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bugfixes and two version of strategies

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This commit is contained in:
David Brazda
2023-06-22 16:01:09 +02:00
parent 83d2f06561
commit 3293ad847e
8 changed files with 25 additions and 12 deletions
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6
v2realbot/loader/aggregator.py
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@ -11,7 +11,7 @@ import threading
from copy import deepcopy
from msgpack import unpackb
import os
from config import DATA_DIR, AGG_MIN_TRADE_DELTA
from config import DATA_DIR, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN
class TradeAggregator:
def __init__(self,
@ -245,7 +245,7 @@ class TradeAggregator:
self.diff_price = True
self.last_price = data['p']
if float(data['t']) - float(self.lasttimestamp) < AGG_MIN_TRADE_DELTA:
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
self.trades_too_close = True
else:
self.trades_too_close = False
@ -344,7 +344,7 @@ class TradeAggregator:
#127788.123000 127788.124000 (rozdil 0.001)
#zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez AGG_MIN_TRADE_DELTA (1ms)
#zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN (1ms)
#if self.diff_price is True:
#pripadne jeste vratit jako subpodminkiu