diff --git a/config.json.example b/config.json.example index f94e423eb..33672ef5d 100644 --- a/config.json.example +++ b/config.json.example @@ -33,6 +33,7 @@ }, "experimental": { "use_sell_signal": false + "auto_stake_amount": false }, "telegram": { "enabled": true, diff --git a/freqtrade/main.py b/freqtrade/main.py index ad7cc7289..7b747b71b 100755 --- a/freqtrade/main.py +++ b/freqtrade/main.py @@ -72,8 +72,15 @@ def _process(dynamic_whitelist: Optional[int] = 0) -> bool: trades = Trade.query.filter(Trade.is_open.is_(True)).all() if len(trades) < _CONF['max_open_trades']: try: + balance = exchange.get_balance(_CONF['stake_currency']) + stake_amount = float(_CONF['stake_amount']) + if _CONF.get('experimental', {}).get('auto_stake_amount'): + #Numbers of trading slots available + nb_trades_left = float(_CONF['max_open_trades'] - len (trades)) + #stake_amount in the conf is being used as the max value authorized + stake_amount = min(_CONF['stake_amount'], balance / nb_trades_left) # Create entity and execute trade - state_changed = create_trade(float(_CONF['stake_amount'])) + state_changed = create_trade(stake_amount, balance) if not state_changed: logger.info( 'Checked all whitelisted currencies. ' @@ -203,7 +210,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float: return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) -def create_trade(stake_amount: float) -> bool: +def create_trade(stake_amount: float, balance: float) -> bool: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created @@ -216,7 +223,7 @@ def create_trade(stake_amount: float) -> bool: ) whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist']) # Check if stake_amount is fulfilled - if exchange.get_balance(_CONF['stake_currency']) < stake_amount: + if balance < stake_amount: raise DependencyException( 'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency']) ) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 57e7c6735..70e9f16f1 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -234,7 +234,8 @@ CONF_SCHEMA = { 'experimental': { 'type': 'object', 'properties': { - 'use_sell_signal': {'type': 'boolean'} + 'use_sell_signal': {'type': 'boolean'}, + 'auto_stake_amount': {'type': 'boolean'} } }, 'telegram': { diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py index 3d6335572..fa8480897 100644 --- a/freqtrade/tests/test_main.py +++ b/freqtrade/tests/test_main.py @@ -116,7 +116,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade is not None @@ -146,7 +146,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 - create_trade(min_stake_amount) + create_trade(min_stake_amount, 1) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount @@ -161,7 +161,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['stake_amount'] - 0.0001) def test_create_trade_no_pairs(default_conf, ticker, mocker): @@ -177,7 +177,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) - create_trade(default_conf['stake_amount']) + create_trade(default_conf['stake_amount'], default_conf['stake_amount']) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): @@ -197,7 +197,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade @@ -230,7 +230,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog) mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() trade.is_open = True @@ -262,7 +262,7 @@ def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() trade.is_open = True @@ -288,7 +288,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo # Create trade and sell it init(default_conf, create_engine('sqlite://')) - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade diff --git a/freqtrade/tests/test_rpc_telegram.py b/freqtrade/tests/test_rpc_telegram.py index 5a5765ba2..8a701b29b 100644 --- a/freqtrade/tests/test_rpc_telegram.py +++ b/freqtrade/tests/test_rpc_telegram.py @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001,1) # Trigger status while we have a fulfilled order for the open trade _status(bot=MagicMock(), update=update) @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): msg_mock.reset_mock() # Create some test data - create_trade(15.0) + create_trade(15.0,15.0) _status_table(bot=MagicMock(), update=update) @@ -175,7 +175,7 @@ def test_profit_handle( msg_mock.reset_mock() # Create some test data - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() # Simulate fulfilled LIMIT_BUY order for trade @@ -224,7 +224,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade @@ -261,7 +261,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001,1) # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', @@ -323,7 +323,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): # Create some test data for _ in range(4): - create_trade(0.001) + create_trade(0.001, 1) rpc_mock.reset_mock() update.message.text = '/forcesell all' @@ -388,7 +388,7 @@ def test_performance_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade @@ -426,7 +426,7 @@ def test_daily_handle( init(default_conf, create_engine('sqlite://')) # Create some test data - create_trade(0.001) + create_trade(0.001,1) trade = Trade.query.first() assert trade @@ -479,7 +479,7 @@ def test_count_handle(default_conf, update, ticker, mocker): update_state(State.RUNNING) # Create some test data - create_trade(0.001) + create_trade(0.001,1) msg_mock.reset_mock() _count(bot=MagicMock(), update=update)