Merge pull request #4581 from freqtrade/fix/4578
Fix calculation error for min-trade-stake
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0a9622a065
@ -156,6 +156,23 @@ Values set in the configuration file always overwrite values set in the strategy
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There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
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#### Minimum trade stake
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The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
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Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.4$.
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The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
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This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
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To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
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With a stoploss of 10% - we'd therefore end up with a value of ~13.8$ (`12 * (1 + 0.05 + 0.1)`).
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To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
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!!! Warning
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Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
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#### Available balance
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By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
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@ -531,16 +531,16 @@ class Exchange:
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return None
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# reserve some percent defined in config (5% default) + stoploss
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amount_reserve_percent = 1.0 - self._config.get('amount_reserve_percent',
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amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
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DEFAULT_AMOUNT_RESERVE_PERCENT)
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amount_reserve_percent += stoploss
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amount_reserve_percent += abs(stoploss)
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# it should not be more than 50%
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amount_reserve_percent = max(amount_reserve_percent, 0.5)
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amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
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# The value returned should satisfy both limits: for amount (base currency) and
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# for cost (quote, stake currency), so max() is used here.
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# See also #2575 at github.
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return max(min_stake_amounts) / amount_reserve_percent
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return max(min_stake_amounts) * amount_reserve_percent
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def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
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rate: float, params: Dict = {}) -> Dict[str, Any]:
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@ -1,6 +1,7 @@
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import copy
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import logging
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from datetime import datetime, timedelta, timezone
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from math import isclose
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from random import randint
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from unittest.mock import MagicMock, Mock, PropertyMock, patch
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@ -370,7 +371,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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assert result == 2 / 0.9
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assert isclose(result, 2 * 1.1)
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# min amount is set
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markets["ETH/BTC"]["limits"] = {
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@ -382,7 +383,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 2 * 2 / 0.9
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assert isclose(result, 2 * 2 * 1.1)
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# min amount and cost are set (cost is minimal)
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markets["ETH/BTC"]["limits"] = {
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@ -394,7 +395,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == max(2, 2 * 2) / 0.9
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assert isclose(result, max(2, 2 * 2) * 1.1)
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# min amount and cost are set (amount is minial)
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markets["ETH/BTC"]["limits"] = {
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@ -406,7 +407,14 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == max(8, 2 * 2) / 0.9
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assert isclose(result, max(8, 2 * 2) * 1.1)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
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assert isclose(result, max(8, 2 * 2) * 1.45)
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# Really big stoploss
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
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assert isclose(result, max(8, 2 * 2) * 1.5)
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def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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@ -424,7 +432,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
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assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
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assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * 1.1, 8)
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def test_set_sandbox(default_conf, mocker):
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