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apply stop-reserve to minimum limits only when necessary

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it's unnecessary for amount - but necessary for Cost / price limits.
This commit is contained in:
Matthias
2023-04-02 17:10:04 +02:00
parent e6a125719e
commit a3acdd5240
3 changed files with 19 additions and 15 deletions
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26
freqtrade/exchange/exchange.py
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@@ -788,25 +788,29 @@ class Exchange:
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
# reserve some percent defined in config (5% default) + stoploss
amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
amount_reserve_percent = (
amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
)
# it should not be more than 50%
amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
if isMin:
# reserve some percent defined in config (5% default) + stoploss
margin_reserve: float = 1.0 + self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
stoploss_reserve = (
margin_reserve / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
)
# it should not be more than 50%
stoploss_reserve = max(min(stoploss_reserve, 1.5), 1)
else:
margin_reserve = 1.0
stoploss_reserve = 1.0
stake_limits = []
limits = market['limits']
if (limits['cost'][limit] is not None):
stake_limits.append(
self._contracts_to_amount(pair, limits['cost'][limit])
self._contracts_to_amount(pair, limits['cost'][limit]) * stoploss_reserve
)
if (limits['amount'][limit] is not None):
stake_limits.append(
self._contracts_to_amount(pair, limits['amount'][limit] * price)
self._contracts_to_amount(pair, limits['amount'][limit]) * price * margin_reserve
)
if not stake_limits:
@@ -816,7 +820,7 @@ class Exchange:
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return self._get_stake_amount_considering_leverage(
(max(stake_limits) * amount_reserve_percent) if isMin else min(stake_limits),
max(stake_limits) if isMin else min(stake_limits),
leverage or 1.0
)