From f8db7f170981898fcc7509b59acdb25b1f01550b Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 25 Jan 2020 04:17:41 +0100 Subject: [PATCH 1/3] added ask price, bid price, immediate ask quantity, and immediate bid quantity to check_depth_of_market_buy. also added a line that mentions if delta condition was satisfied or not. --- freqtrade/freqtradebot.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index e3856e200..f1584c731 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -423,11 +423,14 @@ class FreqtradeBot: order_book_bids = order_book_data_frame['b_size'].sum() 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, bids_ask_delta) + logger.info('bids: %s, asks: %s, delta: %s, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s', + order_book_bids, order_book_asks, bids_ask_delta, order_book['asks'][0][0], order_book['bids'][0][0], order_book['asks'][0][1], order_book['bids'][0][1]) if bids_ask_delta >= conf_bids_to_ask_delta: + logger.info('bids to ask delta DOES satisfy condition.') return True - return False + else: + logger.info('bids to ask delta DOES NOT satisfy condition.') + return False def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: """ From 328a9ffafdad4953c71fb20f4bd8b18251f3f737 Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Sat, 25 Jan 2020 20:53:02 +0100 Subject: [PATCH 2/3] fixed typo in false statement --- freqtrade/freqtradebot.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index f1584c731..323d4d14c 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -429,7 +429,7 @@ class FreqtradeBot: logger.info('bids to ask delta DOES satisfy condition.') return True else: - logger.info('bids to ask delta DOES NOT satisfy condition.') + logger.info(f"bids to ask delta for {pair} does not satisfy condition.") return False def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: From a0b92fe0b12f26514e3b623eb91f44022604e67f Mon Sep 17 00:00:00 2001 From: Yazeed Al Oyoun Date: Tue, 28 Jan 2020 17:09:44 +0100 Subject: [PATCH 3/3] removed typo --- freqtrade/freqtradebot.py | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 323d4d14c..9df2acaf0 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -423,8 +423,12 @@ class FreqtradeBot: order_book_bids = order_book_data_frame['b_size'].sum() 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, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s', - order_book_bids, order_book_asks, bids_ask_delta, order_book['asks'][0][0], order_book['bids'][0][0], order_book['asks'][0][1], order_book['bids'][0][1]) + logger.info( + f"bids: {order_book_bids}, asks: {order_book_asks}, delta: {bids_ask_delta}, " + f"askprice: {order_book['asks'][0][0]}, bidprice: {order_book['bids'][0][0]}, " + f"immediate ask quantity: {order_book['asks'][0][1]}, " + f"immediate bid quantity: {order_book['bids'][0][1]}", + ) if bids_ask_delta >= conf_bids_to_ask_delta: logger.info('bids to ask delta DOES satisfy condition.') return True