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Merge pull request #7298 from freqtrade/tif_align

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align TimeInForce to ccxt usage
This commit is contained in:
Matthias
2022-08-29 06:36:51 +02:00
committed by GitHub
parent 8be8a12cc4 c61b986c3d
commit 4def3678b7
19 changed files with 58 additions and 52 deletions
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17
docs/configuration.md
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@@ -525,21 +525,28 @@ It means if the order is not executed immediately AND fully then it is cancelled
It is the same as FOK (above) except it can be partially fulfilled. The remaining part
is automatically cancelled by the exchange.
The `order_time_in_force` parameter contains a dict with buy and sell time in force policy values.
**PO (Post only):**
Post only order. The order is either placed as a maker order, or it is canceled.
This means the order must be placed on orderbook for at at least time in an unfilled state.
#### time_in_force config
The `order_time_in_force` parameter contains a dict with entry and exit time in force policy values.
This can be set in the configuration file or in the strategy.
Values set in the configuration file overwrites values set in the strategy.
The possible values are: `gtc` (default), `fok` or `ioc`.
The possible values are: `GTC` (default), `FOK` or `IOC`.
``` python
"order_time_in_force": {
"entry": "gtc",
"exit": "gtc"
"entry": "GTC",
"exit": "GTC"
},
```
!!! Warning
This is ongoing work. For now, it is supported only for binance and kucoin.
This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### What values can be used for fiat_display_currency?

2
docs/exchanges.md
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@@ -278,7 +278,7 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
"exchange": {
"name": "kraken",
"_ft_has_params": {
"order_time_in_force": ["gtc", "fok"],
"order_time_in_force": ["GTC", "FOK"],
"ohlcv_candle_limit": 200
}
//...

4
docs/strategy_migration.md
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@@ -332,8 +332,8 @@ After:
``` python hl_lines="2 3"
order_time_in_force: Dict = {
"entry": "gtc",
"exit": "gtc",
"entry": "GTC",
"exit": "GTC",
}
```