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BUG: handle errors more gracefully when fetching tickers

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This commit is contained in:
Ben Feeser
2018-01-12 16:58:39 -05:00
parent d4efed0d3a
commit df42cc9047
1 changed files with 37 additions and 40 deletions
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catalyst/exchange/ccxt/ccxt_exchange.py
+37 -40
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@@ -822,48 +822,45 @@ class CCXT(Exchange):
list[dict[str, float]
"""
tickers = dict()
try:
for asset in assets:
symbol = self.get_symbol(asset)
# TODO: use fetch_tickers() for efficiency
# I tried using fetch_tickers() but noticed some
# inconsistencies, see issue:
# https://github.com/ccxt/ccxt/issues/870
tickers = {}
for asset in assets:
symbol = self.get_symbol(asset)
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)
if not ticker:
log.warn('ticker not found for {} {}'.format(
self.name, symbol
))
continue
ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
if 'last_price' not in ticker:
# TODO: any more exceptions?
ticker['last_price'] = ticker['last']
if 'baseVolume' in ticker and ticker['baseVolume'] is not None:
# Using the volume represented in the base currency
ticker['volume'] = ticker['baseVolume']
elif 'info' in ticker and 'bidQty' in ticker['info'] \
and 'askQty' in ticker['info']:
ticker['volume'] = float(ticker['info']['bidQty']) + \
float(ticker['info']['askQty'])
else:
ticker['volume'] = 0
tickers[asset] = ticker
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch ticker {} / {}: {}'.format(
self.name, asset.symbol, e
except (ExchangeError, NetworkError) as e:
log.warn(
'unable to fetch ticker {} / {}: {}'.format(
self.name, asset.symbol, e
)
)
)
raise ExchangeRequestError(error=e)
continue
ticker['last_traded'] = from_ms_timestamp(ticker['timestamp'])
if 'last_price' not in ticker:
# TODO: any more exceptions?
ticker['last_price'] = ticker['last']
if 'baseVolume' in ticker and ticker['baseVolume'] is not None:
# Using the volume represented in the base currency
ticker['volume'] = ticker['baseVolume']
elif 'info' in ticker and 'bidQty' in ticker['info'] \
and 'askQty' in ticker['info']:
ticker['volume'] = float(ticker['info']['bidQty']) + \
float(ticker['info']['askQty'])
else:
ticker['volume'] = 0
tickers[asset] = ticker
return tickers