Added PERCENT_PRICE filter

Author: iilunin

Bot/ExchangeInfo.py

@@ -14,6 +14,9 @@ def __init__(self, symbol, filters):
         self.maxPrice = Decimal(self.strip_zeros(filters['PRICE_FILTER']['maxPrice']))
         self.minPrice = Decimal(self.strip_zeros(filters['PRICE_FILTER']['minPrice']))
 
+        self.multipUp = Decimal(self.strip_zeros(filters['PERCENT_PRICE']['multiplierUp']))
+        self.multipDown = Decimal(self.strip_zeros(filters['PERCENT_PRICE']['multiplierDown']))
+
 
     # def __init__(self, minPrice, maxPrice, tickSize, minQty, maxQty, stepSize, minNotional, **kvargs):
     #     self.minNotional = Decimal(self.strip_zeros(minNotional))
@@ -54,6 +57,13 @@ def is_quanity_above_min(self, q):
     def is_min_notional_ok(self, q, p):
         return q * p >= self.minNotional
 
+    def is_within_multiplier_range(self, p, current_price):
+        return current_price * float(self.multipDown) <= p <= current_price * float(self.multipUp)
+
+    def msg_mutliplier_range_error(self, current_price):
+        return 'Price can not be lower thant {:.8f} and higher than {:.8f}.'\
+            .format(current_price * float(self.multipDown), current_price * float(self.multipUp))
+
 
 class ExchangeInfo:
     __shared_state = {}

Bot/Strategy/PlaceOrderStrategy.py

@@ -46,7 +46,7 @@ def execute(self, new_price):
             if self.validate_all_orders(targets):
                 return
 
-            alloc = self.prepare_volume_allocation(targets)
+            alloc = self.prepare_volume_allocation(targets, self.get_single_price(new_price))
 
             if alloc:
                 self.place_orders(alloc)
@@ -75,7 +75,7 @@ def validate_all_orders(self, targets):
     def validate_all_completed(self, targets):
         return all(t.status.is_completed() for t in targets)
 
-    def prepare_volume_allocation(self, targets):
+    def prepare_volume_allocation(self, targets, current_price=0):
         currency_balance = self.get_balance_for_side()
 
         bal = self.trade.get_cap(currency_balance.avail) + (
@@ -101,10 +101,16 @@ def prepare_volume_allocation(self, targets):
                 adjusted_balance = round(bal / price, 8)
 
             vol = self.exchange_info.adjust_quanity(t.vol.get_val(adjusted_balance))
+
             t.calculated_volume = vol
 
+            if not self.exchange_info.is_within_multiplier_range(price, current_price):
+                self.logWarning('Target price {:.8f} is not within exchange multipliers. {}'
+                                .format(price, self.exchange_info.msg_mutliplier_range_error(current_price)))
+                continue
+
             if vol == 0:
-                self.logWarning('No volume left to process order @ price {:.0f}'.format(price))
+                self.logWarning('No volume left to process order @ price {:.8f}'.format(price))
                 continue
 
             if bal - vol < 0:
@@ -117,7 +123,7 @@ def prepare_volume_allocation(self, targets):
                 # if self.last_target_smart() and t == last_target:
                 #     continue
                 orders.append({
-                    'price': self.exchange_info.adjust_price(price),
+                    'price': price,
                     'volume': vol,
                     'side': self.trade_side().name,
                     'target': t})