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Check for both ask and bid in SpreadFilter

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closes #6865
This commit is contained in:
Matthias 2022-05-19 19:53:23 +02:00
parent d5486f17d8
commit 219363fffb
1 changed files with 1 additions and 1 deletions
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freqtrade/plugins/pairlist/SpreadFilter.py
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@ -50,7 +50,7 @@ class SpreadFilter(IPairList):
:param ticker: ticker dict as returned from ccxt.fetch_tickers() :param ticker: ticker dict as returned from ccxt.fetch_tickers()
:return: True if the pair can stay, false if it should be removed :return: True if the pair can stay, false if it should be removed
""" """
if 'bid' in ticker and 'ask' in ticker and ticker['ask']: if 'bid' in ticker and 'ask' in ticker and ticker['ask'] and ticker['bid']:
spread = 1 - ticker['bid'] / ticker['ask'] spread = 1 - ticker['bid'] / ticker['ask']
if spread > self._max_spread_ratio: if spread > self._max_spread_ratio:
self.log_once(f"Removed {pair} from whitelist, because spread " self.log_once(f"Removed {pair} from whitelist, because spread "