryError
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@@ -44,6 +46,7 @@ class Exchange(object):
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# Current selected exchange
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_api: ccxt.Exchange = None
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_api_async: ccxt_async.Exchange = None
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_conf: Dict = {}
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_cached_ticker: Dict[str, Any] = {}
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@@ -64,6 +67,7 @@ class Exchange(object):
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exchange_config = config['exchange']
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self._api = self._init_ccxt(exchange_config)
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self._api_async = self._init_ccxt(exchange_config, ccxt_async)
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logger.info('Using Exchange "%s"', self.name)
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@@ -74,7 +78,7 @@ class Exchange(object):
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# Check if timeframe is available
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self.validate_timeframes(config['ticker_interval'])
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def _init_ccxt(self, exchange_config: dict) -> ccxt.Exchange:
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def _init_ccxt(self, exchange_config: dict, ccxt_module=ccxt) -> ccxt.Exchange:
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"""
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Initialize ccxt with given config and return valid
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ccxt instance.
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@@ -82,15 +86,16 @@ class Exchange(object):
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# Find matching class for the given exchange name
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name = exchange_config['name']
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if name not in ccxt.exchanges:
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if name not in ccxt_module.exchanges:
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raise OperationalException(f'Exchange {name} is not supported')
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try:
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api = getattr(ccxt, name.lower())({
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api = getattr(ccxt_module, name.lower())({
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'apiKey': exchange_config.get('key'),
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'secret': exchange_config.get('secret'),
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'password': exchange_config.get('password'),
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'uid': exchange_config.get('uid', ''),
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'enableRateLimit': True,
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#'enableRateLimit': True,
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'enableRateLimit': False,
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})
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except (KeyError, AttributeError):
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raise OperationalException(f'Exchange {name} is not supported')
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@@ -286,6 +291,35 @@ class Exchange(object):
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logger.info("returning cached ticker-data for %s", pair)
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return self._cached_ticker[pair]
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async def async_get_tickers_history(self, pairs, tick_interval):
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# COMMENTED CODE IS FOR DISCUSSION: where should we close the loop on async ?
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#loop = asyncio.new_event_loop()
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#asyncio.set_event_loop(loop)
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input_coroutines = [self.async_get_ticker_history(symbol, tick_interval) for symbol in pairs]
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tickers = await asyncio.gather(*input_coroutines, return_exceptions=True)
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#await self._api_async.close()
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return tickers
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async def async_get_ticker_history(self, pair: str, tick_interval: str,
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since_ms: Optional[int] = None) -> List[Dict]:
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try:
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# fetch ohlcv asynchronously
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print("fetching %s ..." % pair)
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data = await self._api_async.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
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print("done fetching %s ..." % pair)
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return pair, data
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except ccxt.NotSupported as e:
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raise OperationalException(
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f'Exchange {self._api.name} does not support fetching historical candlestick data.'
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f'Message: {e}')
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
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except ccxt.BaseError as e:
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raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
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@retrier
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def get_ticker_history(self, pair: str, tick_interval: str,
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since_ms: Optional[int] = None) -> List[Dict]:
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