stable/freqtrade
hroff-1902 e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
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
..
data fixed flake 2019-02-10 22:23:00 +03:00
edge edge messages enriched 2019-01-30 11:23:23 +01:00
exchange flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
optimize Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
pairlist Check if number_assets is defined, as it's required by VolumePairList 2018-12-06 19:36:33 +01:00
resolvers Merge pull request #1511 from freqtrade/fix/more_settings_strategy 2019-01-30 11:22:10 +01:00
rpc Add type-ignores to floatfmt 2019-01-17 20:28:21 +01:00
strategy Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
tests test asserts aligned accordingly to new log messages 2019-02-10 23:37:24 +03:00
vendor flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
__init__.py Version bump to 0.18.1-dev 2018-12-27 11:47:00 +01:00
__main__.py sort imports 2018-07-04 10:31:35 +03:00
arguments.py fix crash when backtest-result.json not exist 2019-01-26 11:00:04 +01:00
configuration.py Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
constants.py fix stoploss_on_exchange_interval type 2019-01-19 13:26:30 -04:00
freqtradebot.py execute_buy: do not use ticker if use_order_book:true is set in config 2019-02-13 02:55:55 +03:00
indicator_helpers.py sort imports 2018-07-04 10:31:35 +03:00
main.py Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
misc.py Simplify conversation to python dates (pandas offers this "for free" 2019-01-27 10:47:02 +01:00
persistence.py initial test added for TSL on exchange 2019-01-15 11:04:32 +01:00
state.py Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
wallets.py Remove unused and duplicate datastructure 2018-12-29 09:01:58 +01:00