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Add warning to docs for ticker data

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hroff-1902 2020-05-15 18:46:28 +03:00 committed by GitHub
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docs/strategy-customization.md
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@ -370,7 +370,7 @@ Please always check the mode of operation to select the correct method to get da
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
- `ticker(pair)` - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
- `runmode` - Property containing the current runmode.
#### Example Usages:
@ -463,6 +463,12 @@ if self.dp:
dataframe['vwap'] = ticker['vwap']
```
!!! Warning
Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
data returned from the exchange you are working with.
***
### Additional data (Wallets)