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Merge pull request #2779 from freqtrade/stoploss_market

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Stoploss on exchange for Kraken
This commit is contained in:
hroff-1902
2020-02-02 14:48:45 +03:00
committed by GitHub
parent c1897fbc48 d64751687b
commit 6594679e52
12 changed files with 264 additions and 75 deletions
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2
docs/configuration.md
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@@ -278,7 +278,7 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
The below is the default which is used if this is not configured in either strategy or configuration file.
Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
Calculation example: we bought the asset at 100$.
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.

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docs/exchanges.md
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@@ -5,7 +5,7 @@ This page combines common gotchas and informations which are exchange-specific a
## Binance
!!! Tip "Stoploss on Exchange"
Binance is currently the only exchange supporting `stoploss_on_exchange`. It provides great advantages, so we recommend to benefit from it.
Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
### Blacklists
@@ -22,6 +22,9 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
## Kraken
!!! Tip "Stoploss on Exchange"
Kraken supports `stoploss_on_exchange` and uses stop-loss-market orders. It provides great advantages, so we recommend to benefit from it, however since the resulting order is a stoploss-market order, sell-rates are not guaranteed, which makes this feature less secure than on other exchanges. This limitation is based on kraken's policy [source](https://blog.kraken.com/post/1234/announcement-delisting-pairs-and-temporary-suspension-of-advanced-order-types/) and [source2](https://blog.kraken.com/post/1494/kraken-enables-advanced-orders-and-adds-10-currency-pairs/) - which has stoploss-limit orders disabled.
### Historic Kraken data
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.

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docs/stoploss.md
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@@ -27,7 +27,7 @@ So this parameter will tell the bot how often it should update the stoploss orde
This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
!!! Note
Stoploss on exchange is only supported for Binance as of now.
Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
## Static Stop Loss