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Merge pull request #1668 from freqtrade/fix/1658_no_telegram_updates

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No telegram rate updates when orderbook is enabled
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Matthias 2019-03-18 19:40:32 +01:00 committed by GitHub
commit c8617e70a8
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3 changed files with 53 additions and 8 deletions
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24
freqtrade/freqtradebot.py
View File

@ -613,6 +613,25 @@ class FreqtradeBot(object):
f"(from {order_amount} to {real_amount}) from Trades")
return real_amount
def get_sell_rate(self, pair: str, refresh: bool) -> float:
"""
Get sell rate - either using get-ticker bid or first bid based on orderbook
The orderbook portion is only used for rpc messaging, which would otherwise fail
for BitMex (has no bid/ask in get_ticker)
or remain static in any other case since it's not updating.
:return: Bid rate
"""
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
logger.debug('Using order book to get sell rate')
order_book = self.exchange.get_order_book(pair, 1)
rate = order_book['bids'][0][0]
else:
rate = self.exchange.get_ticker(pair, refresh)['bid']
return rate
def handle_trade(self, trade: Trade) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
@ -649,7 +668,7 @@ class FreqtradeBot(object):
else:
logger.debug('checking sell')
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
sell_rate = self.get_sell_rate(trade.pair, True)
if self.check_sell(trade, sell_rate, buy, sell):
return True
@ -892,7 +911,8 @@ class FreqtradeBot(object):
"""
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.exchange.get_ticker(trade.pair)['bid']
# Use cached ticker here - it was updated seconds ago.
current_rate = self.get_sell_rate(trade.pair, False)
profit_percent = trade.calc_profit_percent(profit_rate)
gain = "profit" if profit_percent > 0 else "loss"

12
freqtrade/rpc/rpc.py
View File

@ -94,7 +94,7 @@ class RPC(object):
order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
# calculate profit and send message to user
try:
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
current_rate = NAN
current_profit = trade.calc_profit_percent(current_rate)
@ -125,7 +125,7 @@ class RPC(object):
for trade in trades:
# calculate profit and send message to user
try:
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
current_rate = NAN
trade_perc = (100 * trade.calc_profit_percent(current_rate))
@ -213,7 +213,7 @@ class RPC(object):
else:
# Get current rate
try:
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
except DependencyException:
current_rate = NAN
profit_percent = trade.calc_profit_percent(rate=current_rate)
@ -280,9 +280,9 @@ class RPC(object):
else:
try:
if coin == 'USDT':
rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid']
rate = 1.0 / self._freqtrade.get_sell_rate('BTC/USDT', False)
else:
rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid']
rate = self._freqtrade.get_sell_rate(coin + '/BTC', False)
except (TemporaryError, DependencyException):
continue
est_btc: float = rate * balance['total']
@ -366,7 +366,7 @@ class RPC(object):
return
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL)
# ---- EOF def _exec_forcesell ----

25
freqtrade/tests/test_freqtradebot.py
View File

@ -2962,6 +2962,31 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
assert freqtrade.handle_trade(trade) is True
def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
get_ticker=ticker,
)
pair = "ETH/BTC"
# Test regular mode
ft = get_patched_freqtradebot(mocker, default_conf)
rate = ft.get_sell_rate(pair, True)
assert isinstance(rate, float)
assert rate == 0.00001098
# Test orderbook mode
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
ft = get_patched_freqtradebot(mocker, default_conf)
rate = ft.get_sell_rate(pair, True)
assert isinstance(rate, float)
assert rate == 0.043936
def test_startup_messages(default_conf, mocker):
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}