log open interest only for pairs having liquidations in the last minute

strategies/cryptofeed_strategy/cryptofeed_strategy.py

@@ -123,20 +123,19 @@ def perform_data_analysis(self, timeframe: int):
  sell_liquidation_sum = sum(
  [self.computed_liquidations[exchange][timeframe][pair]['sell'] for exchange in EXCHANGES])
 
- # Logging purposes
  if buy_liquidation_sum > 0 or sell_liquidation_sum > 0:
  logging.info(f"Liquidations for pair: {pair:<10} - buy: ${buy_liquidation_sum:<12} - "
  f"sell: ${sell_liquidation_sum:<12}")
 
- if all([pair in self.open_interest[exchange] for exchange in EXCHANGES]):
- oi_sum = sum([self.open_interest[exchange][pair]["open_interest"] for exchange in EXCHANGES])
- logging.info(f"Open interest for pair: {pair:<10} - ${oi_sum}")
+  if all([pair in self.open_interest[exchange] for exchange in EXCHANGES]):
+  oi_sum = sum([self.open_interest[exchange][pair]["open_interest"] for exchange in EXCHANGES])
+  logging.info(f"Open interest for pair: {pair:<10} - ${oi_sum}")
 
- if buy_liquidation_sum > 30000 or sell_liquidation_sum > 30000:
- if sell_liquidation_sum * 500 < oi_sum < buy_liquidation_sum * 500:
- self.open_position(pair, SideEnum.BUY)
- elif buy_liquidation_sum * 500 < oi_sum < sell_liquidation_sum * 500:
- self.open_position(pair, SideEnum.SELL)
+  if buy_liquidation_sum > 30000 or sell_liquidation_sum > 30000:
+  if sell_liquidation_sum * 500 < oi_sum < buy_liquidation_sum * 500:
+  self.open_position(pair, SideEnum.BUY)
+  elif buy_liquidation_sum * 500 < oi_sum < sell_liquidation_sum * 500:
+  self.open_position(pair, SideEnum.SELL)
 
  def open_position(self, pair: str, side: SideEnum) -> None:
  # TODO: check a position on this coin is not yet opened