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Implement basic ccxt.pro to test

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This commit is contained in:
Matthias 2022-10-12 21:08:01 +02:00
parent ad7b78ec93
commit e985c1890b
1 changed files with 20 additions and 1 deletions
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21
freqtrade/exchange/exchange.py
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@ -7,6 +7,7 @@ import asyncio
import inspect
import logging
import signal
import time
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import floor, isnan
@ -229,6 +230,8 @@ class Exchange:
exchange_conf.get("ccxt_async_config", {}), ccxt_async_config
)
self._api_async = self._init_ccxt(exchange_conf, False, ccxt_async_config)
self._has_watch_ohlcv = self.exchange_has('watchOHLCV')
logger.info(f'Using Exchange "{self.name}"')
self.required_candle_call_count = 1
if validate:
@ -2219,6 +2222,14 @@ class Exchange:
data = sorted(data, key=lambda x: x[0])
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
async def _async_watch_ohlcv(self, pair: str, timeframe: str,
candle_type: CandleType) -> Tuple[str, str, str, List]:
start = time.time()
data = await self._api_async.watch_ohlcv(pair, timeframe, )
logger.info(f"watch {pair}, {timeframe}, data {len(data)} in {time.time() - start:.2f}s")
return pair, timeframe, candle_type, data
def _build_coroutine(
self,
pair: str,
@ -2231,8 +2242,16 @@ class Exchange:
if cache and (pair, timeframe, candle_type) in self._klines:
candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp()
one_date = date_minus_candles(timeframe, 1).timestamp()
last_refresh = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
if (self._has_watch_ohlcv
and candle_type in (CandleType.SPOT, CandleType.FUTURES)
and one_date <= last_refresh):
logger.info(f"Using watch {pair}, {timeframe}, {candle_type}")
return self._async_watch_ohlcv(pair, timeframe, candle_type)
pass
# Check if 1 call can get us updated candles without hole in the data.
if min_date < self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0):
elif min_date < last_refresh:
# Cache can be used - do one-off call.
not_all_data = False
else: