diff --git a/ccxtbt/ccxtbroker.py b/ccxtbt/ccxtbroker.py index 7e1f213..bac44e0 100644 --- a/ccxtbt/ccxtbroker.py +++ b/ccxtbt/ccxtbroker.py @@ -195,7 +195,7 @@ def next(self): ccxt_order = self.store.fetch_order(oID, o_order.data.p.dataname) # Check for new fills - if 'trades' in ccxt_order: + if 'trades' in ccxt_order and ccxt_order['trades']: for fill in ccxt_order['trades']: if fill not in o_order.executed_fills: o_order.execute(fill['datetime'], fill['amount'], fill['price'], diff --git a/ccxtbt/ccxtfeed.py b/ccxtbt/ccxtfeed.py index eaaa28c..0ac81df 100644 --- a/ccxtbt/ccxtfeed.py +++ b/ccxtbt/ccxtfeed.py @@ -108,6 +108,9 @@ def _load(self): if self._timeframe == bt.TimeFrame.Ticks: return self._load_ticks() else: + start = datetime.utcnow() + if start.second < 5: + time.sleep(5 - start.second) self._fetch_ohlcv() ret = self._load_ohlcv() if self.p.debug: