def dprint_last_candles(self, tf, lookback):
if lookback > len(self.candles[tf]):
lookback = len(self.candles[tf])
for ts in range(-lookback, 0):
candle = self.candles[tf][ts]
self.debug(
"CANDLES(%s), T: %s, O: %.2f, H: %2.f, L: %.2f, C: %.2f, V: %.2f"
% (tf, utilities.ts2label(candle[0]), candle[1], candle[2],
candle[3], candle[4], candle[5]))
def update_candles(self, tf, lookback=100):
self.debug("Update candles for %s, lookback %d" % (tf, lookback))
if (not tf in self.candles.keys()):
self.debug("tf %s not in candles keys" % tf)
elif len(self.candles[tf]) < lookback:
self.debug("current candles length %d less than lookback %d" %
(len(self.candles[tf]), lookback))
if (not tf in self.candles.keys()) or len(self.candles[tf]) < lookback:
self.preload_candles(tf, lookback)
self.debug("Preloading candles for tf %s, lookback %d" %
(tf, lookback))
else:
self.debug("updating candles for %s, lookback %d" % (tf, lookback))
last_ts = self.get_last_ts(tf)
self.debug("Last ts is %d" % last_ts)
lag = time.time() - last_ts / 1000.
self.debug("Lag is %d" % lag)
currlen = len(self.candles[tf])
self.debug("current length for tf %s is %d" % (tf, currlen))
candles = self.fetch_candles(
tf, start=((time.time() - (lag + self.tf_seconds[tf])) * 1000))
self.debug("Candles length is %d" % len(candles))
if lag > self.tf_seconds[tf]:
self.debug("Fetching fresh data for lag %d greater than %d" %
(lag, self.tf_seconds[tf]))
it = 0
while it < len(candles) and candles[it][0] < last_ts:
self.debug("it %d, ts %d" % (it, candles[it][0]))
it = it + 1
if it < len(candles):
self.debug("Old candles last ts now %s" %
utilities.ts2label(self.get_last_ts(tf)))
self.candles[tf] = self.candles[tf][-currlen:-1]
self.debug("Old candles last ts now %s" %
utilities.ts2label(self.get_last_ts(tf)))
self.candles[tf].extend(candles[it:])
self.debug("Old candles last tses now %s, %s" %
(utilities.ts2label(self.candles[tf][-2][0]),
utilities.ts2label(self.get_last_ts(tf))))
trimlength = currlen
if (lookback > trimlength):
trimlength = lookback
self.debug("Resizing candles to %d" % trimlength)
self.candles[tf] = self.candles[tf][
-trimlength:] # prevent indefinite expansion
self.debug("New last timestamp is %d" % self.get_last_ts(tf))
else:
self.candles[tf] = self.candles[tf][-currlen:-1]
self.debug("Old candles last ts now %s" %
utilities.ts2label(self.get_last_ts(tf)))
self.debug("Refreshing last candle for lag %d less than %d" %
(lag, self.tf_seconds[tf]))
self.candles[tf].append(candles[-1])
self.debug("Update candles last ts now %s" %
utilities.ts2label(self.get_last_ts(tf)))
def fetch_candles(self, tf, start=None, end=None):
rawdata = None
apitry = 0
if not start:
start = (time.time() - self.tf_seconds[tf] * 100) * 1000
if not end:
end = time.time() * 1000
start = start - (start % self.tf_seconds[tf])
limit = math.ceil((end - start) / 1000. / self.tf_seconds[tf])
# start = decimal.Decimal(str(start))
# limit = decimal.Decimal(str(limit))
start = int(start)
limit = int(limit)
self.debug("Limit %d candles from start %d to end %d" %
(limit, start, end))
self.debug(type(start))
while not rawdata and apitry < self.apitrylimit:
try:
self.debug("Fetching %s candles with start ts %d, limit %d" %
(tf, start, limit))
rawdata = self.exchange.fetch_ohlcv(self.symbol, tf, start,
limit)
except (ccxt.ExchangeError, ccxt.DDoSProtection,
ccxt.AuthenticationError, ccxt.ExchangeNotAvailable,
ccxt.RequestTimeout) as error:
self.debug(
"failed to connect to api to fetch candles, sleeping for %d seconds, try %d of %d"
%
(self.apitrysleep + apitry * 2, apitry, self.apitrylimit))
self.debug(error)
time.sleep(self.apitrysleep + apitry * 2)
apitry = apitry + 1
self.debug("Last candle ts: %s" % utilities.ts2label(rawdata[-1][0]))
# if time.time()*1000 - rawdata[-1][0] < self.tf_seconds[tf]:
# self.debug("Last candle is not complete with ts %s, dropping" % utilities.ts2label(rawdata[-1][0]))
self.debug("Fetched %d candles" % len(rawdata))
if (len(rawdata) < limit - 1):
self.logger.debug("Asked for %d candles but received %d" %
(limit, len(rawdata)))
return rawdata