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Remove fetch_ticker caching
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xmatthias committed Feb 22, 2020
1 parent 43add0b commit f5b4a6d
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Showing 4 changed files with 16 additions and 44 deletions.
35 changes: 11 additions & 24 deletions freqtrade/exchange/exchange.py
Original file line number Diff line number Diff line change
Expand Up @@ -66,8 +66,6 @@ def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:

self._config.update(config)

self._cached_ticker: Dict[str, Any] = {}

# Holds last candle refreshed time of each pair
self._pairs_last_refresh_time: Dict[Tuple[str, str], int] = {}
# Timestamp of last markets refresh
Expand Down Expand Up @@ -591,28 +589,17 @@ def get_tickers(self) -> Dict:
raise OperationalException(e) from e

@retrier
def fetch_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
if refresh or pair not in self._cached_ticker.keys():
try:
if pair not in self._api.markets or not self._api.markets[pair].get('active'):
raise DependencyException(f"Pair {pair} not available")
data = self._api.fetch_ticker(pair)
try:
self._cached_ticker[pair] = {
'bid': float(data['bid']),
'ask': float(data['ask']),
}
except KeyError:
logger.debug("Could not cache ticker data for %s", pair)
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
else:
logger.info("returning cached ticker-data for %s", pair)
return self._cached_ticker[pair]
def fetch_ticker(self, pair: str) -> dict:
try:
if pair not in self._api.markets or not self._api.markets[pair].get('active'):
raise DependencyException(f"Pair {pair} not available")
data = self._api.fetch_ticker(pair)
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e

def get_historic_ohlcv(self, pair: str, timeframe: str,
since_ms: int) -> List:
Expand Down
4 changes: 2 additions & 2 deletions freqtrade/freqtradebot.py
Original file line number Diff line number Diff line change
Expand Up @@ -253,7 +253,7 @@ def get_buy_rate(self, pair: str, refresh: bool, tick: Dict = None) -> float:
else:
if not tick:
logger.info('Using Last Ask / Last Price')
ticker = self.exchange.fetch_ticker(pair, refresh)
ticker = self.exchange.fetch_ticker(pair)
else:
ticker = tick
if ticker['ask'] < ticker['last']:
Expand Down Expand Up @@ -631,7 +631,7 @@ def get_sell_rate(self, pair: str, refresh: bool) -> float:
rate = order_book['bids'][0][0]

else:
rate = self.exchange.fetch_ticker(pair, refresh)['bid']
rate = self.exchange.fetch_ticker(pair)['bid']
return rate

def handle_trade(self, trade: Trade) -> bool:
Expand Down
15 changes: 3 additions & 12 deletions tests/exchange/test_exchange.py
Original file line number Diff line number Diff line change
Expand Up @@ -1121,25 +1121,16 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1

assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1

# Test caching
api_mock.fetch_ticker = MagicMock()
exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0

ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"fetch_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
pair='ETH/BTC')

api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
exchange.fetch_ticker(pair='ETH/BTC')

with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
exchange.fetch_ticker(pair='XRP/ETH')


@pytest.mark.parametrize("exchange_name", EXCHANGES)
Expand Down
6 changes: 0 additions & 6 deletions tests/rpc/test_rpc.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,8 +67,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:

mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
results = rpc._rpc_trade_status()
assert isnan(results[0]['current_profit'])
assert isnan(results[0]['current_rate'])
Expand Down Expand Up @@ -136,8 +134,6 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:

mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert 'instantly' == result[0][2]
assert 'ETH/BTC' in result[0][1]
Expand Down Expand Up @@ -262,8 +258,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Test non-available pair
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
# invalidate ticker cache
rpc._freqtrade.exchange._cached_ticker = {}
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now'
Expand Down

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