import asyncio import logging import time from copy import deepcopy from functools import partial from threading import Thread from typing import Dict, Set import ccxt from freqtrade.constants import Config, PairWithTimeframe from freqtrade.enums.candletype import CandleType from freqtrade.exchange.exchange import timeframe_to_seconds from freqtrade.exchange.exchange_types import OHLCVResponse from freqtrade.util import dt_ts, format_ms_time logger = logging.getLogger(__name__) class ExchangeWS: def __init__(self, config: Config, ccxt_object: ccxt.Exchange) -> None: self.config = config self.ccxt_object = ccxt_object self._background_tasks: Set[asyncio.Task] = set() self._klines_watching: Set[PairWithTimeframe] = set() self._klines_scheduled: Set[PairWithTimeframe] = set() self.klines_last_refresh: Dict[PairWithTimeframe, float] = {} self.klines_last_request: Dict[PairWithTimeframe, float] = {} self._thread = Thread(name="ccxt_ws", target=self._start_forever) self._thread.start() self.__cleanup_called = False def _start_forever(self) -> None: self._loop = asyncio.new_event_loop() try: self._loop.run_forever() finally: if self._loop.is_running(): self._loop.stop() def cleanup(self) -> None: logger.debug("Cleanup called - stopping") self._klines_watching.clear() for task in self._background_tasks: task.cancel() if hasattr(self, "_loop") and not self._loop.is_closed(): self.reset_connections() self._loop.call_soon_threadsafe(self._loop.stop) time.sleep(0.1) if not self._loop.is_closed(): self._loop.close() self._thread.join() logger.debug("Stopped") def reset_connections(self) -> None: """ Reset all connections - avoids "connection-reset" errors that happen after ~9 days """ if hasattr(self, "_loop") and not self._loop.is_closed(): logger.info("Resetting WS connections.") asyncio.run_coroutine_threadsafe(self._cleanup_async(), loop=self._loop) while not self.__cleanup_called: time.sleep(0.1) self.__cleanup_called = False async def _cleanup_async(self) -> None: try: await self.ccxt_object.close() # Clear the cache. # Not doing this will cause problems on startup with dynamic pairlists self.ccxt_object.ohlcvs.clear() except Exception: logger.exception("Exception in _cleanup_async") finally: self.__cleanup_called = True def _pop_history(self, paircomb: PairWithTimeframe) -> None: """ Remove history for a pair/timeframe combination from ccxt cache """ self.ccxt_object.ohlcvs.get(paircomb[0], {}).pop(paircomb[1], None) def cleanup_expired(self) -> None: """ Remove pairs from watchlist if they've not been requested within the last timeframe (+ offset) """ changed = False for p in list(self._klines_watching): _, timeframe, _ = p timeframe_s = timeframe_to_seconds(timeframe) last_refresh = self.klines_last_request.get(p, 0) if last_refresh > 0 and (dt_ts() - last_refresh) > ((timeframe_s + 20) * 1000): logger.info(f"Removing {p} from websocket watchlist.") self._klines_watching.discard(p) # Pop history to avoid getting stale data self._pop_history(p) changed = True if changed: logger.info(f"Removal done: new watch list ({len(self._klines_watching)})") async def _schedule_while_true(self) -> None: # For the ones we should be watching for p in self._klines_watching: # Check if they're already scheduled if p not in self._klines_scheduled: self._klines_scheduled.add(p) pair, timeframe, candle_type = p task = asyncio.create_task( self._continuously_async_watch_ohlcv(pair, timeframe, candle_type) ) self._background_tasks.add(task) task.add_done_callback( partial( self._continuous_stopped, pair=pair, timeframe=timeframe, candle_type=candle_type, ) ) def _continuous_stopped( self, task: asyncio.Task, pair: str, timeframe: str, candle_type: CandleType ): self._background_tasks.discard(task) result = "done" if task.cancelled(): result = "cancelled" else: if (result1 := task.result()) is not None: result = str(result1) logger.info(f"{pair}, {timeframe}, {candle_type} - Task finished - {result}") self._klines_scheduled.discard((pair, timeframe, candle_type)) self._pop_history((pair, timeframe, candle_type)) async def _continuously_async_watch_ohlcv( self, pair: str, timeframe: str, candle_type: CandleType ) -> None: try: while (pair, timeframe, candle_type) in self._klines_watching: start = dt_ts() data = await self.ccxt_object.watch_ohlcv(pair, timeframe) self.klines_last_refresh[(pair, timeframe, candle_type)] = dt_ts() logger.debug( f"watch done {pair}, {timeframe}, data {len(data)} " f"in {dt_ts() - start:.2f}s" ) except ccxt.ExchangeClosedByUser: logger.debug("Exchange connection closed by user") except ccxt.BaseError: logger.exception(f"Exception in continuously_async_watch_ohlcv for {pair}, {timeframe}") finally: self._klines_watching.discard((pair, timeframe, candle_type)) def schedule_ohlcv(self, pair: str, timeframe: str, candle_type: CandleType) -> None: """ Schedule a pair/timeframe combination to be watched """ self._klines_watching.add((pair, timeframe, candle_type)) self.klines_last_request[(pair, timeframe, candle_type)] = dt_ts() # asyncio.run_coroutine_threadsafe(self.schedule_schedule(), loop=self._loop) asyncio.run_coroutine_threadsafe(self._schedule_while_true(), loop=self._loop) self.cleanup_expired() async def get_ohlcv( self, pair: str, timeframe: str, candle_type: CandleType, candle_date: int, ) -> OHLCVResponse: """ Returns cached klines from ccxt's "watch" cache. :param candle_date: timestamp of the end-time of the candle. """ # Deepcopy the response - as it might be modified in the background as new messages arrive candles = deepcopy(self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)) refresh_date = self.klines_last_refresh[(pair, timeframe, candle_type)] drop_hint = False if refresh_date > candle_date: # Refreshed after candle was complete. # logger.info(f"{candles[-1][0]} >= {candle_date}") drop_hint = candles[-1][0] >= candle_date logger.debug( f"watch result for {pair}, {timeframe} with length {len(candles)}, " f"{format_ms_time(candles[-1][0])}, " f"lref={format_ms_time(refresh_date)}, " f"candle_date={format_ms_time(candle_date)}, {drop_hint=}" ) return pair, timeframe, candle_type, candles, drop_hint