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Added feature to bid/buy cryptocurrency using book orders from exchange. The idea, is to get rates from the top 2 (depending on the config settings) of book orders instead of tickers. This way we can offset the lags from the OHLCV data.

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Nullart
2018-06-11 16:17:21 +08:00
parent f2fa9ce539
commit 882b30ef17
5 changed files with 36 additions and 8 deletions
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21
freqtrade/freqtradebot.py
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@@ -237,16 +237,25 @@ class FreqtradeBot(object):
return final_list
def get_target_bid(self, ticker: Dict[str, float]) -> float:
def get_target_bid(self, pair: str) -> float:
"""
Calculates bid target between current ask price and last price
:param ticker: Ticker to use for getting Ask and Last Price
:return: float: Price
"""
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
if self.config['bid_strategy']['use_book_order']:
logger.info('Using order book ')
orderBook = exchange.get_order_book(pair)
return orderBook['bids'][self.config['bid_strategy']['use_book_order']][0]
else:
logger.info('Using Ask / Last Price')
ticker = exchange.get_ticker(pair);
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(self) -> bool:
"""
@@ -290,7 +299,7 @@ class FreqtradeBot(object):
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
buy_limit = self.get_target_bid(pair)
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)['id']