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Add bid_last_balance parameter

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to interpolate sell prices

closes #3270
This commit is contained in:
Matthias
2021-03-20 14:38:26 +01:00
parent f4e71c1f14
commit 43d7f9ac67
5 changed files with 45 additions and 17 deletions
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10
freqtrade/freqtradebot.py
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@@ -432,7 +432,7 @@ class FreqtradeBot(LoggingMixin):
ticker = self.exchange.fetch_ticker(pair)
ticker_rate = ticker[bid_strategy['price_side']]
if ticker['last'] and ticker_rate > ticker['last']:
balance = self.config['bid_strategy']['ask_last_balance']
balance = bid_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
used_rate = ticker_rate
@@ -745,7 +745,13 @@ class FreqtradeBot(LoggingMixin):
logger.warning("Sell Price at location from orderbook could not be determined.")
raise PricingError from e
else:
rate = self.exchange.fetch_ticker(pair)[ask_strategy['price_side']]
ticker = self.exchange.fetch_ticker(pair)
ticker_rate = ticker[ask_strategy['price_side']]
if ticker['last'] and ticker_rate < ticker['last']:
balance = ask_strategy.get('bid_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate
if rate is None:
raise PricingError(f"Sell-Rate for {pair} was empty.")
self._sell_rate_cache[pair] = rate