update add_external_candle, fix breaking on ping error, handle empty dataframes

freqtrade/rpc/external_message_consumer.py

@@ -248,7 +248,7 @@ class ExternalMessageConsumer:
 
         # Now send any subsequent requests published to
         # this channel's stream
-        async for request in channel_stream:
+        async for request, _ in channel_stream:
             logger.info(f"Sending request to channel - {channel} - {request}")
             await channel.send(request)
 
@@ -292,13 +292,13 @@ class ExternalMessageConsumer:
                 except (websockets.exceptions.ConnectionClosed):
                     # Just eat the error and continue reconnecting
                     logger.warning(f"Disconnection in {channel} - retrying in {self.sleep_time}s")
+                    await asyncio.sleep(self.sleep_time)
+                    break
 
                 except Exception as e:
                     # Just eat the error and continue reconnecting
                     logger.warning(f"Ping error {channel} - {e} - retrying in {self.sleep_time}s")
                     logger.debug(e, exc_info=e)
-
-                finally:
                     await asyncio.sleep(self.sleep_time)
                     break
 
@@ -372,10 +372,16 @@ class ExternalMessageConsumer:
 
         pair, timeframe, candle_type = key
 
+        if df.empty:
+            logger.info(f"Received Empty Dataframe for {key}")
+            return
+
         # If set, remove the Entry and Exit signals from the Producer
         if self._emc_config.get('remove_entry_exit_signals', False):
             df = remove_entry_exit_signals(df)
 
+        logger.info(f"Received {len(df)} candle(s) for {key}")
+
         if len(df) >= 999:
             # This is a full dataframe
             # Add the dataframe to the dataprovider
@@ -404,13 +410,14 @@ class ExternalMessageConsumer:
 
             if not did_append:
                 logger.info("Holes in data or no existing df, "
-                            f"requesting data for {key} from `{producer_name}`")
+                            f"requesting {n_missing} candles "
+                            f"for {key} from `{producer_name}`")
 
                 self.send_producer_request(
                     producer_name,
                     WSAnalyzedDFRequest(
                         data={
-                            "limit": n_missing if n_missing > 0 else 1000,
+                            "limit": n_missing,
                             "pair": pair
                         }
                     )
@@ -418,4 +425,5 @@ class ExternalMessageConsumer:
                 return
 
         logger.info(
-            f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`")
+            f"Consumed message from `{producer_name}` "
+            f"of type `RPCMessageType.ANALYZED_DF` for {key}")