price_last_balance renaming

config_examples/config_binance.example.json

@@ -15,7 +15,7 @@
     },
     "entry_pricing": {
         "price_side": "same",
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {

config_examples/config_bittrex.example.json

@@ -16,7 +16,7 @@
     "entry_pricing": {
         "price_side": "same",
         "use_order_book": true,
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,

config_examples/config_ftx.example.json

@@ -15,7 +15,7 @@
     },
     "entry_pricing": {
         "price_side": "same",
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {

config_examples/config_full.example.json

@@ -39,7 +39,7 @@
         "price_side": "same",
         "use_order_book": true,
         "order_book_top": 1,
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "check_depth_of_market": {
             "enabled": false,
             "bids_to_ask_delta": 1
@@ -48,7 +48,8 @@
     "exit_pricing":{
         "price_side": "same",
         "use_order_book": true,
-        "order_book_top": 1
+        "order_book_top": 1,
+        "price_last_balance": 0.0
     },
     "order_types": {
         "entry": "limit",

config_examples/config_kraken.example.json

@@ -16,7 +16,7 @@
     "entry_pricing": {
         "price_side": "same",
         "use_order_book": true,
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,

docs/configuration.md

@@ -107,13 +107,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
 | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency sell is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
 | `enter_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
-| `enter_pricing.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
+| `enter_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `enter_pricing.use_order_book` | Enable entering using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
 | `enter_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to enter a trade. I.e. a value of 2 will allow the bot to pick the 2nd entry in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `enter_pricing. check_depth_of_market.enabled` | Do not enter 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
 | `enter_pricing. 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)
 | `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#sell-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
-| `exit_pricing.bid_last_balance` | Interpolate the exiting price. More information [below](#sell-price-without-orderbook-enabled).
+| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#sell-price-without-orderbook-enabled).
 | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
 | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `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

docs/includes/pricing.md

@@ -53,9 +53,9 @@ When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Fre
 
 The following section uses `side` as the configured `bid_strategy.price_side` (defaults to `"bid"`).
 
-When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price based on `bid_strategy.ask_last_balance`..
+When not using orderbook (`bid_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's below the `last` traded price from the ticker. Otherwise (when the `side` price is above the `last` price), it calculates a rate between `side` and `last` price based on `bid_strategy.price_last_balance`..
 
-The `bid_strategy.ask_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
+The `bid_strategy.price_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the `last` price and values between those interpolate between ask and last price.
 
 ### Sell price
 
@@ -90,9 +90,9 @@ When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Fr
 
 The following section uses `side` as the configured `ask_strategy.price_side` (defaults to `"ask"`).
 
-When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's above the `last` traded price from the ticker. Otherwise (when the `side` price is below the `last` price), it calculates a rate between `side` and `last` price based on `ask_strategy.bid_last_balance`.
+When not using orderbook (`ask_strategy.use_order_book=False`), Freqtrade uses the best `side` price from the ticker if it's above the `last` traded price from the ticker. Otherwise (when the `side` price is below the `last` price), it calculates a rate between `side` and `last` price based on `ask_strategy.price_last_balance`.
 
-The `ask_strategy.bid_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the last price and values between those interpolate between `side` and last price.
+The `ask_strategy.price_last_balance` configuration parameter controls this. A value of `0.0` will use `side` price, while `1.0` will use the last price and values between those interpolate between `side` and last price.
 
 ### Market order pricing
 

docs/strategy_migration.md

@@ -337,10 +337,11 @@ unfilledtimeout = {
 #### `order pricing`
 
 Order pricing changed in 2 ways. `bid_strategy` was renamed to `entry_strategy` and `ask_strategy` was renamed to `exit_strategy`.
+The attributes `ask_last_balance` -> `price_last_balance` and `bid_last_balance` -> `price_last_balance` were renamed as well.
 Also, price-side can now be defined as `ask`, `bid`, `same` or `other`.
 Please refer to the [pricing documentation](configuration.md) for more information.
 
-``` json hl_lines="2-3 12-13"
+``` json hl_lines="2-3 6 12-13 16"
 {
     "bid_strategy": {
         "price_side": "bid",
@@ -355,20 +356,21 @@ Please refer to the [pricing documentation](configuration.md) for more informati
     "ask_strategy":{
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1
+        "order_book_top": 1,
+        "bid_last_balance": 0.0
     }
 }
 ```
 
 after:
 
-``` json  hl_lines="2-3 12-13"
+``` json  hl_lines="2-3 6 12-13 16"
 {
     "entry_pricing": {
         "price_side": "same",
         "use_order_book": true,
         "order_book_top": 1,
-        "ask_last_balance": 0.0,
+        "price_last_balance": 0.0,
         "check_depth_of_market": {
             "enabled": false,
             "bids_to_ask_delta": 1
@@ -377,7 +379,8 @@ after:
     "exit_pricing":{
         "price_side": "same",
         "use_order_book": true,
-        "order_book_top": 1
+        "order_book_top": 1,
+        "price_last_balance": 0.0
     }
 }
 ```

freqtrade/configuration/config_validation.py

@@ -297,9 +297,18 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
             )
             conf['entry_pricing'] = {}
             for obj in list(conf.get('bid_strategy', {}).keys()):
-                process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
+                if obj == 'ask_last_balance':
+                    process_deprecated_setting(conf, 'bid_strategy', obj,
+                                               'entry_pricing', 'price_last_balance')
+                else:
+                    process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
             del conf['bid_strategy']
+
             conf['exit_pricing'] = {}
             for obj in list(conf.get('ask_strategy', {}).keys()):
-                process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
+                if obj == 'bid_last_balance':
+                    process_deprecated_setting(conf, 'ask_strategy', obj,
+                                               'exit_pricing', 'price_last_balance')
+                else:
+                    process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
             del conf['ask_strategy']

freqtrade/constants.py

@@ -174,7 +174,7 @@ CONF_SCHEMA = {
         'entry_pricing': {
             'type': 'object',
             'properties': {
-                'ask_last_balance': {
+                'price_last_balance': {
                     'type': 'number',
                     'minimum': 0,
                     'maximum': 1,
@@ -197,7 +197,7 @@ CONF_SCHEMA = {
             'type': 'object',
             'properties': {
                 'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'same'},
-                'bid_last_balance': {
+                'price_last_balance': {
                     'type': 'number',
                     'minimum': 0,
                     'maximum': 1,

freqtrade/exchange/exchange.py

@@ -1503,10 +1503,10 @@ class Exchange:
             ticker_rate = ticker[price_side]
             if ticker['last'] and ticker_rate:
                 if side == 'entry' and ticker_rate > ticker['last']:
-                    balance = conf_strategy.get('ask_last_balance', 0.0)
+                    balance = conf_strategy.get('price_last_balance', 0.0)
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'exit' and ticker_rate < ticker['last']:
-                    balance = conf_strategy.get('bid_last_balance', 0.0)
+                    balance = conf_strategy.get('price_last_balance', 0.0)
                     ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 

freqtrade/templates/base_config.json.j2

@@ -23,8 +23,8 @@
     },
     "entry_pricing": {
         "price_side": "same",
-        "ask_last_balance": 0.0,
         "use_order_book": true,
+        "price_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,

tests/conftest.py

@@ -420,7 +420,7 @@ def get_default_conf(testdatadir):
             "exit": 30
         },
         "entry_pricing": {
-            "ask_last_balance": 0.0,
+            "price_last_balance": 0.0,
             "use_order_book": False,
             "order_book_top": 1,
             "check_depth_of_market": {

tests/exchange/test_exchange.py

@@ -2283,7 +2283,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
     ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
     ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
-    ('ask', 20, 19, 10, None, 20),  # ask_last_balance missing
+    ('ask', 20, 19, 10, None, 20),  # price_last_balance missing
     ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
     ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
@@ -2294,7 +2294,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
     ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
     ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
-    ('bid', 21, 20, 10, None, 20),  # ask_last_balance missing
+    ('bid', 21, 20, 10, None, 20),  # price_last_balance missing
     ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
     ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
     ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
@@ -2305,9 +2305,9 @@ def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
                         last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
     if last_ab is None:
-        del default_conf['entry_pricing']['ask_last_balance']
+        del default_conf['entry_pricing']['price_last_balance']
     else:
-        default_conf['entry_pricing']['ask_last_balance'] = last_ab
+        default_conf['entry_pricing']['price_last_balance'] = last_ab
     default_conf['entry_pricing']['price_side'] = side
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -2351,7 +2351,7 @@ def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask,
 
     default_conf['exit_pricing']['price_side'] = side
     if last_ab is not None:
-        default_conf['exit_pricing']['bid_last_balance'] = last_ab
+        default_conf['exit_pricing']['price_last_balance'] = last_ab
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'bid': bid, 'last': last})
     pair = "ETH/BTC"
@@ -2381,10 +2381,10 @@ def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask,
 def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, is_short, ask, bid,
                                last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
-    default_conf['entry_pricing']['ask_last_balance'] = last_ab
+    default_conf['entry_pricing']['price_last_balance'] = last_ab
     default_conf['entry_pricing']['price_side'] = side
     default_conf['exit_pricing']['price_side'] = side
-    default_conf['exit_pricing']['ask_last_balance'] = last_ab
+    default_conf['exit_pricing']['price_last_balance'] = last_ab
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'last': last, 'bid': bid})

tests/test_configuration.py

@@ -1031,10 +1031,12 @@ def test__validate_pricing_rules(default_conf, caplog) -> None:
     def_conf['ask_strategy'] = {
         'price_side': 'ask',
         'use_order_book': True,
+        'bid_last_balance': 0.5
     }
     def_conf['bid_strategy'] = {
         'price_side': 'bid',
         'use_order_book': False,
+        'ask_last_balance': 0.7
     }
     conf = deepcopy(def_conf)
 
@@ -1043,8 +1045,10 @@ def test__validate_pricing_rules(default_conf, caplog) -> None:
         r"DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is.*", caplog)
     assert conf['exit_pricing']['price_side'] == 'ask'
     assert conf['exit_pricing']['use_order_book'] is True
+    assert conf['exit_pricing']['price_last_balance'] == 0.5
     assert conf['entry_pricing']['price_side'] == 'bid'
     assert conf['entry_pricing']['use_order_book'] is False
+    assert conf['entry_pricing']['price_last_balance'] == 0.7
     assert 'ask_strategy' not in conf
     assert 'bid_strategy' not in conf
 

tests/test_freqtradebot.py

@@ -4491,7 +4491,7 @@ def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exc
     default_conf_usdt['exchange']['name'] = 'binance'
     default_conf_usdt['entry_pricing']['use_order_book'] = True
     default_conf_usdt['entry_pricing']['order_book_top'] = order_book_top
-    default_conf_usdt['entry_pricing']['ask_last_balance'] = 0
+    default_conf_usdt['entry_pricing']['price_last_balance'] = 0
     default_conf_usdt['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf_usdt)