def test_trades_remove_duplicates(trades_history):
trades_history1 = trades_history * 3
assert len(trades_history1) == len(trades_history) * 3
res = trades_remove_duplicates(trades_history1)
assert len(res) == len(trades_history)
for i, t in enumerate(res):
assert t == trades_history[i]
def _download_trades_history(exchange: Exchange,
pair: str, *,
new_pairs_days: int = 30,
timerange: Optional[TimeRange] = None,
data_handler: IDataHandler
) -> bool:
"""
Download trade history from the exchange.
Appends to previously downloaded trades data.
"""
try:
since = timerange.startts * 1000 if \
(timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
days=-new_pairs_days).float_timestamp) * 1000
trades = data_handler.trades_load(pair)
# TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
# DEFAULT_TRADES_COLUMNS: 0 -> timestamp
# DEFAULT_TRADES_COLUMNS: 1 -> id
if trades and since < trades[0][0]:
# since is before the first trade
logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
trades = []
from_id = trades[-1][1] if trades else None
if trades and since < trades[-1][0]:
# Reset since to the last available point
# - 5 seconds (to ensure we're getting all trades)
since = trades[-1][0] - (5 * 1000)
logger.info(f"Using last trade date -5s - Downloading trades for {pair} "
f"since: {format_ms_time(since)}.")
logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}")
logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}")
logger.info(f"Current Amount of trades: {len(trades)}")
# Default since_ms to 30 days if nothing is given
new_trades = exchange.get_historic_trades(pair=pair,
since=since,
from_id=from_id,
)
trades.extend(new_trades[1])
# Remove duplicates to make sure we're not storing data we don't need
trades = trades_remove_duplicates(trades)
data_handler.trades_store(pair, data=trades)
logger.debug(f"New Start: {format_ms_time(trades[0][0])}")
logger.debug(f"New End: {format_ms_time(trades[-1][0])}")
logger.info(f"New Amount of trades: {len(trades)}")
return True
except Exception:
logger.exception(
f'Failed to download historic trades for pair: "{pair}". '
)
return False
def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
"""
Load a pair from file, either .json.gz or .json
Removes duplicates in the process.
:param pair: Load trades for this pair
:param timerange: Timerange to load trades for - currently not implemented
:return: List of trades
"""
return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
