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Merge pull request #2335 from hroff-1902/dataprovider-market

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Allow to use market data in the strategies
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Matthias 2019-10-10 16:54:04 +02:00 committed by GitHub
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2 changed files with 11 additions and 1 deletions
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4
docs/strategy-customization.md
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@ -282,6 +282,8 @@ Please always check the mode of operation to select the correct method to get da
- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame. - `ohlcv(pair, ticker_interval)` - Currently cached ticker data for the pair, returns DataFrame or empty DataFrame.
- `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk. - `historic_ohlcv(pair, ticker_interval)` - Returns historical data stored on disk.
- `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes). - `get_pair_dataframe(pair, ticker_interval)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
- `runmode` - Property containing the current runmode. - `runmode` - Property containing the current runmode.
#### Example: fetch live ohlcv / historic data for the first informative pair #### Example: fetch live ohlcv / historic data for the first informative pair
@ -346,7 +348,7 @@ def informative_pairs(self):
It is however better to use resampling to longer time-intervals when possible It is however better to use resampling to longer time-intervals when possible
to avoid hammering the exchange with too many requests and risk being blocked. to avoid hammering the exchange with too many requests and risk being blocked.
### Additional data - Wallets ### Additional data (Wallets)
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange. The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.

8
freqtrade/data/dataprovider.py
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@ -85,6 +85,14 @@ class DataProvider:
logger.warning(f"No data found for ({pair}, {ticker_interval}).") logger.warning(f"No data found for ({pair}, {ticker_interval}).")
return data return data
def market(self, pair: str):
"""
Return market data for the pair
:param pair: Pair to get the data for
:return: Market data dict from ccxt or None if market info is not available for the pair
"""
return self._exchange.markets.get(pair)
def ticker(self, pair: str): def ticker(self, pair: str):
""" """
Return last ticker data Return last ticker data