freqtrade_origin/freqtrade/exchange/exchange_ws.py

import asyncio
import logging
import time
from copy import deepcopy
from functools import partial
from threading import Thread
from typing import Dict, Set

import ccxt

from freqtrade.constants import Config, PairWithTimeframe
from freqtrade.enums.candletype import CandleType
from freqtrade.exchange.exchange import timeframe_to_seconds
from freqtrade.exchange.types import OHLCVResponse
from freqtrade.util import dt_ts, format_ms_time


logger = logging.getLogger(__name__)


class ExchangeWS:
    def __init__(self, config: Config, ccxt_object: ccxt.Exchange) -> None:
        self.config = config
        self.ccxt_object = ccxt_object
        self._background_tasks: Set[asyncio.Task] = set()

        self._klines_watching: Set[PairWithTimeframe] = set()
        self._klines_scheduled: Set[PairWithTimeframe] = set()
        self.klines_last_refresh: Dict[PairWithTimeframe, float] = {}
        self.klines_last_request: Dict[PairWithTimeframe, float] = {}
        self._thread = Thread(name="ccxt_ws", target=self._start_forever)
        self._thread.start()
        self.__cleanup_called = False

    def _start_forever(self) -> None:
        self._loop = asyncio.new_event_loop()
        try:
            self._loop.run_forever()
        finally:
            if self._loop.is_running():
                self._loop.stop()

    def cleanup(self) -> None:
        logger.debug("Cleanup called - stopping")
        self._klines_watching.clear()
        for task in self._background_tasks:
            task.cancel()
        if hasattr(self, "_loop") and not self._loop.is_closed():
            self.reset_connections()

            self._loop.call_soon_threadsafe(self._loop.stop)
            time.sleep(0.1)
            if not self._loop.is_closed():
                self._loop.close()

        self._thread.join()
        logger.debug("Stopped")

    def reset_connections(self) -> None:
        """
        Reset all connections - avoids "connection-reset" errors that happen after ~9 days
        """
        if hasattr(self, "_loop") and not self._loop.is_closed():
            logger.info("Resetting WS connections.")
            asyncio.run_coroutine_threadsafe(self._cleanup_async(), loop=self._loop)
            while not self.__cleanup_called:
                time.sleep(0.1)
        self.__cleanup_called = False

    async def _cleanup_async(self) -> None:
        try:
            await self.ccxt_object.close()
            # Clear the cache.
            # Not doing this will cause problems on startup with dynamic pairlists
            self.ccxt_object.ohlcvs.clear()
        except Exception:
            logger.exception("Exception in _cleanup_async")
        finally:
            self.__cleanup_called = True

    def _pop_history(self, paircomb: PairWithTimeframe) -> None:
        """
        Remove history for a pair/timeframe combination from ccxt cache
        """
        self.ccxt_object.ohlcvs.get(paircomb[0], {}).pop(paircomb[1], None)

    def cleanup_expired(self) -> None:
        """
        Remove pairs from watchlist if they've not been requested within
        the last timeframe (+ offset)
        """
        changed = False
        for p in list(self._klines_watching):
            _, timeframe, _ = p
            timeframe_s = timeframe_to_seconds(timeframe)
            last_refresh = self.klines_last_request.get(p, 0)
            if last_refresh > 0 and (dt_ts() - last_refresh) > ((timeframe_s + 20) * 1000):
                logger.info(f"Removing {p} from websocket watchlist.")
                self._klines_watching.discard(p)
                # Pop history to avoid getting stale data
                self._pop_history(p)
                changed = True
        if changed:
            logger.info(f"Removal done: new watch list ({len(self._klines_watching)})")

    async def _schedule_while_true(self) -> None:
        # For the ones we should be watching
        for p in self._klines_watching:
            # Check if they're already scheduled
            if p not in self._klines_scheduled:
                self._klines_scheduled.add(p)
                pair, timeframe, candle_type = p
                task = asyncio.create_task(
                    self._continuously_async_watch_ohlcv(pair, timeframe, candle_type)
                )
                self._background_tasks.add(task)
                task.add_done_callback(
                    partial(
                        self._continuous_stopped,
                        pair=pair,
                        timeframe=timeframe,
                        candle_type=candle_type,
                    )
                )

    def _continuous_stopped(
        self, task: asyncio.Task, pair: str, timeframe: str, candle_type: CandleType
    ):
        self._background_tasks.discard(task)
        result = "done"
        if task.cancelled():
            result = "cancelled"
        else:
            if (result1 := task.result()) is not None:
                result = str(result1)

        logger.info(f"{pair}, {timeframe}, {candle_type} - Task finished - {result}")
        self._klines_scheduled.discard((pair, timeframe, candle_type))
        self._pop_history((pair, timeframe, candle_type))

    async def _continuously_async_watch_ohlcv(
        self, pair: str, timeframe: str, candle_type: CandleType
    ) -> None:
        try:
            while (pair, timeframe, candle_type) in self._klines_watching:
                start = dt_ts()
                data = await self.ccxt_object.watch_ohlcv(pair, timeframe)
                self.klines_last_refresh[(pair, timeframe, candle_type)] = dt_ts()
                logger.debug(
                    f"watch done {pair}, {timeframe}, data {len(data)} "
                    f"in {dt_ts() - start:.2f}s"
                )
        except ccxt.ExchangeClosedByUser:
            logger.debug("Exchange connection closed by user")
        except ccxt.BaseError:
            logger.exception(f"Exception in continuously_async_watch_ohlcv for {pair}, {timeframe}")
        finally:
            self._klines_watching.discard((pair, timeframe, candle_type))

    def schedule_ohlcv(self, pair: str, timeframe: str, candle_type: CandleType) -> None:
        """
        Schedule a pair/timeframe combination to be watched
        """
        self._klines_watching.add((pair, timeframe, candle_type))
        self.klines_last_request[(pair, timeframe, candle_type)] = dt_ts()
        # asyncio.run_coroutine_threadsafe(self.schedule_schedule(), loop=self._loop)
        asyncio.run_coroutine_threadsafe(self._schedule_while_true(), loop=self._loop)
        self.cleanup_expired()

    async def get_ohlcv(
        self,
        pair: str,
        timeframe: str,
        candle_type: CandleType,
        candle_date: int,
    ) -> OHLCVResponse:
        """
        Returns cached klines from ccxt's "watch" cache.
        :param candle_date: timestamp of the end-time of the candle.
        """
        # Deepcopy the response - as it might be modified in the background as new messages arrive
        candles = deepcopy(self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe))
        refresh_date = self.klines_last_refresh[(pair, timeframe, candle_type)]
        drop_hint = False
        if refresh_date > candle_date:
            # Refreshed after candle was complete.
            # logger.info(f"{candles[-1][0]} >= {candle_date}")
            drop_hint = candles[-1][0] >= candle_date
        logger.debug(
            f"watch result for {pair}, {timeframe} with length {len(candles)}, "
            f"{format_ms_time(candles[-1][0])}, "
            f"lref={format_ms_time(refresh_date)}, "
            f"candle_date={format_ms_time(candle_date)}, {drop_hint=}"
        )
        return pair, timeframe, candle_type, candles, drop_hint