mypy fix
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4a9bf78770
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@ -116,7 +116,7 @@ class Exchange(object):
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api.urls['api'] = api.urls['test']
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api.urls['api'] = api.urls['test']
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logger.info("Enabled Sandbox API on %s", name)
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logger.info("Enabled Sandbox API on %s", name)
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else:
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else:
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logger.warning(self, "No Sandbox URL in CCXT, exiting. "
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logger.warning(name, "No Sandbox URL in CCXT, exiting. "
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"Please check your config.json")
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"Please check your config.json")
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raise OperationalException(f'Exchange {name} does not provide a sandbox api')
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raise OperationalException(f'Exchange {name} does not provide a sandbox api')
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@ -34,7 +34,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
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return frame
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return frame
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def order_book_to_dataframe(data: list) -> DataFrame:
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def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
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"""
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"""
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Gets order book list, returns dataframe with below format per suggested by creslin
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Gets order book list, returns dataframe with below format per suggested by creslin
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-------------------------------------------------------------------
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-------------------------------------------------------------------
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@ -42,11 +42,12 @@ def order_book_to_dataframe(data: list) -> DataFrame:
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-------------------------------------------------------------------
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-------------------------------------------------------------------
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"""
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"""
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cols = ['bids', 'b_size']
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cols = ['bids', 'b_size']
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bids_frame = DataFrame(data['bids'], columns=cols)
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bids_frame = DataFrame(bids, columns=cols)
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# add cumulative sum column
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# add cumulative sum column
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bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
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bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
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cols2 = ['asks', 'a_size']
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cols2 = ['asks', 'a_size']
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asks_frame = DataFrame(data['asks'], columns=cols2)
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asks_frame = DataFrame(asks, columns=cols2)
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# add cumulative sum column
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# add cumulative sum column
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asks_frame['a_sum'] = asks_frame['a_size'].cumsum()
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asks_frame['a_sum'] = asks_frame['a_size'].cumsum()
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@ -386,7 +386,7 @@ class FreqtradeBot(object):
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conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
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conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
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logger.info('checking depth of market for %s', pair)
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logger.info('checking depth of market for %s', pair)
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order_book = self.exchange.get_order_book(pair, 1000)
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order_book = self.exchange.get_order_book(pair, 1000)
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order_book_data_frame = order_book_to_dataframe(order_book)
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order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
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order_book_bids = order_book_data_frame['b_size'].sum()
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order_book_bids = order_book_data_frame['b_size'].sum()
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order_book_asks = order_book_data_frame['a_size'].sum()
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order_book_asks = order_book_data_frame['a_size'].sum()
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bids_ask_delta = order_book_bids / order_book_asks
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bids_ask_delta = order_book_bids / order_book_asks
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