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added doc for DataProvider.orderbook()

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This commit is contained in:
Yuliyan Perfanov 2019-06-06 18:48:26 +03:00
parent 2e6ded06a9
commit a9ed5da369
1 changed files with 13 additions and 0 deletions
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docs/strategy-customization.md
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@ -298,6 +298,18 @@ if self.dp:
!!! Warning Warning in hyperopt
This option cannot currently be used during hyperopt.
#### Orderbook
``` python
if self.dp:
if self.dp.runmode in ('live', 'dry_run'):
ob = self.dp.orderbook(metadata['pair'], 1)
dataframe['best_bid'] = ob['bids'][0][0]
dataframe['best_ask'] = ob['asks'][0][0]
```
!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this
method is used.
#### Available Pairs
``` python
@ -306,6 +318,7 @@ if self.dp:
print(f"available {pair}, {ticker}")
```
#### Get data for non-tradeable pairs
Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.