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Add price_get_one_pip filter

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This commit is contained in:
Matthias 2020-04-15 07:19:27 +02:00
parent c8ccdbcb9a
commit 36e714a7b2
2 changed files with 13 additions and 3 deletions
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11
freqtrade/exchange/exchange.py
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@ -452,6 +452,17 @@ class Exchange:
price = ceil(big_price) / pow(10, symbol_prec) price = ceil(big_price) / pow(10, symbol_prec)
return price return price
def price_get_one_pip(self, pair: str, price: float) -> float:
"""
Get's the "1 pip" value for this pair.
Used in PriceFilter to calculate the 1pip movements.
"""
precision = self.markets[pair]['precision']['price']
if self.precisionMode == TICK_SIZE:
return price % precision
else:
return 1 / pow(10, precision)
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]: rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{randint(0, 10**6)}' order_id = f'dry_run_{side}_{randint(0, 10**6)}'

5
freqtrade/pairlist/PriceFilter.py
View File

@ -38,9 +38,8 @@ class PriceFilter(IPairList):
:param precision: Precision :param precision: Precision
: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
""" """
precision = self._exchange.markets[ticker['symbol']]['precision']['price'] compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
ticker['last'])
compare = ticker['last'] + 1 / pow(10, precision)
changeperc = (compare - ticker['last']) / ticker['last'] changeperc = (compare - ticker['last']) / ticker['last']
if changeperc > self._low_price_ratio: if changeperc > self._low_price_ratio:
logger.info(f"Removed {ticker['symbol']} from whitelist, " logger.info(f"Removed {ticker['symbol']} from whitelist, "