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move order_book config out of experimental

This commit is contained in:
Nullart2 2018-08-29 17:38:43 +08:00
parent 4dfaf1d284
commit b6b89a464f
7 changed files with 92 additions and 109 deletions
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29
config.json.example
View File

@ -11,7 +11,18 @@
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0
"ask_last_balance": 0.0,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
},
"exchange": {
"name": "bittrex",
@ -37,21 +48,7 @@
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
},
"bid_strategy": {
"use_order_book": false,
"order_book_top": 2,
"percent_from_top": 0
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
}
"ignore_roi_if_buy_signal": false
},
"telegram": {
"enabled": true,

29
config_full.json.example
View File

@ -20,7 +20,18 @@
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0
"ask_last_balance": 0.0,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
},
"exchange": {
"name": "bittrex",
@ -46,21 +57,7 @@
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
},
"bid_strategy": {
"use_order_book": false,
"order_book_top": 2,
"percent_from_top": 0
},
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
}s
"ignore_roi_if_buy_signal": false
},
"telegram": {
"enabled": true,

14
docs/configuration.md
View File

@ -31,6 +31,13 @@ The table below will list all configuration parameters.
| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
| `bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
| `bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
| `bid_strategy.check_depth_of_market.enabled` | false | No | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
| `experimental.check_depth_of_market.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
| `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
| `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
| `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
@ -39,13 +46,6 @@ The table below will list all configuration parameters.
| `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
| `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
| `experimental.ignore_roi_if_buy_signal` | false | No | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`
| `experimental.check_depth_of_market` | false | No | Does not sell if the % difference of buy orders and sell orders is met in Order Book.
| `experimental.bids_to_ask_delta` | 0 | No | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
| `experimental.bid_strategy.use_order_book` | false | No | Allows buying of pair using the rates in Order Book Bids.
| `experimental.bid_strategy.order_book_top` | 0 | No | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
| `experimental.ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
| `experimental.ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `experimental.ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
| `telegram.token` | token | No | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
| `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required if `telegram.enabled` is `true`.

44
freqtrade/constants.py
View File

@ -78,41 +78,35 @@ CONF_SCHEMA = {
'type': 'number',
'minimum': 0,
'maximum': 1,
'exclusiveMaximum': False
'exclusiveMaximum': False,
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
'check_depth_of_market': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
}
},
},
},
'required': ['ask_last_balance']
},
'ask_strategy': {
'type': 'object',
'properties': {
'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
}
},
'exchange': {'$ref': '#/definitions/exchange'},
'experimental': {
'type': 'object',
'properties': {
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal_true': {'type': 'boolean'},
'check_depth_of_market': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
}
},
'bid_strategy': {
'type': 'object',
'properties': {
'percent_from_top': {'type': 'number', 'minimum': 0},
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1}
}
},
'ask_strategy': {
'type': 'object',
'properties': {
'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
}
}
'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
}
},
'telegram': {

24
freqtrade/freqtradebot.py
View File

@ -247,11 +247,11 @@ class FreqtradeBot(object):
ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
used_rate = ticker_rate
experimental_bid_strategy = self.config.get('experimental', {}).get('bid_strategy', {})
if 'use_order_book' in experimental_bid_strategy and\
experimental_bid_strategy.get('use_order_book', False):
config_bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in config_bid_strategy and\
config_bid_strategy.get('use_order_book', False):
logger.info('Getting price from order book')
order_book_top = experimental_bid_strategy.get('order_book_top', 1)
order_book_top = config_bid_strategy.get('order_book_top', 1)
order_book = self.exchange.get_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
@ -359,11 +359,11 @@ class FreqtradeBot(object):
(buy, sell) = self.strategy.get_signal(_pair, interval, thistory)
if buy and not sell:
experimental_check_depth_of_market = self.config.get('experimental', {}).\
bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
get('check_depth_of_market', {})
if (experimental_check_depth_of_market.get('enabled', False)) and\
(experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
if self._check_depth_of_market_buy(_pair, experimental_check_depth_of_market):
if (bidstrat_check_depth_of_market.get('enabled', False)) and\
(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
return self.execute_buy(_pair, stake_amount)
else:
return False
@ -551,12 +551,12 @@ class FreqtradeBot(object):
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
ticker)
experimental_ask_strategy = self.config.get('experimental', {}).get('ask_strategy', {})
if experimental_ask_strategy.get('use_order_book', False):
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
logger.info('Using order book for selling...')
# logger.debug('Order book %s',orderBook)
order_book_min = experimental_ask_strategy.get('order_book_min', 1)
order_book_max = experimental_ask_strategy.get('order_book_max', 1)
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
order_book = self.exchange.get_order_book(trade.pair, order_book_max)

29
freqtrade/tests/conftest.py
View File

@ -102,7 +102,18 @@ def default_conf():
"sell": 30
},
"bid_strategy": {
"ask_last_balance": 0.0
"ask_last_balance": 0.0,
"use_order_book": False,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": False,
"bids_to_ask_delta": 1
}
},
"ask_strategy": {
"use_order_book": False,
"order_book_min": 1,
"order_book_max": 1
},
"exchange": {
"name": "bittrex",
@ -116,22 +127,6 @@ def default_conf():
"NEO/BTC"
]
},
"experimental": {
"check_depth_of_market": {
"enabled": False,
"bids_to_ask_delta": 1
},
"bid_strategy": {
"percent_from_top": 0,
"use_order_book": False,
"order_book_top": 1
},
"ask_strategy": {
"use_order_book": False,
"order_book_min": 1,
"order_book_max": 1
}
},
"telegram": {
"enabled": True,
"token": "token",

32
freqtrade/tests/test_freqtradebot.py
View File

@ -1889,8 +1889,8 @@ def test_get_real_amount_open_trade(default_conf, mocker):
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
order_book_l2):
default_conf['experimental']['check_depth_of_market']['enabled'] = True
default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
patch_RPCManager(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
@ -1924,9 +1924,9 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
fee, markets, mocker, order_book_l2):
default_conf['experimental']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
patch_RPCManager(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
@ -1958,8 +1958,8 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets)
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 2
default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
@ -1979,8 +1979,8 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets)
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 2
default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
@ -2000,8 +2000,8 @@ def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets)
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 1
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 1
default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
@ -2022,12 +2022,12 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets)
)
default_conf['telegram']['enabled'] = False
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence function will return false
default_conf['experimental']['check_depth_of_market']['bids_to_ask_delta'] = 100
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
freqtrade = FreqtradeBot(default_conf)
conf = default_conf['experimental']['check_depth_of_market']
conf = default_conf['bid_strategy']['check_depth_of_market']
assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
@ -2038,9 +2038,9 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['ask_strategy']['use_order_book'] = True
default_conf['experimental']['ask_strategy']['order_book_min'] = 1
default_conf['experimental']['ask_strategy']['order_book_max'] = 2
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
default_conf['telegram']['enabled'] = False
patch_RPCManager(mocker)
mocker.patch.multiple(