implement get_ticker as wrapper around get_orderbook

freqtrade/exchange/__init__.py

@@ -85,6 +85,10 @@ def get_balance(currency: str) -> float:
     return EXCHANGE.get_balance(currency)
 
 
+def get_ticker(pair: str) -> Dict[str, float]:
+    return EXCHANGE.get_ticker(pair)
+
+
 def get_orderbook(pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
     return EXCHANGE.get_orderbook(pair, top_most)
 

freqtrade/exchange/bittrex.py

@@ -69,6 +69,13 @@ class Bittrex(Exchange):
             raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
         return float(data['result']['Balance'] or 0.0)
 
+    def get_ticker(self, pair: str) -> Dict[str, float]:
+        data = self.get_orderbook(pair, top_most=1)
+        return {
+            'bid': data['bid'][0]['Rate'],
+            'ask': data['ask'][0]['Rate'],
+        }
+
     def get_orderbook(self, pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
         data = _API.get_orderbook(pair.replace('_', '-'))
         if not data['success']:

freqtrade/exchange/interface.py

@@ -49,6 +49,17 @@ class Exchange(ABC):
         :return: float
         """
 
+    @abstractmethod
+    def get_ticker(self, pair: str) -> Dict[str, float]:
+        """
+        Gets ticker for given pair.
+        :param pair: Pair as str, format: BTC_ETC
+        :return: dict, format: {
+            'bid': float,
+            'ask': float
+        }
+        """
+
     @abstractmethod
     def get_orderbook(self, pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
         """

freqtrade/main.py

@@ -134,7 +134,7 @@ def handle_trade(trade: Trade) -> None:
 
         logger.debug('Handling open trade %s ...', trade)
 
-        current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
+        current_rate = exchange.get_ticker(trade.pair)['bid']
         if should_sell(trade, current_rate, datetime.utcnow()):
             execute_sell(trade, current_rate)
             return
@@ -143,15 +143,14 @@ def handle_trade(trade: Trade) -> None:
         logger.exception('Unable to handle open order')
 
 
-def get_target_bid(orderbook: Dict[str, List[Dict]]) -> float:
+def get_target_bid(ticker: Dict[str, float]) -> float:
     """
     Calculates bid target between
     bid and ask prices from the given orderbook
-    :param orderbook:
+    :param ticker: ticker data
     :return: target bit as float
     """
-    ask = orderbook['ask'][0]['Rate']  # Get lowest ask
+    ask, bid = ticker['ask'], ticker['bid']
-    bid = orderbook['bid'][0]['Rate']  # Get highest bid
     balance = _CONF['bid_strategy']['bid_ask_balance']
     return bid + balance * (ask - bid)
 
@@ -186,7 +185,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
     else:
         return None
 
-    open_rate = get_target_bid(exchange.get_orderbook(pair, top_most=1))
+    open_rate = get_target_bid(exchange.get_ticker(pair))
     amount = stake_amount / open_rate
     order_id = exchange.buy(pair, open_rate, amount)
 

freqtrade/rpc/telegram.py

@@ -99,7 +99,7 @@ def _status(bot: Bot, update: Update) -> None:
     else:
         for trade in trades:
             # calculate profit and send message to user
-            current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
+            current_rate = exchange.get_ticker(trade.pair)['bid']
             current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
             orders = exchange.get_open_orders(trade.pair)
             orders = [o for o in orders if o['id'] == trade.open_order_id]
@@ -156,7 +156,7 @@ def _profit(bot: Bot, update: Update) -> None:
             profit = trade.close_profit
         else:
             # Get current rate
-            current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
+            current_rate = exchange.get_ticker(trade.pair)['bid']
             profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
 
         profit_amounts.append((profit / 100) * trade.stake_amount)
@@ -250,7 +250,7 @@ def _forcesell(bot: Bot, update: Update) -> None:
             send_msg('There is no open trade with ID: `{}`'.format(trade_id))
             return
         # Get current rate
-        current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
+        current_rate = exchange.get_ticker(trade.pair)['bid']
         # Get available balance
         currency = trade.pair.split('_')[1]
         balance = exchange.get_balance(currency)

freqtrade/tests/test_main.py

@@ -55,15 +55,9 @@ def test_create_trade(conf, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.07256061,
-                                  'Quantity': 1,
+                              'ask': 0.072661,
-                                  'Rate': 0.07256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.072661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     # Save state of current whitelist
@@ -94,15 +88,9 @@ def test_handle_trade(conf, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.17256061,
-                                  'Quantity': 1,
+                              'ask': 0.172661,
-                                  'Rate': 0.17256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.172661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     trade = Trade.query.filter(Trade.is_open.is_(True)).first()
@@ -129,44 +117,14 @@ def test_close_trade(conf, mocker):
 
 def test_balance_fully_bid_side(mocker):
     mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 0.0}})
-    orderbook = {
+    assert get_target_bid({'bid': 10, 'ask': 20}) == 10
-        'bid': [{
-            'Quantity': 10,
-            'Rate': 10
-        }],
-        'ask': [{
-            'Quantity': 20,
-            'Rate': 20
-        }]
-    }
-    assert get_target_bid(orderbook) == 10
 
 
 def test_balance_fully_ask_side(mocker):
     mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 1.0}})
-    orderbook = {
+    assert get_target_bid({'bid': 10, 'ask': 20}) == 20
-        'bid': [{
-            'Quantity': 10,
-            'Rate': 10
-        }],
-        'ask': [{
-            'Quantity': 20,
-            'Rate': 20
-        }]
-    }
-    assert get_target_bid(orderbook) == 20
 
 
 def test_balance_half(mocker):
     mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 0.5}})
-    orderbook = {
+    assert get_target_bid({'bid': 10, 'ask': 20}) == 15
-        'bid': [{
-            'Quantity': 10,
-            'Rate': 10
-        }],
-        'ask': [{
-            'Quantity': 20,
-            'Rate': 20
-        }]
-    }
-    assert get_target_bid(orderbook) == 15

freqtrade/tests/test_telegram.py

@@ -65,15 +65,9 @@ def test_status_handle(conf, update, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.07256061,
-                                  'Quantity': 1,
+                              'ask': 0.072661,
-                                  'Rate': 0.07256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.072661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     init(conf, 'sqlite://')
@@ -96,15 +90,9 @@ def test_profit_handle(conf, update, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.07256061,
-                                  'Quantity': 1,
+                              'ask': 0.072661,
-                                  'Rate': 0.07256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.072661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     init(conf, 'sqlite://')
@@ -132,15 +120,9 @@ def test_forcesell_handle(conf, update, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.07256061,
-                                  'Quantity': 1,
+                              'ask': 0.072661,
-                                  'Rate': 0.07256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.072661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     init(conf, 'sqlite://')
@@ -166,15 +148,9 @@ def test_performance_handle(conf, update, mocker):
     mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
-                          get_orderbook=MagicMock(return_value={
+                          get_ticker=MagicMock(return_value={
-                              'bid': [{
+                              'bid': 0.07256061,
-                                  'Quantity': 1,
+                              'ask': 0.072661,
-                                  'Rate': 0.07256061
-                              }],
-                              'ask': [{
-                                  'Quantity': 1,
-                                  'Rate': 0.072661
-                              }]
                           }),
                           buy=MagicMock(return_value='mocked_order_id'))
     init(conf, 'sqlite://')