CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 08:33:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Improve naming of variable

Browse Source
This commit is contained in:
Matthias
2023-08-31 06:39:26 +02:00
parent 4ed46ef6b3
commit 02bd052e45
1 changed files with 5 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/exchange/exchange.py
View File

@@ -920,7 +920,7 @@ class Exchange:
max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage))
remaining_amount = amount
filled_amount = 0.0
filled_value = 0.0
book_entry_price = 0.0
for book_entry in orderbook[ob_type]:
book_entry_price = book_entry[0]
@@ -928,17 +928,17 @@ class Exchange:
if remaining_amount > 0:
if remaining_amount < book_entry_coin_volume:
# Orderbook at this slot bigger than remaining amount
filled_amount += remaining_amount * book_entry_price
filled_value += remaining_amount * book_entry_price
break
else:
filled_amount += book_entry_coin_volume * book_entry_price
filled_value += book_entry_coin_volume * book_entry_price
remaining_amount -= book_entry_coin_volume
else:
break
else:
# If remaining_amount wasn't consumed completely (break was not called)
filled_amount += remaining_amount * book_entry_price
forecast_avg_filled_price = max(filled_amount, 0) / amount
filled_value += remaining_amount * book_entry_price
forecast_avg_filled_price = max(filled_value, 0) / amount
# Limit max. slippage to specified value
if side == 'buy':
forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)