From 465dc47b23bea453d4a310db53e9804caf57bb97 Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Sun, 17 Sep 2017 23:21:46 +0300
Subject: [PATCH] balance bid price between ask and last

---
 main.py               |  9 ++++++++-
 test/test_main.py     | 17 ++++++++++++++++-
 test/test_telegram.py |  3 +++
 3 files changed, 27 insertions(+), 2 deletions(-)

diff --git a/main.py b/main.py
index 493be3494..be1cee447 100755
--- a/main.py
+++ b/main.py
@@ -138,6 +138,13 @@ def handle_trade(trade: Trade) -> None:
     except ValueError:
         logger.exception('Unable to handle open order')
 
+def get_target_bid(ticker) -> float:
+    """ Calculates bid target between current ask price and last price """
+    if ticker['ask'] < ticker['last']:
+        return ticker['ask']
+    balance = _CONF['bid_strategy']['ask_last_balance']
+    return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+
 
 def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
     """
@@ -174,7 +181,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
     else:
         return None
 
-    open_rate = exchange.get_ticker(pair)['ask']
+    open_rate = get_target_bid(exchange.get_ticker(pair))
     amount = stake_amount / open_rate
     order_id = exchange.buy(pair, open_rate, amount)
 
diff --git a/test/test_main.py b/test/test_main.py
index e4ee83de3..9ff4f97f2 100644
--- a/test/test_main.py
+++ b/test/test_main.py
@@ -4,7 +4,7 @@ from unittest.mock import patch, MagicMock
 from jsonschema import validate
 
 import exchange
-from main import create_trade, handle_trade, close_trade_if_fulfilled, init
+from main import create_trade, handle_trade, close_trade_if_fulfilled, init, get_target_bid
 from misc import CONF_SCHEMA
 from persistence import Trade
 
@@ -20,6 +20,9 @@ class TestMain(unittest.TestCase):
             "720": 0.01,
             "0": 0.02
         },
+        "bid_strategy": {
+            "ask_last_balance": 0.0
+        },
         "bittrex": {
             "enabled": True,
             "key": "key",
@@ -90,6 +93,18 @@ class TestMain(unittest.TestCase):
             self.assertTrue(closed)
             self.assertEqual(trade.is_open, False)
 
+    def test_balance_fully_ask_side(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}}):
+            self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 20)
+
+    def test_balance_fully_last_side(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
+            self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 10)
+
+    def test_balance_when_last_bigger_than_ask(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
+            self.assertEqual(get_target_bid({'ask': 5, 'last': 10}), 5)
+
     @classmethod
     def setUpClass(cls):
         validate(cls.conf, CONF_SCHEMA)
diff --git a/test/test_telegram.py b/test/test_telegram.py
index 906df8e87..e7af1a876 100644
--- a/test/test_telegram.py
+++ b/test/test_telegram.py
@@ -28,6 +28,9 @@ class TestTelegram(unittest.TestCase):
             "720": 0.01,
             "0": 0.02
         },
+        "bid_strategy": {
+            "ask_last_balance": 0.0
+        },
         "bittrex": {
             "enabled": True,
             "key": "key",