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Merge branch 'develop' into feat/short

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Matthias
2022-01-01 19:16:24 +01:00
parent 64917275a9 45a02beea8
commit ddfbe55e7c
75 changed files with 593 additions and 314 deletions
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1
freqtrade/exchange/__init__.py
View File

@@ -5,6 +5,7 @@ from freqtrade.exchange.exchange import Exchange
# isort: on
from freqtrade.exchange.bibox import Bibox
from freqtrade.exchange.binance import Binance
from freqtrade.exchange.bitpanda import Bitpanda
from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.bybit import Bybit
from freqtrade.exchange.coinbasepro import Coinbasepro

37
freqtrade/exchange/bitpanda.py Normal file
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@@ -0,0 +1,37 @@
""" Bitpanda exchange subclass """
import logging
from datetime import datetime, timezone
from typing import Dict, List, Optional
from freqtrade.exchange import Exchange
logger = logging.getLogger(__name__)
class Bitpanda(Exchange):
"""
Bitpanda exchange class. Contains adjustments needed for Freqtrade to work
with this exchange.
"""
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
"""
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC,
as timezone-native datetime object.
From the python documentation:
> Naive datetime instances are assumed to represent local time
Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
transformation from local timezone to UTC.
This works for timezones UTC+ since then the result will contain trades from a few hours
instead of from the last 5 seconds, however fails for UTC- timezones,
since we're then asking for trades with a "since" argument in the future.
:param order_id order_id: Order-id as given when creating the order
:param pair: Pair the order is for
:param since: datetime object of the order creation time. Assumes object is in UTC.
"""
params = {'to': int(datetime.now(timezone.utc).timestamp() * 1000)}
return super().get_trades_for_order(order_id, pair, since, params)

36
freqtrade/exchange/common.py
View File

@@ -4,9 +4,20 @@ import time
from functools import wraps
from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
from freqtrade.mixins import LoggingMixin
logger = logging.getLogger(__name__)
__logging_mixin = None
def _get_logging_mixin():
# Logging-mixin to cache kucoin responses
# Only to be used in retrier
global __logging_mixin
if not __logging_mixin:
__logging_mixin = LoggingMixin(logger)
return __logging_mixin
# Maximum default retry count.
@@ -77,28 +88,33 @@ def calculate_backoff(retrycount, max_retries):
def retrier_async(f):
async def wrapper(*args, **kwargs):
count = kwargs.pop('count', API_RETRY_COUNT)
kucoin = args[0].name == "Kucoin" # Check if the exchange is KuCoin.
try:
return await f(*args, **kwargs)
except TemporaryError as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
msg += f'Retrying still for {count} times.'
count -= 1
kwargs.update({'count': count})
kwargs['count'] = count
if isinstance(ex, DDosProtection):
if "kucoin" in str(ex) and "429000" in str(ex):
if kucoin and "429000" in str(ex):
# Temporary fix for 429000 error on kucoin
# see https://github.com/freqtrade/freqtrade/issues/5700 for details.
logger.warning(
_get_logging_mixin().log_once(
f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. "
f"{count} tries left before giving up")
f"{count} tries left before giving up", logmethod=logger.warning)
# Reset msg to avoid logging too many times.
msg = ''
else:
backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
await asyncio.sleep(backoff_delay)
if msg:
logger.warning(msg)
return await wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
logger.warning(msg + 'Giving up.')
raise ex
return wrapper
@@ -111,9 +127,9 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
try:
return f(*args, **kwargs)
except (TemporaryError, RetryableOrderError) as ex:
logger.warning('%s() returned exception: "%s"', f.__name__, ex)
msg = f'{f.__name__}() returned exception: "{ex}". '
if count > 0:
logger.warning('retrying %s() still for %s times', f.__name__, count)
logger.warning(msg + f'Retrying still for {count} times.')
count -= 1
kwargs.update({'count': count})
if isinstance(ex, (DDosProtection, RetryableOrderError)):
@@ -123,7 +139,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
time.sleep(backoff_delay)
return wrapper(*args, **kwargs)
else:
logger.warning('Giving up retrying: %s()', f.__name__)
logger.warning(msg + 'Giving up.')
raise ex
return wrapper
# Support both @retrier and @retrier(retries=2) syntax

33
freqtrade/exchange/exchange.py
View File

@@ -89,6 +89,8 @@ class Exchange:
self._api_async: ccxt_async.Exchange = None
self._markets: Dict = {}
self._leverage_brackets: Dict = {}
self.loop = asyncio.new_event_loop()
asyncio.set_event_loop(self.loop)
self._config.update(config)
@@ -188,8 +190,10 @@ class Exchange:
def close(self):
logger.debug("Exchange object destroyed, closing async loop")
if self._api_async and inspect.iscoroutinefunction(self._api_async.close):
asyncio.get_event_loop().run_until_complete(self._api_async.close())
if (self._api_async and inspect.iscoroutinefunction(self._api_async.close)
and self._api_async.session):
logger.info("Closing async ccxt session.")
self.loop.run_until_complete(self._api_async.close())
def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
@@ -379,7 +383,7 @@ class Exchange:
def _load_async_markets(self, reload: bool = False) -> None:
try:
if self._api_async:
asyncio.get_event_loop().run_until_complete(
self.loop.run_until_complete(
self._api_async.load_markets(reload=reload))
except (asyncio.TimeoutError, ccxt.BaseError) as e:
@@ -1194,7 +1198,8 @@ class Exchange:
# Fee handling
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
params: Optional[Dict] = None) -> List:
"""
Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
The "since" argument passed in is coming from the database and is in UTC,
@@ -1218,8 +1223,10 @@ class Exchange:
try:
# Allow 5s offset to catch slight time offsets (discovered in #1185)
# since needs to be int in milliseconds
_params = params if params else {}
my_trades = self._api.fetch_my_trades(
pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000),
params=_params)
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
self._log_exchange_response('get_trades_for_order', matched_trades)
@@ -1297,9 +1304,11 @@ class Exchange:
tick = self.fetch_ticker(comb)
fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
except ExchangeError:
return None
fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
if not fee_to_quote_rate:
return None
return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
"""
@@ -1327,7 +1336,7 @@ class Exchange:
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:return: List with candle (OHLCV) data
"""
pair, _, _, data = asyncio.get_event_loop().run_until_complete(
pair, _, _, data = self.loop.run_until_complete(
self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
since_ms=since_ms, is_new_pair=is_new_pair,
candle_type=candle_type))
@@ -1436,8 +1445,10 @@ class Exchange:
results_df = {}
# Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
for input_coro in chunks(input_coroutines, 100):
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coro, return_exceptions=True))
async def gather_stuff():
return await asyncio.gather(*input_coro, return_exceptions=True)
results = self.loop.run_until_complete(gather_stuff())
for res in results:
if isinstance(res, Exception):
@@ -1692,7 +1703,7 @@ class Exchange:
if not self.exchange_has("fetchTrades"):
raise OperationalException("This exchange does not support downloading Trades.")
return asyncio.get_event_loop().run_until_complete(
return self.loop.run_until_complete(
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))