Incorporate fetch_bids_asks to allow binance spread filter to work

closes #6474
This commit is contained in:
Matthias
2022-03-18 07:08:16 +01:00
parent fdce055061
commit 208a139d2b
3 changed files with 107 additions and 1 deletions

View File

@@ -12,6 +12,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
from freqtrade.exchange import Exchange
from freqtrade.exchange.common import retrier
from freqtrade.misc import deep_merge_dicts
logger = logging.getLogger(__name__)
@@ -55,6 +56,15 @@ class Binance(Exchange):
(side == "buy" and stop_loss < float(order['info']['stopPrice']))
)
def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
tickers = super().get_tickers(symbols=symbols, cached=cached)
if self.trading_mode == TradingMode.FUTURES:
# Binance's future result has no bid/ask values.
# Therefore we must fetch that from fetch_bids_asks and combine the two results.
bidsasks = self.fetch_bids_asks(symbols, cached)
tickers = deep_merge_dicts(bidsasks, tickers, allow_null_overrides=False)
return tickers
@retrier
def _set_leverage(
self,