Refactor create_trades()

freqtrade/freqtradebot.py

@@ -294,37 +294,19 @@ class FreqtradeBot:
         # See also #2575 at github.
         return max(min_stake_amounts) / amount_reserve_percent
 
-    def create_trades(self) -> bool:
+    def create_trade(self, pair: str) -> bool:
         """
-        Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
+        Check the implemented trading strategy for buy-signals.
-        If a pair triggers the buy_signal a new trade record gets created.
+        If the pair triggers the buy_signal a new trade record gets created.
-        Checks pairs as long as the open trade count is below `max_open_trades`.
+        :return: True if a trade has been created.
-        :return: True if at least one trade has been created.
         """
-        whitelist = copy.deepcopy(self.active_pair_whitelist)
+        logger.debug(f"create_trade for pair {pair}")
 
-        if not whitelist:
-            logger.info("Active pair whitelist is empty.")
-            return False
-
-        # Remove currently opened and latest pairs from whitelist
-        for trade in Trade.get_open_trades():
-            if trade.pair in whitelist:
-                whitelist.remove(trade.pair)
-                logger.debug('Ignoring %s in pair whitelist', trade.pair)
-
-        if not whitelist:
-            logger.info("No currency pair in active pair whitelist, "
-                        "but checking to sell open trades.")
-            return False
-
-        buycount = 0
-        # running get_signal on historical data fetched
-        for pair in whitelist:
         if self.strategy.is_pair_locked(pair):
             logger.info(f"Pair {pair} is currently locked.")
-                continue
+            return False
 
+        # running get_signal on historical data fetched
         (buy, sell) = self.strategy.get_signal(
             pair, self.strategy.ticker_interval,
             self.dataprovider.ohlcv(pair, self.strategy.ticker_interval))
@@ -332,12 +314,12 @@ class FreqtradeBot:
         if buy and not sell:
             if not self.get_free_open_trades():
                 logger.debug("Can't open a new trade: max number of trades is reached")
-                    continue
+                return False
 
             stake_amount = self.get_trade_stake_amount(pair)
             if not stake_amount:
                 logger.debug("Stake amount is 0, ignoring possible trade for {pair}.")
-                    continue
+                return False
 
             logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                         f"{stake_amount} ...")
@@ -347,12 +329,13 @@ class FreqtradeBot:
             if (bidstrat_check_depth_of_market.get('enabled', False)) and\
                     (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
                 if self._check_depth_of_market_buy(pair, bidstrat_check_depth_of_market):
-                        buycount += self.execute_buy(pair, stake_amount)
+                    return self.execute_buy(pair, stake_amount)
-                    continue
+                else:
+                    return False
 
-                buycount += self.execute_buy(pair, stake_amount)
+            return self.execute_buy(pair, stake_amount)
-
+        else:
-        return buycount > 0
+            return False
 
     def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
         """
@@ -479,10 +462,31 @@ class FreqtradeBot:
         """
         Tries to execute buy orders for trades in a safe way
         """
+        result = False
         try:
-            # Create entity and execute trade
+            whitelist = copy.deepcopy(self.active_pair_whitelist)
-            if not self.create_trades():
+
+            if not whitelist:
+                logger.info("Active pair whitelist is empty.")
+            else:
+                # Remove currently opened and latest pairs from whitelist
+                for trade in Trade.get_open_trades():
+                    if trade.pair in whitelist:
+                        whitelist.remove(trade.pair)
+                        logger.debug('Ignoring %s in pair whitelist', trade.pair)
+
+                if not whitelist:
+                    logger.info("No currency pair in active pair whitelist, "
+                                "but checking to sell open trades.")
+                else:
+                    # Create entity and execute trade for each pair from whitelist
+                    for pair in whitelist:
+                        if self.create_trade(pair):
+                            result = True
+
+            if not result:
                 logger.debug('Found no buy signals for whitelisted currencies. Trying again...')
+
         except DependencyException as exception:
             logger.warning('Unable to create trade: %s', exception)