adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add section about depth_of_market

Browse Source
This commit is contained in:
Matthias 2019-12-18 16:49:56 +01:00
parent d73ba71ec6
commit 1c19856d26
1 changed files with 7 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
docs/configuration.md
View File

@ -400,6 +400,12 @@ Prices are always retrieved right before an order is placed, either by querying
### Buy price ### Buy price
#### Check depth of market
When enabling `bid_strategy.check_depth_of_market=True`, then buy signals will be filtered based on the orderbook size.
#TODO: Finish this section
#### Buy price with Orderbook enabled #### Buy price with Orderbook enabled
When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook. When buying with the orderbook enabled (`bid_strategy.use_order_book=True`) - Freqtrade will fetch the `bid_strategy.order_book_top` entries in the orderbook, and will then use the entry specified as `bid_strategy.order_book_top` on the `bids` side of the orderbook. 1 specifies the topmost entry in the Orderbook - while 2 would use the 2nd entry in the Orderbook.
@ -419,7 +425,7 @@ This means - it uses the difference between last and ask (which must be negative
#### Sell price with Orderbook enabled #### Sell price with Orderbook enabled
When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility and will place a sell order at the first profitable spot. When selling with the Orderbook enabled (`ask_strategy.use_order_book=True`) - Freqtrade will fetch the `ask_strategy.order_book_max` entries in the orderbook. Freqtrade will then validate each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the `ask` side for a profitable sell-possibility based on the strategy configuration and will place a sell order at the first profitable spot.
The idea here is to place the sell-order early, to be ahead in the queue. The idea here is to place the sell-order early, to be ahead in the queue.
A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number. A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.