Fix calculation error for min-trade-stake

docs/configuration.md

@@ -156,6 +156,23 @@ Values set in the configuration file always overwrite values set in the strategy
 
 There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
 
+#### Minimum trade stake
+
+The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.4$.
+
+The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
+This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
+
+To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
+
+With a stoploss of 10% - we'd therefore end up with a value of ~13.8$ (`12 * (1 + 0.05 + 0.1)`).
+
+To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
+
+!!! Warning
+    Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
+
 #### Available balance
 
 By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.

freqtrade/exchange/exchange.py

@@ -531,16 +531,16 @@ class Exchange:
             return None
 
         # reserve some percent defined in config (5% default) + stoploss
-        amount_reserve_percent = 1.0 - self._config.get('amount_reserve_percent',
+        amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
-        amount_reserve_percent += stoploss
+        amount_reserve_percent += abs(stoploss)
         # it should not be more than 50%
-        amount_reserve_percent = max(amount_reserve_percent, 0.5)
+        amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
 
         # The value returned should satisfy both limits: for amount (base currency) and
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
-        return max(min_stake_amounts) / amount_reserve_percent
+        return max(min_stake_amounts) * amount_reserve_percent
 
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:

tests/exchange/test_exchange.py

@@ -1,6 +1,7 @@
 import copy
 import logging
 from datetime import datetime, timedelta, timezone
+from math import isclose
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
@@ -370,7 +371,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
-    assert result == 2 / 0.9
+    assert isclose(result, 2 * 1.1)
 
     # min amount is set
     markets["ETH/BTC"]["limits"] = {
@@ -382,7 +383,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == 2 * 2 / 0.9
+    assert isclose(result, 2 * 2 * 1.1)
 
     # min amount and cost are set (cost is minimal)
     markets["ETH/BTC"]["limits"] = {
@@ -394,7 +395,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == max(2, 2 * 2) / 0.9
+    assert isclose(result, max(2, 2 * 2) * 1.1)
 
     # min amount and cost are set (amount is minial)
     markets["ETH/BTC"]["limits"] = {
@@ -406,7 +407,14 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
-    assert result == max(8, 2 * 2) / 0.9
+    assert isclose(result, max(8, 2 * 2) * 1.1)
+
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
+    assert isclose(result, max(8, 2 * 2) * 1.45)
+
+    # Really big stoploss
+    result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
+    assert isclose(result, max(8, 2 * 2) * 1.5)
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@@ -424,7 +432,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
         PropertyMock(return_value=markets)
     )
     result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
-    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8)
+    assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) * 1.1, 8)
 
 
 def test_set_sandbox(default_conf, mocker):