Improve ws exchange
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@@ -2,12 +2,13 @@
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import asyncio
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import asyncio
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import logging
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import logging
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import time
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import time
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from datetime import datetime, timezone
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from datetime import datetime
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from threading import Thread
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from threading import Thread
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from typing import Dict, List, Set, Tuple
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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.constants import Config
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from freqtrade.enums.candletype import CandleType
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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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logger = logging.getLogger(__name__)
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@@ -42,7 +43,6 @@ class ExchangeWS():
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Remove pairs from watchlist if they've not been requested within
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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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the last timeframe (+ offset)
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"""
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"""
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from freqtrade.exchange.exchange import timeframe_to_seconds
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for p in list(self._pairs_watching):
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for p in list(self._pairs_watching):
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_, timeframe, _ = p
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_, timeframe, _ = p
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timeframe_s = timeframe_to_seconds(timeframe)
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timeframe_s = timeframe_to_seconds(timeframe)
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@@ -75,8 +75,8 @@ class ExchangeWS():
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start = time.time()
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start = time.time()
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data = await self.ccxt_object.watch_ohlcv(pair, timeframe)
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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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self.pairs_last_refresh[(pair, timeframe, candle_type)] = time.time()
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logger.info(
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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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# 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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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_watching.add((pair, timeframe, candle_type))
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@@ -92,6 +92,7 @@ class ExchangeWS():
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"""
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"""
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candles = self.ccxt_object.ohlcvs.get(pair, {}).get(timeframe)
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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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# Fake 1 candle - which is then removed again
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candles.append([int(datetime.now(timezone.utc).timestamp() * 1000), 0, 0, 0, 0, 0])
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# TODO: is this really a good idea??
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candles.append([candles[-1][0], 0, 0, 0, 0, 0])
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logger.info(f"watch result for {pair}, {timeframe} with length {len(candles)}")
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logger.info(f"watch result for {pair}, {timeframe} with length {len(candles)}")
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return pair, timeframe, candle_type, candles
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return pair, timeframe, candle_type, candles
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