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Extract get_rate_from_ticker from get_rate method

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Matthias
2023-05-29 17:27:11 +02:00
parent f074383d6a
commit af1dbf7dff
1 changed files with 21 additions and 13 deletions
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34
freqtrade/exchange/exchange.py
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@@ -1669,21 +1669,13 @@ class Exchange:
order_book_top = conf_strategy.get('order_book_top', 1) order_book_top = conf_strategy.get('order_book_top', 1)
if order_book is None: if order_book is None:
order_book = self.fetch_l2_order_book(pair, order_book_top) order_book = self.fetch_l2_order_book(pair, order_book_top)
rate = self.get_rate_from_ob(pair, side, order_book, name, price_side, rate = self._get_rate_from_ob(pair, side, order_book, name, price_side,
order_book_top) order_book_top)
else: else:
logger.debug(f"Using Last {price_side_word} / Last Price") logger.debug(f"Using Last {price_side_word} / Last Price")
if ticker is None: if ticker is None:
ticker = self.fetch_ticker(pair) ticker = self.fetch_ticker(pair)
ticker_rate = ticker[price_side] rate = self._get_rate_from_ticker(side, ticker, conf_strategy, price_side)
if ticker['last'] and ticker_rate:
if side == 'entry' and ticker_rate > ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'exit' and ticker_rate < ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate
if rate is None: if rate is None:
raise PricingError(f"{name}-Rate for {pair} was empty.") raise PricingError(f"{name}-Rate for {pair} was empty.")
@@ -1692,8 +1684,24 @@ class Exchange:
return rate return rate
def get_rate_from_ob(self, pair: str, side: EntryExit, order_book: OrderBook, name: str, def _get_rate_from_ticker(self, side: EntryExit, ticker: Ticker, conf_strategy: Dict[str, Any],
price_side: BidAsk, order_book_top: int) -> float: price_side: BidAsk) -> Optional[float]:
"""
Get rate from ticker.
"""
ticker_rate = ticker[price_side]
if ticker['last'] and ticker_rate:
if side == 'entry' and ticker_rate > ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
elif side == 'exit' and ticker_rate < ticker['last']:
balance = conf_strategy.get('price_last_balance', 0.0)
ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
rate = ticker_rate
return rate
def _get_rate_from_ob(self, pair: str, side: EntryExit, order_book: OrderBook, name: str,
price_side: BidAsk, order_book_top: int) -> float:
""" """
Get rate from orderbook Get rate from orderbook
:raises: PricingError if rate could not be determined. :raises: PricingError if rate could not be determined.