Merge branch 'develop' into feat/short

freqtrade/exchange/binance.py

@@ -201,8 +201,9 @@ class Binance(Exchange):
             raise OperationalException(e) from e
 
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool
-                                        ) -> List:
+                                        since_ms: int, is_new_pair: bool = False,
+                                        raise_: bool = False
+                                        ) -> Tuple[str, str, List]:
         """
         Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
         Does not work for other exchanges, which don't return the earliest data when called with "0"
@@ -215,7 +216,8 @@ class Binance(Exchange):
                 logger.info(f"Candle-data for {pair} available starting with "
                             f"{arrow.get(since_ms // 1000).isoformat()}.")
         return await super()._async_get_historic_ohlcv(
-            pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
+            pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair,
+            raise_=raise_)
 
     def funding_fee_cutoff(self, open_date: datetime):
         """

freqtrade/exchange/common.py

@@ -81,9 +81,16 @@ def retrier_async(f):
                 count -= 1
                 kwargs.update({'count': count})
                 if isinstance(ex, DDosProtection):
-                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
-                    logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
-                    await asyncio.sleep(backoff_delay)
+                    if "kucoin" in str(ex) and "429000" in str(ex):
+                        # Temporary fix for 429000 error on kucoin
+                        # see https://github.com/freqtrade/freqtrade/issues/5700 for details.
+                        logger.warning(
+                            f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. "
+                            f"{count} tries left before giving up")
+                    else:
+                        backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                        logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)

freqtrade/exchange/exchange.py

@@ -168,9 +168,10 @@ class Exchange:
                 self.validate_pairs(config['exchange']['pair_whitelist'])
             self.validate_ordertypes(config.get('order_types', {}))
             self.validate_order_time_in_force(config.get('order_time_in_force', {}))
-            self.validate_required_startup_candles(config.get('startup_candle_count', 0),
-                                                   config.get('timeframe', ''))
+            self.required_candle_call_count = self.validate_required_startup_candles(
+                config.get('startup_candle_count', 0), config.get('timeframe', ''))
             self.validate_trading_mode_and_collateral(self.trading_mode, self.collateral)
+
         # Converts the interval provided in minutes in config to seconds
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
@@ -523,16 +524,29 @@ class Exchange:
             raise OperationalException(
                 f'Time in force policies are not supported for {self.name} yet.')
 
-    def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> None:
+    def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
         """
         Checks if required startup_candles is more than ohlcv_candle_limit().
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
         """
         candle_limit = self.ohlcv_candle_limit(timeframe)
-        if startup_candles + 5 > candle_limit:
+        # Require one more candle - to account for the still open candle.
+        candle_count = startup_candles + 1
+        # Allow 5 calls to the exchange per pair
+        required_candle_call_count = int(
+            (candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
+
+        if required_candle_call_count > 5:
+            # Only allow 5 calls per pair to somewhat limit the impact
             raise OperationalException(
-                f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
+                f"This strategy requires {startup_candles} candles to start, which is more than 5x "
+                f"the amount of candles {self.name} provides for {timeframe}.")
+
+        if required_candle_call_count > 1:
+            logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
+                           f"This can result in slower operations for the bot. Please check "
+                           f"if you really need {startup_candles} candles for your strategy")
+        return required_candle_call_count
 
     def validate_trading_mode_and_collateral(
         self,
@@ -1306,9 +1320,11 @@ class Exchange:
         :param since_ms: Timestamp in milliseconds to get history from
         :return: List with candle (OHLCV) data
         """
-        return asyncio.get_event_loop().run_until_complete(
+        pair, timeframe, data = asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
                                            since_ms=since_ms, is_new_pair=is_new_pair))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
+        return data
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1324,8 +1340,9 @@ class Exchange:
                                   drop_incomplete=self._ohlcv_partial_candle)
 
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool
-                                        ) -> List:
+                                        since_ms: int, is_new_pair: bool = False,
+                                        raise_: bool = False
+                                        ) -> Tuple[str, str, List]:
         """
         Download historic ohlcv
         :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
@@ -1349,15 +1366,17 @@ class Exchange:
             for res in results:
                 if isinstance(res, Exception):
                     logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    if raise_:
+                        raise
                     continue
-                # Deconstruct tuple if it's not an exception
-                p, _, new_data = res
-                if p == pair:
-                    data.extend(new_data)
+                else:
+                    # Deconstruct tuple if it's not an exception
+                    p, _, new_data = res
+                    if p == pair:
+                        data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
-        return data
+        return pair, timeframe, data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
                              since_ms: Optional[int] = None, cache: bool = True
@@ -1377,10 +1396,22 @@ class Exchange:
         cached_pairs = []
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
-            if (((pair, timeframe) not in self._klines)
+            if ((pair, timeframe) not in self._klines
                     or self._now_is_time_to_refresh(pair, timeframe)):
-                input_coroutines.append(self._async_get_candle_history(pair, timeframe,
-                                                                       since_ms=since_ms))
+                if not since_ms and self.required_candle_call_count > 1:
+                    # Multiple calls for one pair - to get more history
+                    one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
+                    move_to = one_call * self.required_candle_call_count
+                    now = timeframe_to_next_date(timeframe)
+                    since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
+
+                if since_ms:
+                    input_coroutines.append(self._async_get_historic_ohlcv(
+                        pair, timeframe, since_ms=since_ms, raise_=True))
+                else:
+                    # One call ... "regular" refresh
+                    input_coroutines.append(self._async_get_candle_history(
+                        pair, timeframe, since_ms=since_ms))
             else:
                 logger.debug(
                     "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",

freqtrade/exchange/kucoin.py

@@ -1,4 +1,4 @@
-""" Kucoin exchange subclass """
+"""Kucoin exchange subclass."""
 import logging
 from typing import Dict
 
@@ -9,9 +9,9 @@ logger = logging.getLogger(__name__)
 
 
 class Kucoin(Exchange):
-    """
-    Kucoin exchange class. Contains adjustments needed for Freqtrade to work
-    with this exchange.
+    """Kucoin exchange class.
+
+    Contains adjustments needed for Freqtrade to work with this exchange.
 
     Please note that this exchange is not included in the list of exchanges
     officially supported by the Freqtrade development team. So some features

freqtrade/exchange/okex.py

@@ -9,9 +9,9 @@ logger = logging.getLogger(__name__)
 
 
 class Okex(Exchange):
-    """
-    Okex exchange class. Contains adjustments needed for Freqtrade to work
-    with this exchange.
+    """Okex exchange class.
+
+    Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
     _ft_has: Dict = {