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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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Yazeed Al Oyoun 2020-01-25 04:17:41 +01:00
parent 82797e768f
commit f8db7f1709
1 changed files with 6 additions and 3 deletions
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9
freqtrade/freqtradebot.py
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@ -423,11 +423,14 @@ 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('bids: %s, asks: %s, delta: %s, askprice: %s, bidprice: %s, immediate askquantity: %s, immediate bidquantity: %s',
order_book_asks, bids_ask_delta) 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: if bids_ask_delta >= conf_bids_to_ask_delta:
logger.info('bids to ask delta DOES satisfy condition.')
return True 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: def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
""" """