From 8ef110cc5f849e03243e67da5761d9ef02e38923 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 15 Feb 2023 07:21:18 +0100 Subject: [PATCH] Rename ob variable to orderbook --- freqtrade/exchange/exchange.py | 30 +++++++++++++++--------------- 1 file changed, 15 insertions(+), 15 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index e9cb35383..22cce626e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -876,7 +876,8 @@ class Exchange: # market orders will always incurr taker fees dry_order = self.add_dry_order_fee(pair, dry_order, 'taker') - dry_order = self.check_dry_limit_order_filled(dry_order, immediate=True, ob=orderbook) + dry_order = self.check_dry_limit_order_filled( + dry_order, immediate=True, orderbook=orderbook) self._dry_run_open_orders[dry_order["id"]] = dry_order # Copy order and close it - so the returned order is open unless it's a market order @@ -898,15 +899,14 @@ class Exchange: }) return dry_order - def get_dry_market_fill_price( - self, pair: str, side: str, amount: float, rate: float, - ob: Optional[OrderBook]) -> float: + def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float, + orderbook: Optional[OrderBook]) -> float: """ Get the market order fill price based on orderbook interpolation """ if self.exchange_has('fetchL2OrderBook'): - if not ob: - ob = self.fetch_l2_order_book(pair, 20) + if not orderbook: + orderbook = self.fetch_l2_order_book(pair, 20) ob_type: OBLiteral = 'asks' if side == 'buy' else 'bids' slippage = 0.05 max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage)) @@ -914,7 +914,7 @@ class Exchange: remaining_amount = amount filled_amount = 0.0 book_entry_price = 0.0 - for book_entry in ob[ob_type]: + for book_entry in orderbook[ob_type]: book_entry_price = book_entry[0] book_entry_coin_volume = book_entry[1] if remaining_amount > 0: @@ -942,20 +942,20 @@ class Exchange: return rate - def _is_dry_limit_order_filled( - self, pair: str, side: str, limit: float, ob: Optional[OrderBook] = None) -> bool: + def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float, + orderbook: Optional[OrderBook] = None) -> bool: if not self.exchange_has('fetchL2OrderBook'): return True - if not ob: - ob = self.fetch_l2_order_book(pair, 1) + if not orderbook: + orderbook = self.fetch_l2_order_book(pair, 1) try: if side == 'buy': - price = ob['asks'][0][0] + price = orderbook['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] + price = orderbook['bids'][0][0] logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}") if limit <= price: return True @@ -966,7 +966,7 @@ class Exchange: def check_dry_limit_order_filled( self, order: Dict[str, Any], immediate: bool = False, - ob: Optional[OrderBook] = None) -> Dict[str, Any]: + orderbook: Optional[OrderBook] = None) -> Dict[str, Any]: """ Check dry-run limit order fill and update fee (if it filled). """ @@ -974,7 +974,7 @@ class Exchange: and order['type'] in ["limit"] and not order.get('ft_order_type')): pair = order['symbol'] - if self._is_dry_limit_order_filled(pair, order['side'], order['price'], ob): + if self._is_dry_limit_order_filled(pair, order['side'], order['price'], orderbook): order.update({ 'status': 'closed', 'filled': order['amount'],