do not push empty candles list in ohlcv channel

octobot_trading/exchange_data/ohlcv/channel/ohlcv_updater.py

@@ -32,6 +32,7 @@ class OHLCVUpdater(ohlcv_channel.OHLCVProducer):
     OHLCV_ON_ERROR_TIME = 5
     OHLCV_MIN_REFRESH_TIME = 1
     OHLCV_REFRESH_TIME_THRESHOLD = 1.5  # to prevent spamming at candle closing
+    OHLCV_REFRESH_RETRY_DELAY = 10
 
     OHLCV_INITIALIZATION_TIMEOUT = 60
     OHLCV_INITIALIZATION_RETRY_DELAY = 10
@@ -135,7 +136,7 @@ async def _candle_callback(self, time_frame, pair):
                     else:
                         last_candle: list = []
 
-                    if last_candle:
+                    if last_candle and len(candles) > 1:
                         current_candle_timestamp: float = last_candle[common_enums.PriceIndexes.IND_PRICE_TIME.value]
                         should_sleep_time: float = current_candle_timestamp + time_frame_sleep - time.time()
 
@@ -151,8 +152,11 @@ async def _candle_callback(self, time_frame, pair):
 
                         await asyncio.sleep(self._ensure_correct_sleep_time(should_sleep_time, time_frame_sleep))
                     else:
-                        # TODO think about asyncio.call_at or call_later
-                        await asyncio.sleep(time_frame_sleep)
+                        # not enough candles: retry soon
+                        self.logger.warning(f"Missing candles in request results for {pair} on {time_frame}, "
+                                            f"refreshing in {self.OHLCV_REFRESH_RETRY_DELAY} seconds "
+                                            f"(candles: {candles}).")
+                        await asyncio.sleep(self.OHLCV_REFRESH_RETRY_DELAY)
                 else:
                     # candles on this time frame have not been initialized: sleep until the next candle update
                     await asyncio.sleep(max(0.0, time_frame_sleep - (time.time() - start_update_time)))