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Use generator to generate sell price scaffold testing

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This commit is contained in:
Matthias 2020-02-23 15:39:12 +01:00
parent e1cb6f4ae3
commit 8edc3eb5fb
1 changed files with 17 additions and 7 deletions
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24
freqtrade/freqtradebot.py
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@ -619,6 +619,15 @@ class FreqtradeBot:
return trades_closed
def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
order_book_min: int = 1):
"""
Helper generator to query orderbook in loop (used for early sell-order placing)
"""
order_book = self.exchange.get_order_book(pair, order_book_max)
for i in range(order_book_min, order_book_max + 1):
yield order_book[side][i - 1][0]
def get_sell_rate(self, pair: str, refresh: bool) -> float:
"""
Get sell rate - either using get-ticker bid or first bid based on orderbook
@ -639,9 +648,10 @@ class FreqtradeBot:
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
logger.debug('Using order book to get sell rate')
rate = next(self._order_book_gen(pair, f"{config_ask_strategy['price_side']}s"))
order_book = self.exchange.get_order_book(pair, 1)
rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
# order_book = self.exchange.get_order_book(pair, 1)
# rate = order_book[f"{config_ask_strategy['price_side']}s"][0][0]
else:
rate = self.exchange.fetch_ticker(pair)[config_ask_strategy['price_side']]
@ -674,12 +684,12 @@ class FreqtradeBot:
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
order_book = self.exchange.get_order_book(trade.pair, order_book_max)
order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
order_book_min=order_book_min,
order_book_max=order_book_max)
for i in range(order_book_min, order_book_max + 1):
order_book_rate = order_book['asks'][i - 1][0]
logger.debug(' order book asks top %s: %0.8f', i, order_book_rate)
sell_rate = order_book_rate
sell_rate = next(order_book)
logger.debug(' order book asks top %s: %0.8f', i, sell_rate)
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True