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Remove support for order_book_max

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Matthias
2021-06-25 20:36:39 +02:00
parent 1440b2f7fe
commit d59a38665c
10 changed files with 40 additions and 57 deletions
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18
freqtrade/exchange/exchange.py
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@@ -997,15 +997,6 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
order_book_min: int = 1):
"""
Helper generator to query orderbook in loop (used for early sell-order placing)
"""
order_book = self.fetch_l2_order_book(pair, order_book_max)
for i in range(order_book_min, order_book_max + 1):
yield order_book[side][i - 1][0]
def get_buy_rate(self, pair: str, refresh: bool) -> float:
"""
Calculates bid target between current ask price and last price
@@ -1074,10 +1065,15 @@ class Exchange:
logger.info(
f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
)
order_book_top = ask_strategy.get('order_book_top', 1)
order_book = self.fetch_l2_order_book(pair, order_book_top)
try:
rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
except (IndexError, KeyError) as e:
logger.warning("Sell Price at location from orderbook could not be determined.")
logger.warning(
"Sell Price at location from orderbook could not be determined."
f"Orderbook: {order_book}"
)
raise PricingError from e
else:
ticker = self.fetch_ticker(pair)