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Merge branch 'develop' into kraken_support

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iuvbio
2019-02-17 15:21:14 +01:00
parent fe792882b5 e785a66768
commit dd2522d8d0
5 changed files with 40 additions and 56 deletions
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36
freqtrade/freqtradebot.py
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@@ -211,19 +211,11 @@ class FreqtradeBot(object):
self.state = State.STOPPED
return state_changed
def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
def get_target_bid(self, pair: str) -> float:
"""
Calculates bid target between current ask price and last price
:param ticker: Ticker to use for getting Ask and Last Price
:return: float: Price
"""
if ticker['ask'] < ticker['last']:
ticker_rate = ticker['ask']
else:
balance = self.config['bid_strategy']['ask_last_balance']
ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
used_rate = ticker_rate
config_bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in config_bid_strategy and\
config_bid_strategy.get('use_order_book', False):
@@ -233,15 +225,16 @@ class FreqtradeBot(object):
logger.debug('order_book %s', order_book)
# top 1 = index 0
order_book_rate = order_book['bids'][order_book_top - 1][0]
# if ticker has lower rate, then use ticker ( usefull if down trending )
logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
if ticker_rate < order_book_rate:
logger.info('...using ticker rate instead %0.8f', ticker_rate)
used_rate = ticker_rate
else:
used_rate = order_book_rate
used_rate = order_book_rate
else:
logger.info('Using Last Ask / Last Price')
ticker = self.exchange.get_ticker(pair)
if ticker['ask'] < ticker['last']:
ticker_rate = ticker['ask']
else:
balance = self.config['bid_strategy']['ask_last_balance']
ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
used_rate = ticker_rate
return used_rate
@@ -304,7 +297,8 @@ class FreqtradeBot(object):
if not min_stake_amounts:
return None
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
# reserve some percent defined in config (5% default) + stoploss
amount_reserve_percent = 1.0 - self.config.get('amount_reserve_percent', 0.05)
if self.strategy.stoploss is not None:
amount_reserve_percent += self.strategy.stoploss
# it should not be more than 50%
@@ -387,7 +381,7 @@ class FreqtradeBot(object):
buy_limit_requested = price
else:
# Calculate amount
buy_limit_requested = self.get_target_bid(pair, self.exchange.get_ticker(pair))
buy_limit_requested = self.get_target_bid(pair)
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit_requested)
if min_stake_amount is not None and min_stake_amount > stake_amount:
@@ -587,7 +581,6 @@ class FreqtradeBot(object):
raise ValueError(f'Attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
experimental = self.config.get('experimental', {})
@@ -607,18 +600,15 @@ class FreqtradeBot(object):
for i in range(order_book_min, order_book_max + 1):
order_book_rate = order_book['asks'][i - 1][0]
# if orderbook has higher rate (high profit),
# use orderbook, otherwise just use bids rate
logger.info(' order book asks top %s: %0.8f', i, order_book_rate)
if sell_rate < order_book_rate:
sell_rate = order_book_rate
sell_rate = order_book_rate
if self.check_sell(trade, sell_rate, buy, sell):
return True
else:
logger.debug('checking sell')
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
if self.check_sell(trade, sell_rate, buy, sell):
return True