From c68fe7a6857468c8c39c4aec1110c393663b2883 Mon Sep 17 00:00:00 2001 From: Yuliyan Perfanov Date: Sun, 2 Jun 2019 13:27:44 +0300 Subject: [PATCH] example how to use best bid and ask in strategy --- user_data/strategies/test_strategy.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/user_data/strategies/test_strategy.py b/user_data/strategies/test_strategy.py index 66a5f8c09..7edaead14 100644 --- a/user_data/strategies/test_strategy.py +++ b/user_data/strategies/test_strategy.py @@ -253,6 +253,15 @@ class TestStrategy(IStrategy): dataframe['ha_low'] = heikinashi['low'] """ + # Retrieve best bid and best ask + # ------------------------------------ + """ + ob = self.dp.orderbook(metadata['pair'], 1) + print(ob) + dataframe['best_bid'] = ob['bids'][0][0] + dataframe['best_ask'] = ob['asks'][0][0] + """ + return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: