add logs for pairs with liquidations

strategies/cryptofeed_strategy/cryptofeed_strategy.py

@@ -90,6 +90,13 @@ def loop(self) -> None:
  "sell": sum([round(data.quantity * data.price, 2) for data in sells])
  }
 
+ if self.computed_liquidations[exchange][timeframe][pair]['buy'] > 0 \
+ or self.computed_liquidations[exchange][timeframe][pair]['sell'] > 0:
+ logging.info(f"[{timeframe} sec - BUY] Liquidations: {exchange} - {pair} - "
+ f"${self.computed_liquidations[exchange][timeframe][pair]['buy']}")
+ logging.info(f"[{timeframe} sec - SELL] Liquidations: {exchange} - {pair} - "
+ f"${self.computed_liquidations[exchange][timeframe][pair]['sell']}")
+
  # Put your custom logic here
  # ...
 
@@ -127,8 +134,10 @@ def get_liquidations(self, exchanges: List[str] = None, symbols: List[str] = Non
  liquidations))
 
  if side is not None:
- liquidations = list(filter(lambda data: data.side == "sell" if side is CryptofeedSideEnum.SELL else "buy",
- liquidations))
+ liquidations = list(
+ filter(lambda data: data.side == "sell" if side is CryptofeedSideEnum.SELL else data.side == "buy",
+ liquidations)
+ )
 
  if max_age > -1:
  liquidations = list(filter(lambda data: data.timestamp > time.time() - max_age, liquidations))