This commit is contained in:
Nullart2
2018-08-05 21:08:07 +08:00
parent 4a9bf78770
commit 26d591ea43
3 changed files with 6 additions and 5 deletions

View File

@@ -386,7 +386,7 @@ class FreqtradeBot(object):
conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
logger.info('checking depth of market for %s', pair)
order_book = self.exchange.get_order_book(pair, 1000)
order_book_data_frame = order_book_to_dataframe(order_book)
order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
order_book_bids = order_book_data_frame['b_size'].sum()
order_book_asks = order_book_data_frame['a_size'].sum()
bids_ask_delta = order_book_bids / order_book_asks