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Merge branch 'develop' into feat/short

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Matthias
2021-12-02 20:20:35 +01:00
parent f71b7a4e76 ad5c8f601c
commit fb1599d21b
6 changed files with 55 additions and 74 deletions
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24
freqtrade/exchange/exchange.py
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@@ -770,16 +770,20 @@ class Exchange:
if not self.exchange_has('fetchL2OrderBook'):
return True
ob = self.fetch_l2_order_book(pair, 1)
if side == 'buy':
price = ob['asks'][0][0]
logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
if limit >= price:
return True
else:
price = ob['bids'][0][0]
logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
if limit <= price:
return True
try:
if side == 'buy':
price = ob['asks'][0][0]
logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
if limit >= price:
return True
else:
price = ob['bids'][0][0]
logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
if limit <= price:
return True
except IndexError:
# Ignore empty orderbooks when filling - can be filled with the next iteration.
pass
return False
def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]: