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.
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@ -423,11 +423,14 @@ class FreqtradeBot:
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order_book_bids = order_book_data_frame['b_size'].sum()
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order_book_asks = order_book_data_frame['a_size'].sum()
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bids_ask_delta = order_book_bids / order_book_asks
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logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
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order_book_asks, bids_ask_delta)
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logger.info('bids: %s, asks: %s, delta: %s, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s',
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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])
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if bids_ask_delta >= conf_bids_to_ask_delta:
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logger.info('bids to ask delta DOES satisfy condition.')
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return True
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return False
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else:
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logger.info('bids to ask delta DOES NOT satisfy condition.')
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return False
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def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
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"""
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