122 lines
3.8 KiB
Python
122 lines
3.8 KiB
Python
import asyncio
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import logging
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import time
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from functools import wraps
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from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
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logger = logging.getLogger(__name__)
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# Maximum default retry count.
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# Functions are always called RETRY_COUNT + 1 times (for the original call)
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API_RETRY_COUNT = 4
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API_FETCH_ORDER_RETRY_COUNT = 5
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BAD_EXCHANGES = {
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"bitmex": "Various reasons.",
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"phemex": "Does not provide history. ",
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"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
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}
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MAP_EXCHANGE_CHILDCLASS = {
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'binanceus': 'binance',
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'binanceje': 'binance',
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}
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EXCHANGE_HAS_REQUIRED = [
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# Required / private
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'fetchOrder',
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'cancelOrder',
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'createOrder',
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# 'createLimitOrder', 'createMarketOrder',
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'fetchBalance',
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# Public endpoints
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'loadMarkets',
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'fetchOHLCV',
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]
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EXCHANGE_HAS_OPTIONAL = [
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# Private
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'fetchMyTrades', # Trades for order - fee detection
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# Public
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'fetchOrderBook', 'fetchL2OrderBook', 'fetchTicker', # OR for pricing
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'fetchTickers', # For volumepairlist?
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'fetchTrades', # Downloading trades data
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]
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def remove_credentials(config) -> None:
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"""
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Removes exchange keys from the configuration and specifies dry-run
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Used for backtesting / hyperopt / edge and utils.
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Modifies the input dict!
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"""
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if config.get('dry_run', False):
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config['exchange']['key'] = ''
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config['exchange']['secret'] = ''
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config['exchange']['password'] = ''
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config['exchange']['uid'] = ''
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def calculate_backoff(retrycount, max_retries):
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"""
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Calculate backoff
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"""
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return (max_retries - retrycount) ** 2 + 1
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def retrier_async(f):
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async def wrapper(*args, **kwargs):
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count = kwargs.pop('count', API_RETRY_COUNT)
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try:
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return await f(*args, **kwargs)
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except TemporaryError as ex:
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logger.warning('%s() returned exception: "%s"', f.__name__, ex)
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if count > 0:
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logger.warning('retrying %s() still for %s times', f.__name__, count)
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count -= 1
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kwargs.update({'count': count})
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if isinstance(ex, DDosProtection):
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backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
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logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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await asyncio.sleep(backoff_delay)
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return await wrapper(*args, **kwargs)
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else:
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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def retrier(_func=None, retries=API_RETRY_COUNT):
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def decorator(f):
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@wraps(f)
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def wrapper(*args, **kwargs):
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count = kwargs.pop('count', retries)
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try:
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return f(*args, **kwargs)
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except (TemporaryError, RetryableOrderError) as ex:
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logger.warning('%s() returned exception: "%s"', f.__name__, ex)
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if count > 0:
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logger.warning('retrying %s() still for %s times', f.__name__, count)
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count -= 1
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kwargs.update({'count': count})
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if isinstance(ex, (DDosProtection, RetryableOrderError)):
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# increasing backoff
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backoff_delay = calculate_backoff(count + 1, retries)
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logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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time.sleep(backoff_delay)
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return wrapper(*args, **kwargs)
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else:
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logger.warning('Giving up retrying: %s()', f.__name__)
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raise ex
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return wrapper
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# Support both @retrier and @retrier(retries=2) syntax
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if _func is None:
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return decorator
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else:
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return decorator(_func)
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