get_ticker can return a cached value

This commit is contained in:
Jean-Baptiste LE STANG 2018-01-02 10:56:42 +01:00
parent bcde377019
commit 8175eaa48a
4 changed files with 33 additions and 28 deletions

View File

@ -134,8 +134,8 @@ def get_balances():
return _API.get_balances() return _API.get_balances()
def get_ticker(pair: str) -> dict: def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
return _API.get_ticker(pair) return _API.get_ticker(pair, refresh)
@cached(TTLCache(maxsize=100, ttl=30)) @cached(TTLCache(maxsize=100, ttl=30))

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@ -1,5 +1,5 @@
import logging import logging
from typing import List, Dict from typing import List, Dict, Optional
from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1 from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0, API_V1_1
from requests.exceptions import ContentDecodingError from requests.exceptions import ContentDecodingError
@ -38,6 +38,7 @@ class Bittrex(Exchange):
calls_per_second=1, calls_per_second=1,
api_version=API_V2_0, api_version=API_V2_0,
) )
self.cached_ticker = {}
@staticmethod @staticmethod
def _validate_response(response) -> None: def _validate_response(response) -> None:
@ -95,26 +96,29 @@ class Bittrex(Exchange):
raise OperationalException('{message}'.format(message=data['message'])) raise OperationalException('{message}'.format(message=data['message']))
return data['result'] return data['result']
def get_ticker(self, pair: str) -> dict: def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
data = _API.get_ticker(pair.replace('_', '-')) data = _API.get_ticker(pair.replace('_', '-'), refresh)
if not data['success']: if refresh:
Bittrex._validate_response(data) if not data['success']:
raise OperationalException('{message} params=({pair})'.format( Bittrex._validate_response(data)
message=data['message'], raise OperationalException('{message} params=({pair})'.format(
pair=pair)) message=data['message'],
pair=pair))
if not data.get('result') \ if not data.get('result') \
or not data['result'].get('Bid') \ or not data['result'].get('Bid') \
or not data['result'].get('Ask') \ or not data['result'].get('Ask') \
or not data['result'].get('Last'): or not data['result'].get('Last'):
raise ContentDecodingError('{message} params=({pair})'.format( raise ContentDecodingError('{message} params=({pair})'.format(
message='Got invalid response from bittrex', message='Got invalid response from bittrex',
pair=pair)) pair=pair))
return { # Update the pair
'bid': float(data['result']['Bid']), self.cached_ticker[pair] = {
'ask': float(data['result']['Ask']), 'bid': float(data['result']['Bid']),
'last': float(data['result']['Last']), 'ask': float(data['result']['Ask']),
} 'last': float(data['result']['Last']),
}
return self.cached_ticker[pair]
def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]: def get_ticker_history(self, pair: str, tick_interval: int) -> List[Dict]:
if tick_interval == 1: if tick_interval == 1:

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@ -1,5 +1,5 @@
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from typing import List, Dict from typing import List, Dict, Optional
class Exchange(ABC): class Exchange(ABC):
@ -62,10 +62,11 @@ class Exchange(ABC):
""" """
@abstractmethod @abstractmethod
def get_ticker(self, pair: str) -> dict: def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
""" """
Gets ticker for given pair. Gets ticker for given pair.
:param pair: Pair as str, format: BTC_ETC :param pair: Pair as str, format: BTC_ETC
:param refresh: Shall we query a new value or a cached value is enought
:return: dict, format: { :return: dict, format: {
'bid': float, 'bid': float,
'ask': float, 'ask': float,

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@ -140,7 +140,7 @@ def _status(bot: Bot, update: Update) -> None:
if trade.open_order_id: if trade.open_order_id:
order = exchange.get_order(trade.open_order_id) order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user # calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format( fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2) round(trade.close_profit * 100, 2)
@ -193,7 +193,7 @@ def _status_table(bot: Bot, update: Update) -> None:
trades_list = [] trades_list = []
for trade in trades: for trade in trades:
# calculate profit and send message to user # calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([ trades_list.append([
trade.id, trade.id,
trade.pair, trade.pair,
@ -301,7 +301,7 @@ def _profit(bot: Bot, update: Update) -> None:
profit_closed_percent.append(profit_percent) profit_closed_percent.append(profit_percent)
else: else:
# Get current rate # Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate) profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))) profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
@ -579,7 +579,7 @@ def _exec_forcesell(trade: Trade) -> None:
return return
# Get current rate and execute sell # Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell from freqtrade.main import execute_sell
execute_sell(trade, current_rate) execute_sell(trade, current_rate)