move order_book config out of experimental
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@@ -102,7 +102,18 @@ def default_conf():
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"sell": 30
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},
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"bid_strategy": {
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"ask_last_balance": 0.0
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"ask_last_balance": 0.0,
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"use_order_book": False,
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"order_book_top": 1,
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"check_depth_of_market": {
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"enabled": False,
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"bids_to_ask_delta": 1
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}
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},
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"ask_strategy": {
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"use_order_book": False,
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"order_book_min": 1,
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"order_book_max": 1
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},
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"exchange": {
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"name": "bittrex",
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@@ -116,22 +127,6 @@ def default_conf():
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"NEO/BTC"
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]
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},
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"experimental": {
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"check_depth_of_market": {
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"enabled": False,
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"bids_to_ask_delta": 1
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},
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"bid_strategy": {
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"percent_from_top": 0,
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"use_order_book": False,
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"order_book_top": 1
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},
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"ask_strategy": {
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"use_order_book": False,
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"order_book_min": 1,
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"order_book_max": 1
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}
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},
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"telegram": {
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"enabled": True,
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"token": "token",
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@@ -1889,8 +1889,8 @@ def test_get_real_amount_open_trade(default_conf, mocker):
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def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
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order_book_l2):
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default_conf['experimental']['check_depth_of_market']['enabled'] = True
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default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
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patch_RPCManager(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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mocker.patch.multiple(
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@@ -1924,9 +1924,9 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
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def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
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fee, markets, mocker, order_book_l2):
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default_conf['experimental']['check_depth_of_market']['enabled'] = True
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
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default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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patch_RPCManager(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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mocker.patch.multiple(
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@@ -1958,8 +1958,8 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets)
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get_order_book=order_book_l2
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)
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default_conf['exchange']['name'] = 'binance'
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default_conf['experimental']['bid_strategy']['use_order_book'] = True
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default_conf['experimental']['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['use_order_book'] = True
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default_conf['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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@@ -1979,8 +1979,8 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets)
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get_order_book=order_book_l2
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)
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default_conf['exchange']['name'] = 'binance'
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default_conf['experimental']['bid_strategy']['use_order_book'] = True
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default_conf['experimental']['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['use_order_book'] = True
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default_conf['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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@@ -2000,8 +2000,8 @@ def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets)
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get_order_book=order_book_l2
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)
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default_conf['exchange']['name'] = 'binance'
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default_conf['experimental']['bid_strategy']['use_order_book'] = True
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default_conf['experimental']['bid_strategy']['order_book_top'] = 1
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default_conf['bid_strategy']['use_order_book'] = True
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default_conf['bid_strategy']['order_book_top'] = 1
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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@@ -2022,12 +2022,12 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets)
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)
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default_conf['telegram']['enabled'] = False
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default_conf['exchange']['name'] = 'binance'
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default_conf['experimental']['check_depth_of_market']['enabled'] = True
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence function will return false
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default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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freqtrade = FreqtradeBot(default_conf)
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conf = default_conf['experimental']['check_depth_of_market']
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conf = default_conf['bid_strategy']['check_depth_of_market']
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assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
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@@ -2038,9 +2038,9 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
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"""
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mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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default_conf['exchange']['name'] = 'binance'
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default_conf['experimental']['ask_strategy']['use_order_book'] = True
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default_conf['experimental']['ask_strategy']['order_book_min'] = 1
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default_conf['experimental']['ask_strategy']['order_book_max'] = 2
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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default_conf['telegram']['enabled'] = False
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patch_RPCManager(mocker)
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mocker.patch.multiple(
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