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Batch ohlcv requests to not overwelm ccxt's async throttler

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closes #6003
This commit is contained in:
Matthias 2021-11-30 07:02:49 +01:00
parent 231b1e2f57
commit f0abe218a2
1 changed files with 23 additions and 20 deletions
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9
freqtrade/exchange/exchange.py
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@ -1317,10 +1317,12 @@ class Exchange:
) )
cached_pairs.append((pair, timeframe)) cached_pairs.append((pair, timeframe))
results = asyncio.get_event_loop().run_until_complete(
asyncio.gather(*input_coroutines, return_exceptions=True))
results_df = {} 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))
# handle caching # handle caching
for res in results: for res in results:
if isinstance(res, Exception): if isinstance(res, Exception):
@ -1338,6 +1340,7 @@ class Exchange:
results_df[(pair, timeframe)] = ohlcv_df results_df[(pair, timeframe)] = ohlcv_df
if cache: if cache:
self._klines[(pair, timeframe)] = ohlcv_df self._klines[(pair, timeframe)] = ohlcv_df
# Return cached klines # Return cached klines
for pair, timeframe in cached_pairs: for pair, timeframe in cached_pairs:
results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False) results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)