Updating delisting function to return the time when it will delist if it is delisting

freqtrade/exchange/binance.py

@@ -5,6 +5,8 @@ from pathlib import Path
 from typing import Dict, List, Optional, Tuple
 
 import ccxt
+from cachetools import TTLCache
+from threading import Lock
 
 from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
@@ -50,6 +52,11 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
+    def __init__(self, *args, **kwargs) -> None:
+        super(Binance, self).__init__(*args, **kwargs)
+        self._spot_delist_schedule_cache: TTLCache = TTLCache(maxsize=100, ttl=300)
+        self._spot_delist_schedule_cache_lock = Lock()
+
     def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:
@@ -218,43 +225,41 @@ class Binance(Exchange):
         else:
             return {}
 
-    def get_spot_delist_schedule(self, refresh: bool) -> list:
+    def get_spot_pair_delist_time(self, pair, refresh: bool) -> int | None:
         """
-        Calculates bid/ask target
-        bid rate - between current ask price and last price
-        ask rate - either using ticker bid or first bid based on orderbook
-        or remain static in any other case since it's not updating.
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :param side: "buy" or "sell"
-        :return: float: Price
-        :raises PricingError if orderbook price could not be determined.
+        Get the delisting time for a pair if it will be delisted
+        :param pair: Pair to get the delisting time for
+        :param refresh: true if you need fresh data
+        :return: int: delisting time None if not delisting
         """
+
+        cache = self._spot_delist_schedule_cache
+        lock = self._spot_delist_schedule_cache_lock
+
         if not refresh:
-            with self._cache_lock:
-                rate = cache_rate.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached {side} rate for {pair}.")
-                return rate
+            with lock:
+                delist_time = cache.get(f"{pair}")
+                if delist_time:
+                    return delist_time
 
+        try: 
+            delist_schedule = self._api.sapi_get_spot_delist_schedule()
 
-        if conf_strategy.get('use_order_book', False):
+            if delist_schedule is None:
+                return
 
-            order_book_top = conf_strategy.get('order_book_top', 1)
-            if order_book is None:
-                order_book = self.fetch_l2_order_book(pair, order_book_top)
-            rate = self._get_rate_from_ob(pair, side, order_book, name, price_side,
-                                          order_book_top)
-        else:
-            logger.debug(f"Using Last {price_side.capitalize()} / Last Price")
-            if ticker is None:
-                ticker = self.fetch_ticker(pair)
-            rate = self._get_rate_from_ticker(side, ticker, conf_strategy, price_side)
+            with lock:
+                for schedule in delist_schedule:
+                    for pair in schedule['symbols']:
+                        cache[f"{pair}"] = int(schedule['delistTime'])
 
-        if rate is None:
-            raise PricingError(f"{name}-Rate for {pair} was empty.")
-        with self._cache_lock:
-            cache_rate[pair] = rate
+            with lock:
+                return cache.get(f"{pair}")
 
-        return delistings
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get delist schedule {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e

tests/exchange/test_binance.py

@@ -621,7 +621,7 @@ def test_get_maintenance_ratio_and_amt_binance(
 
 def test_get_spot_delist_schedule(mocker, default_conf) -> None:
     exchange = get_patched_exchange(mocker, default_conf, id='binance')
-    exchange._api.sapi_get_spot_delist_schedule = get_mock_coro([{'delistTime': '1712113200000', 'symbols': ['DREPBTC', 'DREPUSDT', 'MOBBTC', 'MOBUSDT', 'PNTUSDT']}])
+    exchange._api.sapi_get_spot_delist_schedule =  MagicMock(return_value=[{'delistTime': '1712113200000', 'symbols': ['DREPBTC', 'DREPUSDT', 'MOBBTC', 'MOBUSDT', 'PNTUSDT']}])
 
 
-    assert exchange.get_spot_delist_schedule(True) == ['DREP/BTC', 'DREP/USDT', 'MOB/BTC', 'MOB/USDT', 'PNT/USDT']
+    assert exchange.get_spot_pair_delist_time('DREP/USDT', False) == 1712113200000