adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name

Browse Source
This commit is contained in:
Kevin Julian
2021-07-20 19:19:46 +07:00
committed by GitHub
parent ed30c023cd f870c0099b
commit edf9c08f06
100 changed files with 2487 additions and 635 deletions
Download Patch File Download Diff File Expand all files Collapse all files

38
freqtrade/freqtradebot.py
View File

@@ -424,16 +424,10 @@ class FreqtradeBot(LoggingMixin):
if buy and not sell:
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
if not stake_amount:
logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
return False
logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
if ((bid_check_dom.get('enabled', False)) and
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
if self._check_depth_of_market_buy(pair, bid_check_dom):
return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
else:
@@ -481,20 +475,29 @@ class FreqtradeBot(LoggingMixin):
buy_limit_requested = price
else:
# Calculate price
buy_limit_requested = self.exchange.get_buy_rate(pair, True)
buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
if not buy_limit_requested:
raise PricingError('Could not determine buy price.')
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
self.strategy.stoploss)
if min_stake_amount is not None and min_stake_amount > stake_amount:
logger.warning(
f"Can't open a new trade for {pair}: stake amount "
f"is too small ({stake_amount} < {min_stake_amount})"
)
if not self.edge:
max_stake_amount = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=buy_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=max_stake_amount)
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:
return False
logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
f"{stake_amount} ...")
amount = stake_amount / buy_limit_requested
order_type = self.strategy.order_types['buy']
if forcebuy:
@@ -607,7 +610,7 @@ class FreqtradeBot(LoggingMixin):
"""
Sends rpc notification when a buy cancel occurred.
"""
current_rate = self.exchange.get_buy_rate(trade.pair, False)
current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
msg = {
'trade_id': trade.id,
@@ -693,7 +696,7 @@ class FreqtradeBot(LoggingMixin):
(buy, sell, _) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
logger.debug('checking sell')
sell_rate = self.exchange.get_sell_rate(trade.pair, True)
sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
return True
@@ -1130,7 +1133,8 @@ class FreqtradeBot(LoggingMixin):
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
# Use cached rates here - it was updated seconds ago.
current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
current_rate = self.exchange.get_rate(
trade.pair, refresh=False, side="sell") if not fill else None
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"
@@ -1175,7 +1179,7 @@ class FreqtradeBot(LoggingMixin):
profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
profit_trade = trade.calc_profit(rate=profit_rate)
current_rate = self.exchange.get_sell_rate(trade.pair, False)
current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="sell")
profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss"