From 06b12c0a7095e0b4ee611694cbff26bdb88fed1e Mon Sep 17 00:00:00 2001 From: hroff-1902 <47309513+hroff-1902@users.noreply.github.com> Date: Fri, 15 May 2020 18:46:28 +0300 Subject: [PATCH] Add warning to docs for ticker data --- docs/strategy-customization.md | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 42474c2dc..c50266183 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -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)