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book order download limit to increase performance even for a little bit

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This commit is contained in:
Nullart 2018-06-15 11:07:25 +08:00
parent bd1ef7a813
commit 654c69c015
2 changed files with 6 additions and 3 deletions
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2
freqtrade/exchange/__init__.py
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@ -241,7 +241,7 @@ def get_balances() -> dict:
@retrier @retrier
def get_order_book(pair: str, limit: Optional[int] = 1000) -> dict: def get_order_book(pair: str, limit: Optional[int] = 100) -> dict:
try: try:
return _API.fetch_order_book(pair, limit) return _API.fetch_order_book(pair, limit)
except ccxt.NotSupported as e: except ccxt.NotSupported as e:

7
freqtrade/freqtradebot.py
View File

@ -253,7 +253,7 @@ class FreqtradeBot(object):
if self.config['bid_strategy']['use_book_order']: if self.config['bid_strategy']['use_book_order']:
logger.info('Getting price from Order Book') logger.info('Getting price from Order Book')
orderBook = exchange.get_order_book(pair) orderBook = exchange.get_order_book(pair,self.config['bid_strategy']['book_order_top'])
orderBook_rate = orderBook['bids'][self.config['bid_strategy']['book_order_top']][0] orderBook_rate = orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
# if ticker has lower rate, then use ticker ( usefull if down trending ) # if ticker has lower rate, then use ticker ( usefull if down trending )
if ticker_rate < orderBook_rate: if ticker_rate < orderBook_rate:
@ -447,10 +447,13 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
if self.config['ask_strategy']['use_book_order']: if self.config['ask_strategy']['use_book_order']:
logger.info('Using order book for selling...') logger.info('Using order book for selling...')
orderBook = exchange.get_order_book(trade.pair)
# logger.debug('Order book %s',orderBook) # logger.debug('Order book %s',orderBook)
orderBook_min = self.config['ask_strategy']['book_order_min'] orderBook_min = self.config['ask_strategy']['book_order_min']
orderBook_max = self.config['ask_strategy']['book_order_max'] orderBook_max = self.config['ask_strategy']['book_order_max']
orderBook = exchange.get_order_book(trade.pair,orderBook_max)
for i in range(orderBook_min, orderBook_max+1): for i in range(orderBook_min, orderBook_max+1):
orderBook_rate = orderBook['asks'][i-1][0] orderBook_rate = orderBook['asks'][i-1][0]
# if orderbook has higher rate (high profit), # if orderbook has higher rate (high profit),