Freqtrade: Coinbase PRO Outdated history

Created on 20 May 2019  路  2Comments  路  Source: freqtrade/freqtrade

  • Python Version: Python 3.7.2+ (python -V)
  • CCXT version: ccxt==1.18.523 (pip freeze | grep ccxt)
  • Branch: Master | Develop
  • Last Commit ID: e0310906c719e9fa3f1ae64f8380c711dae3655c (git log --format="%H" -n 1)

Step 3: Describe the problem:

While running in dryrun mode on Coinbase PRO (15m ticker but it happens with 5m too. Did not test with other ticker intervals) I get this:

2019-05-20 10:30:36,960 - freqtrade.strategy.interface - WARNING - Outdated history for pair EOS/EUR. Last tick is 45 minutes old

Sometimes there is more outdated pairs but most of the time it is EOS/EUR. Running the same strategy/c on Binance runs flawless.

Question

Most helpful comment

The first thing to check is if that pair on that exchange has activity in the period in question, and if your clock is in sync.
This message is not related to the strategy, but to the data that the exchange returns.

Some Exchanges return no candles if no activity happened - which will raise this warning.

The warning will disappear once a new candle is available - however it's not safe to trade since you could base your signal on data which is 45 minutes outdated.

Also note: we currently don't support Coinbase PRO officially (however it should probably still work, and we're happy to get small changes to make new exchanges work...).

All 2 comments

The first thing to check is if that pair on that exchange has activity in the period in question, and if your clock is in sync.
This message is not related to the strategy, but to the data that the exchange returns.

Some Exchanges return no candles if no activity happened - which will raise this warning.

The warning will disappear once a new candle is available - however it's not safe to trade since you could base your signal on data which is 45 minutes outdated.

Also note: we currently don't support Coinbase PRO officially (however it should probably still work, and we're happy to get small changes to make new exchanges work...).

It looks that there are big gaps in activity for EOS/EUR. I could check this before submitting issue...
Avoid this market.

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