Finish depth_of_market documentation piece
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Matthias
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@ -57,12 +57,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
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| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
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| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. <br> ***Datatype:*** *Integer*
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| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
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| `bid_strategy.use_order_book` | Enable buying using the rates in Order Book Bids. <br> ***Datatype:*** *Boolean*
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| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. *Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
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| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
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| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
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| `ask_strategy.use_order_book` | Enable selling of open trades using Order Book Asks. <br> ***Datatype:*** *Boolean*
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| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
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| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
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| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
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| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
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| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.* <br> ***Datatype:*** *Float (as ratio)*
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| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
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| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
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| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
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| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
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@ -88,9 +88,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. **Keep it in secret, do not disclose publicly.** <br> ***Datatype:*** *String*
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| `webhook.enabled` | Enable usage of Webhook notifications <br> ***Datatype:*** *Boolean*
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| `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentationV](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> ***Datatype:*** *String*
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| `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Boolean*
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| `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *IPv4*
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| `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br> ***Datatype:*** *Integer between 1024 and 65535*
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@ -207,13 +207,6 @@ before asking the strategy if we should buy or a sell an asset. After each wait
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every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or
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the static list of pairs) if we should buy.
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### Understand ask_last_balance
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The `ask_last_balance` configuration parameter sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
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use the `last` price and values between those interpolate between ask and last
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price. Using `ask` price will guarantee quick success in bid, but bot will also
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end up paying more then would probably have been necessary.
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### Understand order_types
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The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
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@ -402,9 +395,11 @@ Prices are always retrieved right before an order is placed, either by querying
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#### Check depth of market
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When enabling `bid_strategy.check_depth_of_market=True`, then buy signals will be filtered based on the orderbook size.
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When enabling `bid_strategy.check_depth_of_market.enabled=True`, then buy signals will be filtered based on the orderbook size for each size (sum of all amounts).
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Orderbook bid size is then divided by Orderbook ask size - and the resulting delta is compared to `bid_strategy.check_depth_of_market.bids_to_ask_delta`, and a buy is only executed if the orderbook delta is bigger or equal to the configured delta.
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#TODO: Finish this section
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!!! Note:
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A calculated delta below 1 means that sell order size is greater, while value greater than 1 means buy order size is higher
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#### Buy price with Orderbook enabled
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@ -413,13 +408,11 @@ When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Fr
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#### Buy price without Orderbook
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When not using orderbook (`bid_strategy.use_order_book=False`), then Freqtrade will use the best `ask` price based on a call to `fetch_ticker()` if it's below the `last` traded price.
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Otherwise, it'll use the following formula to calculate the rate:
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Otherwise, it'll calculate a rate between `ask` and `last` price.
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``` python
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ticker['ask'] + ask_last_balance * (ticker['last'] - ticker['ask'])
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```
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This means - it uses the difference between last and ask (which must be negative, since ask was checked to be higher than last) and multiplies this with `bid_strategy.ask_last_balance` - lowering the price by `balance * (difference between last and ask).
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The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `ask` price, `1.0` will use the `last` price and values between those interpolate between ask and last
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price.
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Using `ask` price will guarantee quick success in bid, but bot will also end up paying more than what would have been necessary.
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### Sell price
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