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A Feature for the bot to use sell orders instead of tickers. New config settings (min & max) are also introduced to allow the bot to search from the sell orders a profitable rate based on minimum roi.

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Expected issue: cannot be used in backtesting
This commit is contained in:
Nullart
2018-06-12 10:27:08 +08:00
parent d36d536724
commit f530a7db0e
6 changed files with 54 additions and 13 deletions
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28
freqtrade/freqtradebot.py
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@@ -245,9 +245,8 @@ class FreqtradeBot(object):
"""
if self.config['bid_strategy']['use_book_order']:
logger.info('Using order book ')
logger.info('Getting price from Order Book')
orderBook = exchange.get_order_book(pair)
return orderBook['bids'][self.config['bid_strategy']['use_book_order']][0]
return orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
else:
logger.info('Using Ask / Last Price')
@@ -433,19 +432,36 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
sell_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate)
return True
if self.config['ask_strategy']['use_book_order']:
logger.info('Using order book for selling...')
orderBook = exchange.get_order_book(trade.pair)
# logger.debug('Order book %s',orderBook)
for i in range(self.config['ask_strategy']['book_order_min'],self.config['ask_strategy']['book_order_max']):
sell_rate = orderBook['asks'][i-1][0]
logger.debug('checking sell rate %s) %.8f > %.8f (%f %%)',i,trade.open_rate,sell_rate,((sell_rate/trade.open_rate)*100)-100)
if self.check_sell(trade, sell_rate, buy, sell):
return True
break
else:
if self.check_sell(trade, sell_rate, buy, sell):
return True
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
return False
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool ) -> bool:
if self.analyze.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, sell_rate)
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary