66 lines
1.6 KiB
Python
66 lines
1.6 KiB
Python
"""
|
|
Dataprovider
|
|
Responsible to provide data to the bot
|
|
including Klines, tickers, historic data
|
|
Common Interface for bot and strategy to access data.
|
|
"""
|
|
import logging
|
|
from typing import List, Dict
|
|
|
|
from pandas import DataFrame
|
|
|
|
from freqtrade.exchange import Exchange
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class DataProvider(object):
|
|
|
|
def __init__(self, config: dict, exchange: Exchange) -> None:
|
|
self._config = config
|
|
self._exchange = exchange
|
|
|
|
def refresh(self, pairlist: List[str]) -> None:
|
|
"""
|
|
Refresh data, called with each cycle
|
|
"""
|
|
self._exchange.refresh_tickers(pairlist, self._config['ticker_interval'])
|
|
|
|
def ohlcv(self, pair: str) -> List[str]:
|
|
"""
|
|
get ohlcv data for the given pair as DataFrame
|
|
"""
|
|
# TODO: Should not be stored in exchange but in this class
|
|
# TODO: should return dataframe, not list
|
|
return self._exchange.klines.get(pair)
|
|
|
|
def historic_ohlcv(self, pair: str) -> DataFrame:
|
|
"""
|
|
get historic ohlcv data stored for backtesting
|
|
"""
|
|
pass
|
|
|
|
def ticker(self, pair: str):
|
|
"""
|
|
Return last ticker data
|
|
"""
|
|
pass
|
|
|
|
def orderbook(self, pair: str, max: int):
|
|
"""
|
|
return latest orderbook data
|
|
"""
|
|
pass
|
|
|
|
def balance(self, pair):
|
|
# TODO: maybe use wallet directly??
|
|
pass
|
|
|
|
@property
|
|
def runmode(self) -> str:
|
|
"""
|
|
Get runmode of the bot
|
|
can be "live", "dry-run", "backtest", "edgecli", "hyperopt".
|
|
"""
|
|
return self._config.get['runmode']
|