e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
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This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.
It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.
1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.
Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.
Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
b9a5899c99
Merge pull request #1548 from freqtrade/pyup/scheduled-update-2019-02-12
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Scheduled daily dependency update on tuesday
2019-02-12 14:50:30 +01:00
607190cd38
Update ccxt from 1.18.225 to 1.18.230
2019-02-12 13:31:08 +01:00
018cee8413
Merge pull request #1547 from freqtrade/pyup/scheduled-update-2019-02-11
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Scheduled daily dependency update on monday
2019-02-11 14:52:25 +02:00
0b5f4dc38e
Update python-rapidjson from 0.6.3 to 0.7.0
2019-02-11 13:31:09 +01:00
160c467e01
Update ccxt from 1.18.223 to 1.18.225
2019-02-11 13:31:07 +01:00
d91dbf4090
Merge pull request #1545 from hroff-1902/patch-3
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Cosmetic: fix logging
2019-02-11 06:12:17 +01:00
69f69d965c
test asserts aligned accordingly to new log messages
2019-02-10 23:37:24 +03:00
624ce6707a
Merge pull request #1546 from hroff-1902/patch-4
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OHLCV should be float for TA-LIB indicators in the strategy
2019-02-10 20:39:45 +01:00
5e741a0f73
fixed flake
2019-02-10 22:28:40 +03:00
d6c0c107ac
fixed flake
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hmm, even in the comments?
2019-02-10 22:23:00 +03:00
7ed15c64ba
what else?
2019-02-10 22:13:40 +03:00
08d35f3e15
fix checks
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Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
4dffb17dd6
fix flake
2019-02-10 22:01:46 +03:00
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
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Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
7248537d4a
Merge pull request #1544 from hroff-1902/patch-2
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Cosmetic: fix logging in strategy/interface.py
2019-02-10 19:36:33 +01:00
b91981f0aa
Cosmetic: fix logging
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Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...
Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
585f525879
Cosmetic: fix logging
2019-02-10 21:02:53 +03:00
58bd272c0f
Merge pull request #1543 from freqtrade/pyup/scheduled-update-2019-02-10
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Scheduled daily dependency update on sunday
2019-02-10 14:49:25 +02:00
fe2f98c802
Update ccxt from 1.18.221 to 1.18.223
2019-02-10 13:33:06 +01:00
76187cc3d9
Merge pull request #1541 from freqtrade/pyup/scheduled-update-2019-02-09
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Scheduled daily dependency update on saturday
2019-02-09 14:00:49 +01:00
3bb9e17b0d
Update plotly from 3.6.0 to 3.6.1
2019-02-09 13:33:11 +01:00
f0c9064b77
Update mypy from 0.660 to 0.670
2019-02-09 13:33:09 +01:00
e0142526e3
Update scipy from 1.2.0 to 1.2.1
2019-02-09 13:33:08 +01:00
e9aba03981
Update ccxt from 1.18.210 to 1.18.221
2019-02-09 13:33:06 +01:00
9a50771a27
Merge pull request #1540 from freqtrade/pyup/scheduled-update-2019-02-08
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Scheduled daily dependency update on friday
2019-02-08 14:52:56 +02:00
92eb951966
Update ccxt from 1.18.208 to 1.18.210
2019-02-08 13:34:26 +01:00
e6a8ecbf66
Merge pull request #1539 from freqtrade/pyup/scheduled-update-2019-02-07
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Scheduled daily dependency update on thursday
2019-02-07 15:37:18 +01:00
39626bb520
Update ccxt from 1.18.203 to 1.18.208
2019-02-07 13:34:09 +01:00
f48936dcde
Merge pull request #1538 from freqtrade/pyup/scheduled-update-2019-02-06
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Scheduled daily dependency update on wednesday
2019-02-06 15:29:06 +02:00
395a7b25be
Update ccxt from 1.18.197 to 1.18.203
2019-02-06 13:34:09 +01:00
02698c7493
Merge pull request #1537 from freqtrade/pyup/scheduled-update-2019-02-05
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Scheduled daily dependency update on tuesday
2019-02-05 13:55:09 +01:00
6fd932bf7d
Update pytest-mock from 1.10.0 to 1.10.1
2019-02-05 13:34:07 +01:00
fcc7cb9892
Update flake8 from 3.7.4 to 3.7.5
2019-02-05 13:34:06 +01:00
21ffdbb3a2
Merge pull request #1535 from freqtrade/fix/cancelled_on_exchange
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Fix/cancelled on exchange
2019-02-04 22:47:58 +01:00
f847bf0b8d
Merge pull request #1536 from freqtrade/pyup/scheduled-update-2019-02-04
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Scheduled daily dependency update on monday
2019-02-04 14:44:47 +01:00
64891df122
Update pandas from 0.24.0 to 0.24.1
2019-02-04 13:34:12 +01:00
218b501119
Update ccxt from 1.18.195 to 1.18.197
2019-02-04 13:34:10 +01:00
0a71ebce68
Remove unneeded pair conversation, add docstring
2019-02-04 06:13:22 +01:00
80440f25cf
Merge pull request #1534 from freqtrade/pyup/scheduled-update-2019-02-03
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Scheduled daily dependency update on sunday
2019-02-03 13:53:32 +01:00
1d940041e3
Add log test for cancelled order
2019-02-03 13:52:05 +01:00
40fea4593f
Add log_has_re
2019-02-03 13:52:05 +01:00
02c3552954
Adjust comment
2019-02-03 13:52:05 +01:00
91ed02134e
Add tests for cancelled on exchnage
2019-02-03 13:52:05 +01:00
e8ed8a2ea7
Handle orders cancelled on exchange
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fix #1527
2019-02-03 13:51:52 +01:00
f2dd32e319
Update flake8-tidy-imports from 1.1.0 to 2.0.0
2019-02-03 13:34:07 +01:00
5243941c4d
Merge pull request #1533 from freqtrade/pyup/scheduled-update-2019-02-02
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Scheduled daily dependency update on saturday
2019-02-02 15:25:29 +02:00
8d5474d4d5
Update plotly from 3.5.0 to 3.6.0
2019-02-02 13:34:08 +01:00
576d893d95
Update ccxt from 1.18.193 to 1.18.195
2019-02-02 13:34:06 +01:00
697e698abc
Merge pull request #1530 from freqtrade/pyup/scheduled-update-2019-02-01
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Scheduled daily dependency update on friday
2019-02-01 13:56:17 +01:00
hroff-1902
Matthias
pyup-bot
Samuel Husso
Misagh