adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into no-percent-1

Browse Source
This commit is contained in:
hroff-1902
2020-03-05 14:27:12 +03:00
committed by GitHub
parent e411717de9 bcec46c2aa
commit 34093d1208
40 changed files with 791 additions and 297 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
freqtrade/freqtradebot.py
View File

@@ -242,25 +242,25 @@ class FreqtradeBot:
logger.info(f"Using cached buy rate for {pair}.")
return rate
config_bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in config_bid_strategy and\
config_bid_strategy.get('use_order_book', False):
logger.info('Getting price from order book')
order_book_top = config_bid_strategy.get('order_book_top', 1)
bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
logger.info(
f"Getting price from order book {bid_strategy['price_side'].capitalize()} side."
)
order_book_top = bid_strategy.get('order_book_top', 1)
order_book = self.exchange.get_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
order_book_rate = order_book['bids'][order_book_top - 1][0]
logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
order_book_rate = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
logger.info(f'...top {order_book_top} order book buy rate {order_book_rate:.8f}')
used_rate = order_book_rate
else:
logger.info('Using Last Ask / Last Price')
logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
ticker = self.exchange.fetch_ticker(pair)
if ticker['ask'] < ticker['last']:
ticker_rate = ticker['ask']
else:
ticker_rate = ticker[bid_strategy['price_side']]
if ticker['last'] and ticker_rate > ticker['last']:
balance = self.config['bid_strategy']['ask_last_balance']
ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
used_rate = ticker_rate
self._buy_rate_cache[pair] = used_rate
@@ -617,6 +617,15 @@ class FreqtradeBot:
return trades_closed
def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
order_book_min: int = 1):
"""
Helper generator to query orderbook in loop (used for early sell-order placing)
"""
order_book = self.exchange.get_order_book(pair, order_book_max)
for i in range(order_book_min, order_book_max + 1):
yield order_book[side][i - 1][0]
def get_sell_rate(self, pair: str, refresh: bool) -> float:
"""
Get sell rate - either using get-ticker bid or first bid based on orderbook
@@ -636,13 +645,12 @@ class FreqtradeBot:
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
# This code is only used for notifications, selling uses the generator directly
logger.debug('Using order book to get sell rate')
order_book = self.exchange.get_order_book(pair, 1)
rate = order_book['bids'][0][0]
rate = next(self._order_book_gen(pair, f"{config_ask_strategy['price_side']}s"))
else:
rate = self.exchange.fetch_ticker(pair)['bid']
rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
self._sell_rate_cache[pair] = rate
return rate
@@ -672,12 +680,13 @@ class FreqtradeBot:
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
order_book = self.exchange.get_order_book(trade.pair, order_book_max)
order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
order_book_min=order_book_min,
order_book_max=order_book_max)
for i in range(order_book_min, order_book_max + 1):
order_book_rate = order_book['asks'][i - 1][0]
logger.debug(' order book asks top %s: %0.8f', i, order_book_rate)
sell_rate = order_book_rate
sell_rate = next(order_book)
logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: "
f"{sell_rate:0.8f}")
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True