replace get_ticker with get_orderbook

freqtrade/exchange/__init__.py

@@ -1,6 +1,6 @@
 import enum
 import logging
-from typing import List
+from typing import List, Optional, Dict
 
 import arrow
 
@@ -85,8 +85,8 @@ def get_balance(currency: str) -> float:
     return EXCHANGE.get_balance(currency)
 
 
-def get_ticker(pair: str) -> dict:
-    return EXCHANGE.get_ticker(pair)
+def get_orderbook(pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
+    return EXCHANGE.get_orderbook(pair, top_most)
 
 
 def get_ticker_history(pair: str, minimum_date: arrow.Arrow):

freqtrade/exchange/bittrex.py

@@ -1,5 +1,5 @@
 import logging
-from typing import List, Optional
+from typing import List, Optional, Dict
 
 import arrow
 from bittrex.bittrex import Bittrex as _Bittrex, API_V2_0
@@ -56,14 +56,13 @@ class Bittrex(Exchange):
             raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
         return float(data['result']['Balance'] or 0.0)
 
-    def get_ticker(self, pair: str) -> dict:
-        data = _API.get_ticker(pair.replace('_', '-'))
+    def get_orderbook(self, pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
+        data = _API.get_orderbook(pair.replace('_', '-'))
         if not data['success']:
             raise RuntimeError('{}: {}'.format(self.name.upper(), data['message']))
         return {
-            'bid': float(data['result']['Bid']),
-            'ask': float(data['result']['Ask']),
-            'last': float(data['result']['Last']),
+            'bid': data['result']['buy'][:top_most],
+            'ask': data['result']['sell'][:top_most],
         }
 
     def get_ticker_history(self, pair: str, minimum_date: Optional[arrow.Arrow] = None):

freqtrade/exchange/interface.py

@@ -1,5 +1,5 @@
 from abc import ABC, abstractmethod
-from typing import List, Optional
+from typing import List, Optional, Dict
 
 import arrow
 
@@ -50,14 +50,26 @@ class Exchange(ABC):
         """
 
     @abstractmethod
-    def get_ticker(self, pair: str) -> dict:
+    def get_orderbook(self, pair: str, top_most: Optional[int] = None) -> Dict[str, List[Dict]]:
         """
-        Gets ticker for given pair.
+        Gets orderbook for given pair.
         :param pair: Pair as str, format: BTC_ETC
+        :param top_most: only return n top_most bids/sells (optional)
         :return: dict, format: {
-            'bid': float,
-            'ask': float,
-            'last': float
+            'bid': [
+                {
+                    'Quantity': float,
+                    'Rate': float,
+                },
+                ...
+            ],
+            'ask': [
+                {
+                    'Quantity': float,
+                    'Rate': float,
+                },
+                ...
+            ]
         }
         """
 

freqtrade/main.py

@@ -5,7 +5,7 @@ import logging
 import time
 import traceback
 from datetime import datetime
-from typing import Dict, Optional
+from typing import Dict, Optional, List
 
 from jsonschema import validate
 
@@ -134,7 +134,7 @@ def handle_trade(trade: Trade) -> None:
 
         logger.debug('Handling open trade %s ...', trade)
 
-        current_rate = exchange.get_ticker(trade.pair)['bid']
+        current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
         if should_sell(trade, current_rate, datetime.utcnow()):
             execute_sell(trade, current_rate)
             return
@@ -143,12 +143,13 @@ def handle_trade(trade: Trade) -> None:
         logger.exception('Unable to handle open order')
 
 
-def get_target_bid(ticker: Dict[str, float]) -> float:
+def get_target_bid(ticker: Dict[str, List[Dict]]) -> float:
     """ Calculates bid target between current ask price and last price """
-    if ticker['ask'] < ticker['last']:
-        return ticker['ask']
+    # TODO: refactor this
+    ask = ticker['ask'][0]['Rate']
+    bid = ticker['bid'][0]['Rate']
     balance = _CONF['bid_strategy']['ask_last_balance']
-    return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+    return ask + balance * (bid - ask)
 
 
 def create_trade(stake_amount: float) -> Optional[Trade]:
@@ -181,7 +182,7 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
     else:
         return None
 
-    open_rate = get_target_bid(exchange.get_ticker(pair))
+    open_rate = get_target_bid(exchange.get_orderbook(pair, top_most=1))
     amount = stake_amount / open_rate
     order_id = exchange.buy(pair, open_rate, amount)
 

freqtrade/rpc/telegram.py

@@ -99,7 +99,7 @@ def _status(bot: Bot, update: Update) -> None:
     else:
         for trade in trades:
             # calculate profit and send message to user
-            current_rate = exchange.get_ticker(trade.pair)['bid']
+            current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
             current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
             orders = exchange.get_open_orders(trade.pair)
             orders = [o for o in orders if o['id'] == trade.open_order_id]
@@ -156,7 +156,7 @@ def _profit(bot: Bot, update: Update) -> None:
             profit = trade.close_profit
         else:
             # Get current rate
-            current_rate = exchange.get_ticker(trade.pair)['bid']
+            current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
             profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
 
         profit_amounts.append((profit / 100) * trade.stake_amount)
@@ -250,7 +250,7 @@ def _forcesell(bot: Bot, update: Update) -> None:
             send_msg('There is no open trade with ID: `{}`'.format(trade_id))
             return
         # Get current rate
-        current_rate = exchange.get_ticker(trade.pair)['bid']
+        current_rate = exchange.get_orderbook(trade.pair, top_most=1)['bid'][0]['Rate']
         # Get available balance
         currency = trade.pair.split('_')[1]
         balance = exchange.get_balance(currency)