update add_external_candle returns

freqtrade/data/dataprovider.py

@@ -7,7 +7,7 @@ Common Interface for bot and strategy to access data.
 import logging
 from collections import deque
 from datetime import datetime, timezone
-from typing import Any, Dict, List, Optional, Tuple, Union
+from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame, concat
 
@@ -165,7 +165,7 @@ class DataProvider:
         timeframe: str,
         candle_type: CandleType,
         producer_name: str = "default"
-    ) -> Union[bool, int]:
+    ) -> Tuple[bool, int]:
         """
         Append a candle to the existing external dataframe
 
@@ -179,22 +179,22 @@ class DataProvider:
         if producer_name not in self.__producer_pairs_df:
             # We don't have data from this producer yet,
             # so we can't append a candle
-            return False
+            return (False, 0)
 
         if pair_key not in self.__producer_pairs_df[producer_name]:
             # We don't have data for this pair_key,
             # so we can't append a candle
-            return False
+            return (False, 0)
 
         # CHECK FOR MISSING CANDLES
-        # return int
+        # return (False, int > 0)
 
         existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
         appended_df = self._append_candle_to_dataframe(existing_df, dataframe)
 
         # Everything is good, we appended
         self.__producer_pairs_df[producer_name][pair_key] = appended_df, last_analyzed
-        return True
+        return (True, 0)
 
     def _append_candle_to_dataframe(self, existing: DataFrame, new: DataFrame) -> DataFrame:
         """

freqtrade/rpc/external_message_consumer.py

@@ -393,14 +393,16 @@ class ExternalMessageConsumer:
             # Have dataprovider append it to
             # the full datafame. If it can't,
             # request the missing candles
-            if not self._dp._add_external_candle(
+            did_append, n_missing = self._dp._add_external_candle(
                 pair,
                 df,
                 last_analyzed=la,
                 timeframe=timeframe,
                 candle_type=candle_type,
                 producer_name=producer_name
-            ):
+            )
+
+            if not did_append:
                 logger.info("Holes in data or no existing df, "
                             f"requesting data for {key} from `{producer_name}`")
 
@@ -408,7 +410,7 @@ class ExternalMessageConsumer:
                     producer_name,
                     WSAnalyzedDFRequest(
                         data={
-                            "limit": 1000,
+                            "limit": n_missing if n_missing > 0 else 1000,
                             "pair": pair
                         }
                     )