Refactor create_trades()
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433fd2a7c3
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@ -294,65 +294,48 @@ class FreqtradeBot:
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# See also #2575 at github.
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return max(min_stake_amounts) / amount_reserve_percent
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def create_trades(self) -> bool:
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def create_trade(self, pair: str) -> bool:
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"""
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Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
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If a pair triggers the buy_signal a new trade record gets created.
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Checks pairs as long as the open trade count is below `max_open_trades`.
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:return: True if at least one trade has been created.
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Check the implemented trading strategy for buy-signals.
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If the pair triggers the buy_signal a new trade record gets created.
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:return: True if a trade has been created.
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"""
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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logger.debug(f"create_trade for pair {pair}")
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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if self.strategy.is_pair_locked(pair):
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logger.info(f"Pair {pair} is currently locked.")
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return False
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# Remove currently opened and latest pairs from whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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return False
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buycount = 0
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# running get_signal on historical data fetched
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for pair in whitelist:
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if self.strategy.is_pair_locked(pair):
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logger.info(f"Pair {pair} is currently locked.")
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continue
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(buy, sell) = self.strategy.get_signal(
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pair, self.strategy.ticker_interval,
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self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
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(buy, sell) = self.strategy.get_signal(
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pair, self.strategy.ticker_interval,
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self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
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if buy and not sell:
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if not self.get_free_open_trades():
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logger.debug("Can't open a new trade: max number of trades is reached")
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return False
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if buy and not sell:
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if not self.get_free_open_trades():
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logger.debug("Can't open a new trade: max number of trades is reached")
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continue
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stake_amount = self.get_trade_stake_amount(pair)
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if not stake_amount:
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logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
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return False
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stake_amount = self.get_trade_stake_amount(pair)
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if not stake_amount:
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logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
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continue
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logger.info(f"Buy signal found: about create a new trade with stake_amount: "
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f"{stake_amount} ...")
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logger.info(f"Buy signal found: about create a new trade with stake_amount: "
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f"{stake_amount} ...")
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bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
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get('check_depth_of_market', {})
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if (bidstrat_check_depth_of_market.get('enabled', False)) and\
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(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
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if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
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return self.execute_buy(pair, stake_amount)
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else:
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return False
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bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
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get('check_depth_of_market', {})
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if (bidstrat_check_depth_of_market.get('enabled', False)) and\
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(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
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if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
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buycount += self.execute_buy(pair, stake_amount)
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continue
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buycount += self.execute_buy(pair, stake_amount)
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return buycount > 0
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return self.execute_buy(pair, stake_amount)
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else:
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return False
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def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
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"""
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@ -479,10 +462,31 @@ class FreqtradeBot:
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"""
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Tries to execute buy orders for trades in a safe way
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"""
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result = False
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try:
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# Create entity and execute trade
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if not self.create_trades():
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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else:
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# Remove currently opened and latest pairs from whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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else:
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# Create entity and execute trade for each pair from whitelist
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for pair in whitelist:
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if self.create_trade(pair):
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result = True
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if not result:
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logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
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except DependencyException as exception:
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logger.warning('Unable to create trade: %s', exception)
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