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Merge pull request #5183 from freqtrade/remove_order_book_max

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Remove order book max
This commit is contained in:
Matthias
2021-06-26 14:56:10 +02:00
committed by GitHub
parent fa72ed10b6 c62fad0088
commit 60c7308126
17 changed files with 90 additions and 100 deletions
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35
freqtrade/freqtradebot.py
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@@ -693,37 +693,10 @@ class FreqtradeBot(LoggingMixin):
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
if config_ask_strategy.get('use_order_book', False):
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
f'for selling {trade.pair}...')
order_book = self.exchange._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):
try:
sell_rate = next(order_book)
except (IndexError, KeyError) as e:
logger.warning(
f"Sell Price at location {i} from orderbook could not be determined."
)
raise PricingError from e
logger.debug(f" order book {config_ask_strategy['price_side']} top {i}: "
f"{sell_rate:0.8f}")
# Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
# resulting in outdated RPC messages
self.exchange._sell_rate_cache[trade.pair] = sell_rate
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
else:
logger.debug('checking sell')
sell_rate = self.exchange.get_sell_rate(trade.pair, True)
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
logger.debug('checking sell')
sell_rate = self.exchange.get_sell_rate(trade.pair, True)
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
logger.debug('Found no sell signal for %s.', trade)
return False