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- added spread filter

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- minimum value to volume pairlist
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untoreh
2020-02-03 07:44:17 +01:00
parent 2396f35586
commit aa54fd2251
7 changed files with 132 additions and 5 deletions
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docs/configuration.md
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@@ -503,6 +503,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
* [`VolumePairList`](#volume-pair-list)
* [`PrecisionFilter`](#precision-filter)
* [`PriceFilter`](#price-pair-filter)
* [`SpreadFilter`](#spread-filter)
!!! Tip "Testing pairlists"
Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
@@ -551,6 +552,11 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
#### Spread Filter
Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
Example:
If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
### Full Pairlist example
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.