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Move get_buy_rate to exchange class

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Matthias
2021-06-02 11:30:19 +02:00
parent 4e1425023e
commit 12916243ec
4 changed files with 95 additions and 92 deletions
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49
freqtrade/freqtradebot.py
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@@ -62,7 +62,6 @@ class FreqtradeBot(LoggingMixin):
# Caching only applies to RPC methods, so prices for open trades are still
# refreshed once every iteration.
self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
@@ -396,50 +395,6 @@ class FreqtradeBot(LoggingMixin):
return trades_created
def get_buy_rate(self, pair: str, refresh: bool) -> float:
"""
Calculates bid target between current ask price and last price
:param pair: Pair to get rate for
:param refresh: allow cached data
:return: float: Price
"""
if not refresh:
rate = self._buy_rate_cache.get(pair)
# Check if cache has been invalidated
if rate:
logger.debug(f"Using cached buy rate for {pair}.")
return rate
bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
order_book_top = bid_strategy.get('order_book_top', 1)
order_book = self.exchange.fetch_l2_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
try:
rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
except (IndexError, KeyError) as e:
logger.warning(
"Buy Price from orderbook could not be determined."
f"Orderbook: {order_book}"
)
raise PricingError from e
logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
used_rate = rate_from_l2
else:
logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
ticker = self.exchange.fetch_ticker(pair)
ticker_rate = ticker[bid_strategy['price_side']]
if ticker['last'] and ticker_rate > ticker['last']:
balance = bid_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
used_rate = ticker_rate
self._buy_rate_cache[pair] = used_rate
return used_rate
def create_trade(self, pair: str) -> bool:
"""
@@ -532,7 +487,7 @@ class FreqtradeBot(LoggingMixin):
buy_limit_requested = price
else:
# Calculate price
buy_limit_requested = self.get_buy_rate(pair, True)
buy_limit_requested = self.exchange.get_buy_rate(pair, True)
if not buy_limit_requested:
raise PricingError('Could not determine buy price.')
@@ -657,7 +612,7 @@ class FreqtradeBot(LoggingMixin):
"""
Sends rpc notification when a buy cancel occurred.
"""
current_rate = self.get_buy_rate(trade.pair, False)
current_rate = self.exchange.get_buy_rate(trade.pair, False)
msg = {
'trade_id': trade.id,