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removed buy and sell merge, updated strategy name, removed default side for get_rate

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Sam Germain 2021-07-19 11:37:52 -06:00
parent 44df5eeacf
commit b0bfbb6558
1 changed files with 10 additions and 10 deletions
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20
freqtrade/exchange/exchange.py
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@ -999,7 +999,7 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> float: def get_rate(self, pair: str, refresh: bool, side: str) -> float:
""" """
Calculates bid/ask target Calculates bid/ask target
bid rate - between current ask price and last price bid rate - between current ask price and last price
@ -1021,16 +1021,16 @@ class Exchange:
logger.debug(f"Using cached {side} rate for {pair}.") logger.debug(f"Using cached {side} rate for {pair}.")
return rate return rate
strategy = self._config.get(strat_name, {}) conf_strategy = self._config.get(strat_name, {})
if strategy.get('use_order_book', False) and ('use_order_book' in strategy): if conf_strategy.get('use_order_book', False) and ('use_order_book' in conf_strategy):
order_book_top = strategy.get('order_book_top', 1) order_book_top = conf_strategy.get('order_book_top', 1)
order_book = self.fetch_l2_order_book(pair, order_book_top) order_book = self.fetch_l2_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book) logger.debug('order_book %s', order_book)
# top 1 = index 0 # top 1 = index 0
try: try:
rate = order_book[f"{strategy['price_side']}s"][order_book_top - 1][0] rate = order_book[f"{conf_strategy['price_side']}s"][order_book_top - 1][0]
except (IndexError, KeyError) as e: except (IndexError, KeyError) as e:
logger.warning( logger.warning(
f"{name} Price at location {order_book_top} from orderbook could not be " f"{name} Price at location {order_book_top} from orderbook could not be "
@ -1038,18 +1038,18 @@ class Exchange:
) )
raise PricingError from e raise PricingError from e
logger.info(f"{name} price from orderbook {strategy['price_side'].capitalize()}" logger.info(f"{name} price from orderbook {conf_strategy['price_side'].capitalize()}"
f"side - top {order_book_top} order book {side} rate {rate:.8f}") f"side - top {order_book_top} order book {side} rate {rate:.8f}")
else: else:
logger.info(f"Using Last {strategy['price_side'].capitalize()} / Last Price") logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
ticker = self.fetch_ticker(pair) ticker = self.fetch_ticker(pair)
ticker_rate = ticker[strategy['price_side']] ticker_rate = ticker[conf_strategy['price_side']]
if ticker['last']: if ticker['last']:
if side == 'buy' and ticker_rate > ticker['last']: if side == 'buy' and ticker_rate > ticker['last']:
balance = strategy['ask_last_balance'] balance = conf_strategy['ask_last_balance']
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate) ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'sell' and ticker_rate < ticker['last']: elif side == 'sell' and ticker_rate < ticker['last']:
balance = strategy.get('bid_last_balance', 0.0) balance = conf_strategy.get('bid_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last']) ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate rate = ticker_rate