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Update pricing documentation

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Matthias
2022-03-28 20:13:50 +02:00
parent 2d740230f7
commit 8ebef914e2
3 changed files with 79 additions and 49 deletions
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2
tests/exchange/test_exchange.py
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@@ -2276,6 +2276,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
('other', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
@@ -2288,6 +2289,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
('ask', 4, 5, None, 0, 4), # last not available - uses ask
('same', 21, 20, 10, 0.0, 20), # Full bid side
('bid', 21, 20, 10, 0.0, 20), # Full bid side
('bid', 21, 20, 10, 1.0, 10), # Full last side
('bid', 21, 20, 10, 0.5, 15), # Between bid and last