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Merge pull request #859 from freqtrade/readd_ticker_caching

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Re-add ticker caching for rpc operations
This commit is contained in:
Michael Egger 2018-06-07 17:15:59 +02:00 committed by GitHub
commit 867145cd09
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2 changed files with 37 additions and 9 deletions
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32
freqtrade/exchange/__init__.py
View File

@ -18,6 +18,8 @@ _API: ccxt.Exchange = None
_CONF: Dict = {}
API_RETRY_COUNT = 4
_CACHED_TICKER: Dict[str, Any] = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
@ -264,17 +266,29 @@ def get_tickers() -> Dict:
raise OperationalException(e)
# TODO: remove refresh argument, keeping it to keep track of where it was intended to be used
@retrier
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
try:
return _API.fetch_ticker(pair)
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
global _CACHED_TICKER
if refresh or pair not in _CACHED_TICKER.keys():
try:
data = _API.fetch_ticker(pair)
try:
_CACHED_TICKER[pair] = {
'bid': float(data['bid']),
'ask': float(data['ask']),
}
except KeyError as e:
logger.debug("Could not cache ticker data for %s", pair)
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
'Could not load ticker history due to {}. Message: {}'.format(
e.__class__.__name__, e))
except ccxt.BaseError as e:
raise OperationalException(e)
else:
logger.info("returning cached ticker-data for %s", pair)
return _CACHED_TICKER[pair]
@retrier

14
freqtrade/tests/exchange/test_exchange.py
View File

@ -310,9 +310,19 @@ def test_get_ticker(default_conf, mocker):
# if not fetching a new result we should get the cached ticker
ticker = get_ticker(pair='ETH/BTC')
assert api_mock.fetch_ticker.call_count == 1
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
assert 'ETH/BTC' in exchange._CACHED_TICKER
assert exchange._CACHED_TICKER['ETH/BTC']['bid'] == 0.5
assert exchange._CACHED_TICKER['ETH/BTC']['ask'] == 1
# Test caching
api_mock.fetch_ticker = MagicMock()
get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
@ -323,6 +333,10 @@ def test_get_ticker(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
def make_fetch_ohlcv_mock(data):
def fetch_ohlcv_mock(pair, timeframe, since):