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feat: Added price_rounding modes in config

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ASU
2023-03-09 02:11:31 +02:00
parent ba38a826e9
commit 1132fa6093
4 changed files with 113 additions and 51 deletions
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17
freqtrade/exchange/exchange.py
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@@ -19,9 +19,9 @@ from ccxt import TICK_SIZE
from dateutil import parser
from pandas import DataFrame, concat
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
BuySell, Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
OBLiteral, PairWithTimeframe)
from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, DEFAULT_PRICE_ROUND_MODE,
NON_OPEN_EXCHANGE_STATES, BidAsk, BuySell, Config, EntryExit,
ListPairsWithTimeframes, MakerTaker, OBLiteral, PairWithTimeframe)
from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
from freqtrade.enums.pricetype import PriceType
@@ -143,7 +143,9 @@ class Exchange:
if config.get('margin_mode')
else MarginMode.NONE
)
self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
self.liquidation_buffer = config.get("liquidation_buffer", 0.05)
self._price_rounding_mode = exchange_config.get("price_rounding_mode",
DEFAULT_PRICE_ROUND_MODE)
# Deep merge ft_has with default ft_has options
self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@@ -732,10 +734,11 @@ class Exchange:
def price_to_precision(self, pair: str, price: float) -> float:
"""
Returns the price rounded up to the precision the Exchange accepts.
Rounds up
Returns the price rounded to the precision the Exchange accepts.
The default price_rounding_mode in conf is ROUND_UP
"""
return price_to_precision(price, self.get_precision_price(pair), self.precisionMode)
return price_to_precision(price, self.get_precision_price(pair),
self.precisionMode, self._price_rounding_mode)
def price_get_one_pip(self, pair: str, price: float) -> float:
"""