def __init__(self, channel, importer):
super().__init__(channel)
self.exchange_data_importer = importer
self.initial_timestamp = api.get_backtesting_current_time(
self.channel.exchange_manager.exchange.backtesting)
self.last_pushed_timestamp = 0
self.time_consumer = None
def __init__(self, channel, importer):
super().__init__(channel)
self.exchange_data_importer = importer
self.exchange_name = self.channel.exchange_manager.exchange_name
self.initial_timestamp = api.get_backtesting_current_time(self.channel.exchange_manager.exchange.backtesting)
self.last_timestamp_pushed = 0
self.time_consumer = None
self.future_candle_time_frame = self.channel.exchange_manager.exchange_config.get_shortest_time_frame()
self.future_candle_sec_length = enums.TimeFramesMinutes[self.future_candle_time_frame] * \
constants.MINUTE_TO_SECONDS
self.last_candles_by_pair_by_time_frame = {}
self.require_last_init_candles_pairs_push = False
self.traded_pairs = self._get_traded_pairs()
self.traded_time_frame = self._get_time_frames()
async def handle_timestamp(self, timestamp, **kwargs):
try:
current_time = api.get_backtesting_current_time(
self.channel.exchange_manager.exchange.backtesting)
if current_time - self.last_pushed_timestamp > self.FUNDING_REFRESH_TIME_MAX \
or self.last_pushed_timestamp == 0:
self.last_pushed_timestamp = current_time
for pair in self.channel.exchange_manager.exchange_config.traded_symbol_pairs:
funding_rate = await self.channel.exchange_manager.exchange.get_funding_rate(
symbol=pair)
await self._push_funding(
symbol=pair,
funding_rate=funding_rate,
predicted_funding_rate=funding_rate)
except errors.DataBaseNotExists as e:
self.logger.warning(f"Not enough data : {e}")
await self.pause()
await self.stop()
except IndexError as e:
self.logger.warning(f"Failed to access funding_data : {e}")
except Exception as e:
self.logger.exception(e, True,
f"Error when updating from timestamp: {e}")
def get_exchange_current_time(self):
return backtesting_api.get_backtesting_current_time(self.backtesting)