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refactor

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This commit is contained in:
Nullart2
2018-08-07 18:29:37 +08:00
parent 1309c2b14f
commit c9c0e108ab
3 changed files with 51 additions and 27 deletions
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15
freqtrade/freqtradebot.py
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@@ -268,10 +268,6 @@ class FreqtradeBot(object):
return used_rate
def _trunc_num(self, f, n):
import math
return math.floor(f * 10 ** n) / 10 ** n
def _get_trade_stake_amount(self) -> Optional[float]:
"""
Check if stake amount can be fulfilled with the available balance
@@ -366,20 +362,18 @@ class FreqtradeBot(object):
get('check_depth_of_market', {})
if (experimental_check_depth_of_market.get('enabled', False)) and\
(experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
if self._check_depth_of_market_buy(_pair):
if self._check_depth_of_market_buy(_pair, experimental_check_depth_of_market):
return self.execute_buy(_pair, stake_amount)
else:
return False
return self.execute_buy(_pair, stake_amount)
return False
def _check_depth_of_market_buy(self, pair: str) -> bool:
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
"""
Checks depth of market before executing a buy
"""
experimental_check_depth_of_market = self.config.get('experimental', {}).\
get('check_depth_of_market', {})
conf_bids_to_ask_delta = experimental_check_depth_of_market.get('bids_to_ask_delta', 0)
conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
logger.info('checking depth of market for %s', pair)
order_book = self.exchange.get_order_book(pair, 1000)
order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
@@ -387,8 +381,7 @@ class FreqtradeBot(object):
order_book_asks = order_book_data_frame['a_size'].sum()
bids_ask_delta = order_book_bids / order_book_asks
logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
order_book_asks,
order_book_bids / order_book_asks)
order_book_asks, bids_ask_delta)
if bids_ask_delta >= conf_bids_to_ask_delta:
return True
return False