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Implement strategy-controlled stake sizes. Expose self.wallet to a strategy.

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This commit is contained in:
Rokas Kupstys
2021-07-11 12:20:31 +03:00
parent 2f33b97b95
commit 0e4466ca1e
7 changed files with 136 additions and 19 deletions
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43
freqtrade/wallets.py
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@@ -131,7 +131,22 @@ class Wallets:
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets
def _get_available_stake_amount(self, val_tied_up: float) -> float:
def get_total_stake_amount(self):
"""
Return the total currently available balance in stake currency, including tied up stake and
respecting tradable_balance_ratio.
Calculated as
(<open_trade stakes> + free amount) * tradable_balance_ratio
"""
# Ensure <tradable_balance_ratio>% is used from the overall balance
# Otherwise we'd risk lowering stakes with each open trade.
# (tied up + current free) * ratio) - tied up
val_tied_up = Trade.total_open_trades_stakes()
available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
self._config['tradable_balance_ratio'])
return available_amount
def get_available_stake_amount(self) -> float:
"""
Return the total currently available balance in stake currency,
respecting tradable_balance_ratio.
@@ -142,9 +157,7 @@ class Wallets:
# Ensure <tradable_balance_ratio>% is used from the overall balance
# Otherwise we'd risk lowering stakes with each open trade.
# (tied up + current free) * ratio) - tied up
available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
self._config['tradable_balance_ratio']) - val_tied_up
return available_amount
return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
def _calculate_unlimited_stake_amount(self, available_amount: float,
val_tied_up: float) -> float:
@@ -193,7 +206,7 @@ class Wallets:
# Ensure wallets are uptodate.
self.update()
val_tied_up = Trade.total_open_trades_stakes()
available_amount = self._get_available_stake_amount(val_tied_up)
available_amount = self.get_available_stake_amount()
if edge:
stake_amount = edge.stake_amount(
@@ -209,3 +222,23 @@ class Wallets:
available_amount, val_tied_up)
return self._check_available_stake_amount(stake_amount, available_amount)
def _validate_stake_amount(self, pair, stake_amount, min_stake_amount):
if not stake_amount:
logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")
return 0
max_stake_amount = self.get_available_stake_amount()
if min_stake_amount is not None and stake_amount < min_stake_amount:
stake_amount = min_stake_amount
logger.info(
f"Stake amount for pair {pair} is too small ({stake_amount} < {min_stake_amount}), "
f"adjusting to {min_stake_amount}."
)
if stake_amount > max_stake_amount:
stake_amount = max_stake_amount
logger.info(
f"Stake amount for pair {pair} is too big ({stake_amount} > {max_stake_amount}), "
f"adjusting to {max_stake_amount}."
)
return stake_amount