From 0aa8c91577aab693ad94ce0152fd6df04ee9f754 Mon Sep 17 00:00:00 2001
From: Frederic Fortier <fredfortier@gmail.com>
Date: Wed, 24 Jan 2018 22:43:08 -0500
Subject: [PATCH] BLD: for issue #174, re-implemented the fetch_tickers
 approach

---
 catalyst/exchange/ccxt/ccxt_exchange.py | 36 ++++++++++++-------------
 tests/exchange/test_ccxt.py             |  3 ++-
 2 files changed, 20 insertions(+), 19 deletions(-)

diff --git a/catalyst/exchange/ccxt/ccxt_exchange.py b/catalyst/exchange/ccxt/ccxt_exchange.py
index 3227361f..543466aa 100644
--- a/catalyst/exchange/ccxt/ccxt_exchange.py
+++ b/catalyst/exchange/ccxt/ccxt_exchange.py
@@ -997,31 +997,31 @@ class CCXT(Exchange):
         list[dict[str, float]
 
         """
-        tickers = {}
+        symbols = self.get_symbols(assets)
+        try:
+            results = self.api.fetch_tickers(symbols=symbols)
+        except (ExchangeError, NetworkError) as e:
+            log.warn(
+                'unable to fetch tickers {} / {}: {}'.format(
+                    self.name, symbols, e
+                )
+            )
+            raise ExchangeRequestError(error=e)
+
+        tickers = dict()
         for asset in assets:
             symbol = self.get_symbol(asset)
-
-            # Test the CCXT throttling further to see if we need this
-            self.ask_request()
-
-            # TODO: use fetch_tickers() for efficiency
-            # I tried using fetch_tickers() but noticed some
-            # inconsistencies, see issue:
-            # https://github.com/ccxt/ccxt/issues/870
-            try:
-                ticker = self.api.fetch_ticker(symbol=symbol)
-            except (ExchangeError, NetworkError) as e:
-                log.warn(
-                    'unable to fetch ticker {} / {}: {}'.format(
-                        self.name, asset.symbol, e
-                    )
+            if symbol not in results:
+                msg = 'ticker not found {} / {}'.format(
+                    self.name, symbol
                 )
+                log.warn(msg)
                 if on_ticker_error == 'warn':
                     continue
-
                 else:
-                    raise ExchangeRequestError(error=e)
+                    raise ExchangeRequestError(error=msg)
 
+            ticker = results[symbol]
             ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
 
             if 'last_price' not in ticker:
diff --git a/tests/exchange/test_ccxt.py b/tests/exchange/test_ccxt.py
index 4e33ae3e..3683ca4a 100644
--- a/tests/exchange/test_ccxt.py
+++ b/tests/exchange/test_ccxt.py
@@ -72,7 +72,8 @@ class TestCCXT(BaseExchangeTestCase):
     def test_tickers(self):
         log.info('retrieving tickers')
         assets = [
-            self.exchange.get_asset('iot_usd'),
+            self.exchange.get_asset('ada_eth'),
+            self.exchange.get_asset('zrx_eth'),
         ]
         tickers = self.exchange.tickers(assets)
         assert len(tickers) == 1