Merge pull request #7862 from freqtrade/ws_newcandle

New websocket message "new_candle"

freqtrade/data/dataprovider.py

@@ -104,13 +104,15 @@ class DataProvider:
     def _emit_df(
         self,
         pair_key: PairWithTimeframe,
-        dataframe: DataFrame
+        dataframe: DataFrame,
+        new_candle: bool
     ) -> None:
         """
         Send this dataframe as an ANALYZED_DF message to RPC
 
         :param pair_key: PairWithTimeframe tuple
-        :param data: Tuple containing the DataFrame and the datetime it was cached
+        :param dataframe: Dataframe to emit
+        :param new_candle: This is a new candle
         """
         if self.__rpc:
             self.__rpc.send_msg(
@@ -123,6 +125,11 @@ class DataProvider:
                     }
                 }
             )
+            if new_candle:
+                self.__rpc.send_msg({
+                        'type': RPCMessageType.NEW_CANDLE,
+                        'data': pair_key,
+                    })
 
     def _add_external_df(
         self,

freqtrade/enums/__init__.py

@@ -6,7 +6,7 @@ from freqtrade.enums.exittype import ExitType
 from freqtrade.enums.hyperoptstate import HyperoptState
 from freqtrade.enums.marginmode import MarginMode
 from freqtrade.enums.ordertypevalue import OrderTypeValues
-from freqtrade.enums.rpcmessagetype import RPCMessageType, RPCRequestType
+from freqtrade.enums.rpcmessagetype import NO_ECHO_MESSAGES, RPCMessageType, RPCRequestType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
 from freqtrade.enums.state import State

freqtrade/enums/rpcmessagetype.py

@@ -21,6 +21,7 @@ class RPCMessageType(str, Enum):
 
     WHITELIST = 'whitelist'
     ANALYZED_DF = 'analyzed_df'
+    NEW_CANDLE = 'new_candle'
 
     def __repr__(self):
         return self.value
@@ -35,3 +36,6 @@ class RPCRequestType(str, Enum):
 
     WHITELIST = 'whitelist'
     ANALYZED_DF = 'analyzed_df'
+
+
+NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)

freqtrade/rpc/api_server/api_v1.py

@@ -37,7 +37,8 @@ logger = logging.getLogger(__name__)
 # 2.16: Additional daily metrics
 # 2.17: Forceentry - leverage, partial force_exit
 # 2.20: Add websocket endpoints
-API_VERSION = 2.20
+# 2.21: Add new_candle messagetype
+API_VERSION = 2.21
 
 # Public API, requires no auth.
 router_public = APIRouter()

freqtrade/rpc/rpc_manager.py

@@ -6,7 +6,7 @@ from collections import deque
 from typing import Any, Dict, List
 
 from freqtrade.constants import Config
-from freqtrade.enums import RPCMessageType
+from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
 
 
@@ -67,7 +67,7 @@ class RPCManager:
             'status': 'stopping bot'
         }
         """
-        if msg.get('type') not in (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST):
+        if msg.get('type') not in NO_ECHO_MESSAGES:
             logger.info('Sending rpc message: %s', msg)
         if 'pair' in msg:
             msg.update({

freqtrade/rpc/webhook.py

@@ -68,6 +68,7 @@ class Webhook(RPCHandler):
                 RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
                 RPCMessageType.WHITELIST,
                 RPCMessageType.ANALYZED_DF,
+                RPCMessageType.NEW_CANDLE,
                 RPCMessageType.STRATEGY_MSG):
             # Don't fail for non-implemented types
             return None

freqtrade/strategy/interface.py

@@ -739,10 +739,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         pair = str(metadata.get('pair'))
 
+        new_candle = self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']
         # Test if seen this pair and last candle before.
         # always run if process_only_new_candles is set to false
-        if (not self.process_only_new_candles or
-                self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
+        if not self.process_only_new_candles or new_candle:
 
             # Defs that only make change on new candle data.
             dataframe = self.analyze_ticker(dataframe, metadata)
@@ -751,7 +751,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
             candle_type = self.config.get('candle_type_def', CandleType.SPOT)
             self.dp._set_cached_df(pair, self.timeframe, dataframe, candle_type=candle_type)
-            self.dp._emit_df((pair, self.timeframe, candle_type), dataframe)
+            self.dp._emit_df((pair, self.timeframe, candle_type), dataframe, new_candle)
 
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")

tests/data/test_dataprovider.py

@@ -207,12 +207,18 @@ def test_emit_df(mocker, default_conf, ohlcv_history):
     assert send_mock.call_count == 0
 
     # Rpc is added, we call emit, should call send_msg
-    dataprovider._emit_df(pair, ohlcv_history)
+    dataprovider._emit_df(pair, ohlcv_history, False)
     assert send_mock.call_count == 1
 
+    send_mock.reset_mock()
+    dataprovider._emit_df(pair, ohlcv_history, True)
+    assert send_mock.call_count == 2
+
+    send_mock.reset_mock()
+
     # No rpc added, emit called, should not call send_msg
-    dataprovider_no_rpc._emit_df(pair, ohlcv_history)
-    assert send_mock.call_count == 1
+    dataprovider_no_rpc._emit_df(pair, ohlcv_history, False)
+    assert send_mock.call_count == 0
 
 
 def test_refresh(mocker, default_conf, ohlcv_history):

tests/rpc/test_rpc_apiserver.py

@@ -588,7 +588,7 @@ def test_api_show_config(botclient):
     assert 'unfilledtimeout' in response
     assert 'version' in response
     assert 'api_version' in response
-    assert 2.1 <= response['api_version'] <= 2.2
+    assert 2.1 <= response['api_version'] < 3.0
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):