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Merge pull request #2800 from yazeed/enhanced_check_depth_of_market_logging

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better logging on check_depth_of_market_buy()
This commit is contained in:
hroff-1902
2020-01-29 10:56:14 +03:00
committed by GitHub
parent d40054b9d2 a0b92fe0b1
commit e1356fb80e
1 changed files with 10 additions and 3 deletions
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11
freqtrade/freqtradebot.py
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@@ -433,10 +433,17 @@ class FreqtradeBot:
order_book_bids = order_book_data_frame['b_size'].sum() order_book_bids = order_book_data_frame['b_size'].sum()
order_book_asks = order_book_data_frame['a_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum()
bids_ask_delta = order_book_bids / order_book_asks bids_ask_delta = order_book_bids / order_book_asks
logger.info('bids: %s, asks: %s, delta: %s', order_book_bids, logger.info(
order_book_asks, bids_ask_delta) 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: if bids_ask_delta >= conf_bids_to_ask_delta:
logger.info('bids to ask delta DOES satisfy condition.')
return True return True
else:
logger.info(f"bids to ask delta for {pair} does not satisfy condition.")
return False return False
def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: