move order_book config out of experimental

config.json.example

@@ -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,
+        "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
-        }
     },
     "telegram": {
         "enabled": true,

config_full.json.example

@@ -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,
+        "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
     },
     "telegram": {
         "enabled": true,

docs/configuration.md

@@ -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`.

freqtrade/constants.py

@@ -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'},
+                '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}
-                    }
-                }
             }
         },
         'telegram': {

freqtrade/freqtradebot.py

@@ -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', {})
+        config_bid_strategy = self.config.get('bid_strategy', {})
-        if 'use_order_book' in experimental_bid_strategy and\
+        if 'use_order_book' in config_bid_strategy and\
-                experimental_bid_strategy.get('use_order_book', False):
+                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\
+                if (bidstrat_check_depth_of_market.get('enabled', False)) and\
-                        (experimental_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
+                        (bidstrat_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 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', {})
+        config_ask_strategy = self.config.get('ask_strategy', {})
-        if experimental_ask_strategy.get('use_order_book', False):
+        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_min = config_ask_strategy.get('order_book_min', 1)
-            order_book_max = experimental_ask_strategy.get('order_book_max', 1)
+            order_book_max = config_ask_strategy.get('order_book_max', 1)
 
             order_book = self.exchange.get_order_book(trade.pair, order_book_max)
 

freqtrade/tests/conftest.py

@@ -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",

freqtrade/tests/test_freqtradebot.py

@@ -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['bid_strategy']['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']['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['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    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['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 2
+    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['bid_strategy']['use_order_book'] = True
-    default_conf['experimental']['bid_strategy']['order_book_top'] = 1
+    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['ask_strategy']['use_order_book'] = True
-    default_conf['experimental']['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['experimental']['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_max'] = 2
     default_conf['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     mocker.patch.multiple(