mirror of
https://github.com/freqtrade/freqtrade.git
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145 lines
4.7 KiB
Python
145 lines
4.7 KiB
Python
import asyncio
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import logging
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import time
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from functools import wraps
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from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
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from freqtrade.mixins import LoggingMixin
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logger = logging.getLogger(__name__)
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__logging_mixin = None
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def _get_logging_mixin():
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# Logging-mixin to cache kucoin responses
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# Only to be used in retrier
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global __logging_mixin
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if not __logging_mixin:
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__logging_mixin = LoggingMixin(logger)
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return __logging_mixin
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# Maximum default retry count.
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# Functions are always called RETRY_COUNT + 1 times (for the original call)
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API_RETRY_COUNT = 4
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API_FETCH_ORDER_RETRY_COUNT = 5
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BAD_EXCHANGES = {
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"bitmex": "Various reasons.",
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"phemex": "Does not provide history. ",
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"poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
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}
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MAP_EXCHANGE_CHILDCLASS = {
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'binanceus': 'binance',
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'binanceje': 'binance',
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}
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EXCHANGE_HAS_REQUIRED = [
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# Required / private
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'fetchOrder',
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'cancelOrder',
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'createOrder',
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# 'createLimitOrder', 'createMarketOrder',
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'fetchBalance',
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# Public endpoints
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'loadMarkets',
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'fetchOHLCV',
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]
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EXCHANGE_HAS_OPTIONAL = [
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# Private
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'fetchMyTrades', # Trades for order - fee detection
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# Public
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'fetchOrderBook', 'fetchL2OrderBook', 'fetchTicker', # OR for pricing
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'fetchTickers', # For volumepairlist?
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'fetchTrades', # Downloading trades data
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]
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def remove_credentials(config) -> None:
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"""
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Removes exchange keys from the configuration and specifies dry-run
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Used for backtesting / hyperopt / edge and utils.
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Modifies the input dict!
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"""
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if config.get('dry_run', False):
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config['exchange']['key'] = ''
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config['exchange']['secret'] = ''
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config['exchange']['password'] = ''
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config['exchange']['uid'] = ''
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def calculate_backoff(retrycount, max_retries):
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"""
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Calculate backoff
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"""
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return (max_retries - retrycount) ** 2 + 1
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def retrier_async(f):
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async def wrapper(*args, **kwargs):
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count = kwargs.pop('count', API_RETRY_COUNT)
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kucoin = args[0].name == "Kucoin" # Check if the exchange is KuCoin.
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try:
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return await f(*args, **kwargs)
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except TemporaryError as ex:
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msg = f'{f.__name__}() returned exception: "{ex}". '
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if count > 0:
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msg += f'Retrying still for {count} times.'
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count -= 1
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kwargs['count'] = count
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if isinstance(ex, DDosProtection):
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if kucoin and "429000" in str(ex):
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# Temporary fix for 429000 error on kucoin
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# see https://github.com/freqtrade/freqtrade/issues/5700 for details.
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_get_logging_mixin().log_once(
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f"Kucoin 429 error, avoid triggering DDosProtection backoff delay. "
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f"{count} tries left before giving up", logmethod=logger.warning)
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# Reset msg to avoid logging too many times.
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msg = ''
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else:
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backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
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logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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await asyncio.sleep(backoff_delay)
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if msg:
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logger.warning(msg)
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return await wrapper(*args, **kwargs)
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else:
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logger.warning(msg + 'Giving up.')
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raise ex
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return wrapper
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def retrier(_func=None, retries=API_RETRY_COUNT):
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def decorator(f):
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@wraps(f)
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def wrapper(*args, **kwargs):
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count = kwargs.pop('count', retries)
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try:
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return f(*args, **kwargs)
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except (TemporaryError, RetryableOrderError) as ex:
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msg = f'{f.__name__}() returned exception: "{ex}". '
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if count > 0:
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logger.warning(msg + f'Retrying still for {count} times.')
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count -= 1
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kwargs.update({'count': count})
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if isinstance(ex, (DDosProtection, RetryableOrderError)):
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# increasing backoff
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backoff_delay = calculate_backoff(count + 1, retries)
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logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
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time.sleep(backoff_delay)
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return wrapper(*args, **kwargs)
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else:
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logger.warning(msg + 'Giving up.')
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raise ex
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return wrapper
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# Support both @retrier and @retrier(retries=2) syntax
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if _func is None:
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return decorator
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else:
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return decorator(_func)
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