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