mirror of
https://github.com/freqtrade/freqtrade.git
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103 lines
4.2 KiB
Python
103 lines
4.2 KiB
Python
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import asyncio
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import logging
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import time
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from datetime import datetime
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from threading import Thread
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from typing import Dict, List, Set, Tuple
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from freqtrade.constants import Config
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from freqtrade.enums.candletype import CandleType
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from freqtrade.exchange.exchange import timeframe_to_seconds
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logger = logging.getLogger(__name__)
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class ExchangeWS():
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def __init__(self, config: Config, ccxt_object) -> None:
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self.config = config
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self.ccxt_object = ccxt_object
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self._thread = Thread(name="ccxt_ws", target=self.start)
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self._background_tasks: Set[asyncio.Task] = set()
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self._pairs_watching: Set[Tuple[str, str, CandleType]] = set()
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self._pairs_scheduled: Set[Tuple[str, str, CandleType]] = set()
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self.pairs_last_refresh: Dict[Tuple[str, str, CandleType], float] = {}
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self.pairs_last_request: Dict[Tuple[str, str, CandleType], float] = {}
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self._thread.start()
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def start(self) -> None:
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self._loop = asyncio.new_event_loop()
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self._loop.run_forever()
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def cleanup(self) -> None:
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logger.debug("Cleanup called - stopping")
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self._pairs_watching.clear()
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self._loop.stop()
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self._thread.join()
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logger.debug("Stopped")
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def cleanup_expired(self) -> None:
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"""
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Remove pairs from watchlist if they've not been requested within
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the last timeframe (+ offset)
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"""
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for p in list(self._pairs_watching):
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_, timeframe, _ = p
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timeframe_s = timeframe_to_seconds(timeframe)
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last_refresh = self.pairs_last_request.get(p, 0)
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if last_refresh > 0 and time.time() - last_refresh > timeframe_s + 20:
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logger.info(f"Removing {p} from watchlist")
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self._pairs_watching.discard(p)
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async def schedule_while_true(self) -> None:
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for p in self._pairs_watching:
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if p not in self._pairs_scheduled:
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self._pairs_scheduled.add(p)
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pair, timeframe, candle_type = p
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task = asyncio.create_task(
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self.continuously_async_watch_ohlcv(pair, timeframe, candle_type))
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self._background_tasks.add(task)
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task.add_done_callback(self.continuous_stopped)
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def continuous_stopped(self, task: asyncio.Task):
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self._background_tasks.discard(task)
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result = task.result()
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logger.info(f"Task finished {result}")
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# self._pairs_scheduled.discard(pair, timeframe, candle_type)
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async def continuously_async_watch_ohlcv(
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self, pair: str, timeframe: str, candle_type: CandleType) -> None:
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while (pair, timeframe, candle_type) in self._pairs_watching:
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start = time.time()
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data = await self.ccxt_object.watch_ohlcv(pair, timeframe)
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self.pairs_last_refresh[(pair, timeframe, candle_type)] = time.time()
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# logger.info(
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# f"watch done {pair}, {timeframe}, data {len(data)} in {time.time() - start:.2f}s")
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def schedule_ohlcv(self, pair: str, timeframe: str, candle_type: CandleType) -> None:
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self._pairs_watching.add((pair, timeframe, candle_type))
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self.pairs_last_request[(pair, timeframe, candle_type)] = time.time()
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# asyncio.run_coroutine_threadsafe(self.schedule_schedule(), loop=self._loop)
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asyncio.run_coroutine_threadsafe(self.schedule_while_true(), loop=self._loop)
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self.cleanup_expired()
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async def get_ohlcv(
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self, pair: str, timeframe: str, candle_type: CandleType) -> Tuple[str, str, str, List]:
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"""
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Returns cached klines from ccxt's "watch" cache.
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"""
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candles = self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
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# Fake 1 candle - which is then removed again
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# TODO: is this really a good idea??
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refresh_time = int(self.pairs_last_refresh[(pair, timeframe, candle_type)] * 1000)
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candles.append([refresh_time, 0, 0, 0, 0, 0])
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logger.info(
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f"watch result for {pair}, {timeframe} with length {len(candles)}, "
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f"{datetime.fromtimestamp(candles[-1][0] // 1000)}, "
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f"lref={datetime.fromtimestamp(self.pairs_last_refresh[(pair, timeframe, candle_type)])}")
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return pair, timeframe, candle_type, candles
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