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'fix_multi_code_share_the_same_lastid' #45

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'fix_multi_code_share_the_same_lastid' #45

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16 changes: 11 additions & 5 deletions ccxtbt/ccxtfeed.py
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Original file line number Diff line number Diff line change
Expand Up @@ -84,7 +84,8 @@ def __init__(self, **kwargs):
# self.store = CCXTStore(exchange, config, retries)
self.store = self._store(**kwargs)
self._data = deque() # data queue for price data
self._last_id = '' # last processed trade id for ohlcv
self.trade_id_dict=dict()
#self._last_id = '' # last processed trade id for ohlcv
self._last_ts = 0 # last processed timestamp for ohlcv

def start(self, ):
Expand Down Expand Up @@ -199,19 +200,24 @@ def _fetch_ohlcv(self, fromdate=None):
break

def _load_ticks(self):
if self._last_id is None:
pre_last_id=None
if self.p.dataname in self.trade_id_dict:
pre_last_id=self.trade_id_dict.get(self.p.dataname)
if pre_last_id is None:
self.trade_id_dict[self.p.dataname] = pre_last_id
# first time get the latest trade only
trades = [self.store.fetch_trades(self.p.dataname)[-1]]
else:
trades = self.store.fetch_trades(self.p.dataname)

for trade in trades:
trade_id = trade['id']
current_last_id = trade['id']

if trade_id > self._last_id:

if current_last_id > self.pre_last_id:
trade_time = datetime.strptime(trade['datetime'], '%Y-%m-%dT%H:%M:%S.%fZ')
self._data.append((trade_time, float(trade['price']), float(trade['amount'])))
self._last_id = trade_id
self.trade_id_dict[self.p.dataname] = current_last_id

try:
trade = self._data.popleft()
Expand Down