Merge branch 'release/0.10.0'

.travis.yml

@@ -1,28 +1,27 @@
 sudo: false
 os:
-  - linux
-
+- linux
 language: python
 python:
-    - 3.6
-    - nightly
+- 3.6
+- nightly
 matrix:
   allow_failures:
   - python: nightly
-
 addons:
   apt:
     packages:
     - libelf-dev
     - libdw-dev
     - binutils-dev
-
 install:
-  - wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
-  - tar zxvf ta-lib-0.4.0-src.tar.gz
-  - cd ta-lib && ./configure && sudo make && sudo make install && cd ..
-  - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-  - pip install -r requirements.txt
-
+- wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+- tar zxvf ta-lib-0.4.0-src.tar.gz
+- cd ta-lib && ./configure && sudo make && sudo make install && cd ..
+- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
+- pip install -r requirements.txt
 script:
-  - python -m unittest
+- python -m unittest
+notifications:
+  slack:
+    secure: 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

README.md

@@ -44,6 +44,9 @@ profit dips below -10% for a given trade. This parameter is optional.
 Possible values are `running` or `stopped`. (default=`running`)
 If the value is `stopped` the bot has to be started with `/start` first.
 
+`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
+use the `last` price and values between those interpolate between ask and last price. Using `ask` price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary.
+
 The other values should be self-explanatory,
 if not feel free to raise a github issue.
 

analyze.py

@@ -3,7 +3,6 @@ from datetime import timedelta
 import logging
 import arrow
 import requests
-from pandas.io.json import json_normalize
 from pandas import DataFrame
 import talib.abstract as ta
 
@@ -23,7 +22,7 @@ def get_ticker(pair: str, minimum_date: arrow.Arrow) -> dict:
     }
     params = {
         'marketName': pair.replace('_', '-'),
-        'tickInterval': 'OneMin',
+        'tickInterval': 'fiveMin',
         '_': minimum_date.timestamp * 1000
     }
     data = requests.get(url, params=params, headers=headers).json()
@@ -49,19 +48,9 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
     """
     Adds several different TA indicators to the given DataFrame
     """
-    dataframe['close_30_ema'] = ta.EMA(dataframe, timeperiod=30)
-    dataframe['close_90_ema'] = ta.EMA(dataframe, timeperiod=90)
-
-    dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.2)
-
-    # calculate StochRSI
-    stochrsi = ta.STOCHRSI(dataframe)
-    dataframe['stochrsi'] = stochrsi['fastd'] # values between 0-100, not 0-1
-
-    macd = ta.MACD(dataframe)
-    dataframe['macd'] = macd['macd']
-    dataframe['macds'] = macd['macdsignal']
-    dataframe['macdh'] = macd['macdhist']
+    dataframe['ema'] = ta.EMA(dataframe, timeperiod=33)
+    dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.22)
+    dataframe['adx'] = ta.ADX(dataframe)
 
     return dataframe
 
@@ -72,13 +61,29 @@ def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
     :param dataframe: DataFrame
     :return: DataFrame with buy column
     """
+    prev_sar = dataframe['sar'].shift(1)
+    prev_close = dataframe['close'].shift(1)
+    prev_sar2 = dataframe['sar'].shift(2)
+    prev_close2 = dataframe['close'].shift(2)
+
+    # wait for stable turn from bearish to bullish market
     dataframe.loc[
-        (dataframe['stochrsi'] < 20)
-        & (dataframe['macd'] > dataframe['macds'])
-        & (dataframe['close'] > dataframe['sar']),
-        'buy'
+        (dataframe['close'] > dataframe['sar']) &
+        (prev_close > prev_sar) &
+        (prev_close2 < prev_sar2),
+        'swap'
     ] = 1
+
+    # consider prices above ema to be in upswing
+    dataframe.loc[dataframe['ema'] <= dataframe['close'], 'upswing'] = 1
+
+    dataframe.loc[
+        (dataframe['upswing'] == 1) &
+        (dataframe['swap'] == 1) &
+        (dataframe['adx'] > 25), # adx over 25 tells there's enough momentum
+        'buy'] = 1
     dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
+
     return dataframe
 
 
@@ -127,27 +132,20 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None:
     matplotlib.use("Qt5Agg")
     import matplotlib.pyplot as plt
 
-    # Three subplots sharing x axe
-    fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
+    # Two subplots sharing x axis
+    fig, (ax1, ax2) = plt.subplots(2, sharex=True)
     fig.suptitle(pair, fontsize=14, fontweight='bold')
+    ax1.plot(dataframe.index.values, dataframe['sar'], 'g_', label='pSAR')
     ax1.plot(dataframe.index.values, dataframe['close'], label='close')
-    ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(30)')
-    ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(90)')
     # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
-    ax1.plot(dataframe.index.values, dataframe['buy_price'], 'bo', label='buy')
+    ax1.plot(dataframe.index.values, dataframe['ema'], '--', label='EMA(20)')
+    ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy')
     ax1.legend()
 
-    ax2.plot(dataframe.index.values, dataframe['macd'], label='MACD')
-    ax2.plot(dataframe.index.values, dataframe['macds'], label='MACDS')
-    ax2.plot(dataframe.index.values, dataframe['macdh'], label='MACD Histogram')
-    ax2.plot(dataframe.index.values, [0] * len(dataframe.index.values))
+    ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX')
+    ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values))
     ax2.legend()
 
-    ax3.plot(dataframe.index.values, dataframe['stochrsi'], label='StochRSI')
-    ax3.plot(dataframe.index.values, [80] * len(dataframe.index.values))
-    ax3.plot(dataframe.index.values, [20] * len(dataframe.index.values))
-    ax3.legend()
-
     # Fine-tune figure; make subplots close to each other and hide x ticks for
     # all but bottom plot.
     fig.subplots_adjust(hspace=0)
@@ -158,8 +156,8 @@ def plot_dataframe(dataframe: DataFrame, pair: str) -> None:
 if __name__ == '__main__':
     # Install PYQT5==5.9 manually if you want to test this helper function
     while True:
-        pair = 'BTC_ANT'
+        test_pair = 'BTC_ANT'
         #for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']:
         #   get_buy_signal(pair)
-        plot_dataframe(analyze_ticker(pair), pair)
+        plot_dataframe(analyze_ticker(test_pair), test_pair)
         time.sleep(60)

config.json.example

@@ -9,11 +9,8 @@
         "0":  0.02
     },
     "stoploss": -0.10,
-    "poloniex": {
-        "enabled": false,
-        "key": "key",
-        "secret": "secret",
-        "pair_whitelist": []
+    "bid_strategy": {
+        "ask_last_balance": 0.0
     },
     "bittrex": {
         "enabled": true,

exchange.py

@@ -3,7 +3,6 @@ import logging
 from typing import List
 
 from bittrex.bittrex import Bittrex
-from poloniex import Poloniex
 
 logger = logging.getLogger(__name__)
 
@@ -14,7 +13,6 @@ _CONF = {}
 
 
 class Exchange(enum.Enum):
-    POLONIEX = 0
     BITTREX = 1
 
 
@@ -33,13 +31,8 @@ def init(config: dict) -> None:
     if config['dry_run']:
         logger.info('Instance is running with dry_run enabled')
 
-    use_poloniex = config.get('poloniex', {}).get('enabled', False)
     use_bittrex = config.get('bittrex', {}).get('enabled', False)
-
-    if use_poloniex:
-        EXCHANGE = Exchange.POLONIEX
-        _API = Poloniex(key=config['poloniex']['key'], secret=config['poloniex']['secret'])
-    elif use_bittrex:
+    if use_bittrex:
         EXCHANGE = Exchange.BITTREX
         _API = Bittrex(api_key=config['bittrex']['key'], api_secret=config['bittrex']['secret'])
     else:
@@ -47,9 +40,10 @@ def init(config: dict) -> None:
 
     # Check if all pairs are available
     markets = get_markets()
-    for pair in config[EXCHANGE.name.lower()]['pair_whitelist']:
+    exchange_name = EXCHANGE.name.lower()
+    for pair in config[exchange_name]['pair_whitelist']:
         if pair not in markets:
-            raise RuntimeError('Pair {} is not available at Poloniex'.format(pair))
+            raise RuntimeError('Pair {} is not available at {}'.format(pair, exchange_name))
 
 
 def buy(pair: str, rate: float, amount: float) -> str:
@@ -62,9 +56,6 @@ def buy(pair: str, rate: float, amount: float) -> str:
     """
     if _CONF['dry_run']:
         return 'dry_run'
-    elif EXCHANGE == Exchange.POLONIEX:
-        _API.buy(pair, rate, amount)
-        # TODO: return order id
     elif EXCHANGE == Exchange.BITTREX:
         data = _API.buy_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
@@ -82,9 +73,6 @@ def sell(pair: str, rate: float, amount: float) -> str:
     """
     if _CONF['dry_run']:
         return 'dry_run'
-    elif EXCHANGE == Exchange.POLONIEX:
-        _API.sell(pair, rate, amount)
-        # TODO: return order id
     elif EXCHANGE == Exchange.BITTREX:
         data = _API.sell_limit(pair.replace('_', '-'), amount, rate)
         if not data['success']:
@@ -100,9 +88,6 @@ def get_balance(currency: str) -> float:
     """
     if _CONF['dry_run']:
         return 999.9
-    elif EXCHANGE == Exchange.POLONIEX:
-        data = _API.returnBalances()
-        return float(data[currency])
     elif EXCHANGE == Exchange.BITTREX:
         data = _API.get_balance(currency)
         if not data['success']:
@@ -116,14 +101,7 @@ def get_ticker(pair: str) -> dict:
     :param pair: Pair as str, format: BTC_ETC
     :return: dict
     """
-    if EXCHANGE == Exchange.POLONIEX:
-        data = _API.returnTicker()
-        return {
-            'bid': float(data[pair]['highestBid']),
-            'ask': float(data[pair]['lowestAsk']),
-            'last': float(data[pair]['last'])
-        }
-    elif EXCHANGE == Exchange.BITTREX:
+    if EXCHANGE == Exchange.BITTREX:
         data = _API.get_ticker(pair.replace('_', '-'))
         if not data['success']:
             raise RuntimeError('BITTREX: {}'.format(data['message']))
@@ -142,8 +120,6 @@ def cancel_order(order_id: str) -> None:
     """
     if _CONF['dry_run']:
         pass
-    elif EXCHANGE == Exchange.POLONIEX:
-        raise NotImplemented('Not implemented')
     elif EXCHANGE == Exchange.BITTREX:
         data = _API.cancel(order_id)
         if not data['success']:
@@ -158,8 +134,6 @@ def get_open_orders(pair: str) -> List[dict]:
     """
     if _CONF['dry_run']:
         return []
-    elif EXCHANGE == Exchange.POLONIEX:
-        raise NotImplemented('Not implemented')
     elif EXCHANGE == Exchange.BITTREX:
         data = _API.get_open_orders(pair.replace('_', '-'))
         if not data['success']:
@@ -180,9 +154,7 @@ def get_pair_detail_url(pair: str) -> str:
     :param pair: pair as str, format: BTC_ANT
     :return: url as str
     """
-    if EXCHANGE == Exchange.POLONIEX:
-        raise NotImplemented('Not implemented')
-    elif EXCHANGE == Exchange.BITTREX:
+    if EXCHANGE == Exchange.BITTREX:
         return 'https://bittrex.com/Market/Index?MarketName={}'.format(pair.replace('_', '-'))
 
 
@@ -191,10 +163,7 @@ def get_markets() -> List[str]:
     Returns all available markets
     :return: list of all available pairs
     """
-    if EXCHANGE == Exchange.POLONIEX:
-        # TODO: implement
-        raise NotImplemented('Not implemented')
-    elif EXCHANGE == Exchange. BITTREX:
+    if EXCHANGE == Exchange. BITTREX:
         data = _API.get_markets()
         if not data['success']:
             raise RuntimeError('BITTREX: {}'.format(data['message']))

main.py

@@ -4,7 +4,7 @@ import logging
 import time
 import traceback
 from datetime import datetime
-from typing import Optional
+from typing import Dict, Optional
 
 from jsonschema import validate
 
@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
 __author__ = "gcarq"
 __copyright__ = "gcarq 2017"
 __license__ = "GPLv3"
-__version__ = "0.9.0"
+__version__ = "0.10.0"
 
 _CONF = {}
 
@@ -94,8 +94,10 @@ def execute_sell(trade: Trade, current_rate: float) -> None:
     # Get available balance
     currency = trade.pair.split('_')[1]
     balance = exchange.get_balance(currency)
+    whitelist = _CONF[trade.exchange.name.lower()]['pair_whitelist']
 
     profit = trade.exec_sell_order(current_rate, balance)
+    whitelist.append(trade.pair)
     message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
         trade.exchange.name,
         trade.pair.replace('_', '/'),
@@ -107,6 +109,28 @@ def execute_sell(trade: Trade, current_rate: float) -> None:
     telegram.send_msg(message)
 
 
+def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bool:
+    """
+    Based an earlier trade and current price and configuration, decides whether bot should sell
+    :return True if bot should sell at current rate
+    """
+    current_profit = (current_rate - trade.open_rate) / trade.open_rate
+
+    if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
+        logger.debug('Stop loss hit.')
+        return True
+
+    for duration, threshold in sorted(_CONF['minimal_roi'].items()):
+        duration, threshold = float(duration), float(threshold)
+        # Check if time matches and current rate is above threshold
+        time_diff = (current_time - trade.open_date).total_seconds() / 60
+        if time_diff > duration and current_profit > threshold:
+            return True
+
+    logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
+    return False
+
+
 def handle_trade(trade: Trade) -> None:
     """
     Sells the current pair if the threshold is reached and updates the trade record.
@@ -117,27 +141,22 @@ def handle_trade(trade: Trade) -> None:
             raise ValueError('attempt to handle closed trade: {}'.format(trade))
 
         logger.debug('Handling open trade %s ...', trade)
-        # Get current rate
+
         current_rate = exchange.get_ticker(trade.pair)['bid']
-        current_profit = 100.0 * ((current_rate - trade.open_rate) / trade.open_rate)
-
-        if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']) * 100.0:
-            logger.debug('Stop loss hit.')
+        if should_sell(trade, current_rate, datetime.utcnow()):
             execute_sell(trade, current_rate)
             return
 
-        for duration, threshold in sorted(_CONF['minimal_roi'].items()):
-            duration, threshold = float(duration), float(threshold)
-            # Check if time matches and current rate is above threshold
-            time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
-            if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate:
-                execute_sell(trade, current_rate)
-                return
-
-        logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
     except ValueError:
         logger.exception('Unable to handle open order')
 
+def get_target_bid(ticker: Dict[str, float]) -> float:
+    """ Calculates bid target between current ask price and last price """
+    if ticker['ask'] < ticker['last']:
+        return ticker['ask']
+    balance = _CONF['bid_strategy']['ask_last_balance']
+    return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
+
 
 def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
     """
@@ -148,7 +167,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
     """
     logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
     whitelist = _CONF[_exchange.name.lower()]['pair_whitelist']
-    # Check if btc_amount is fulfilled
+    # Check if stake_amount is fulfilled
     if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
         raise ValueError(
             'stake amount is not fulfilled (currency={}'.format(_CONF['stake_currency'])
@@ -174,7 +193,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
     else:
         return None
 
-    open_rate = exchange.get_ticker(pair)['ask']
+    open_rate = get_target_bid(exchange.get_ticker(pair))
     amount = stake_amount / open_rate
     order_id = exchange.buy(pair, open_rate, amount)
 
@@ -188,7 +207,7 @@ def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[
     logger.info(message)
     telegram.send_msg(message)
     return Trade(pair=pair,
-                 btc_amount=stake_amount,
+                 stake_amount=stake_amount,
                  open_rate=open_rate,
                  open_date=datetime.utcnow(),
                  amount=amount,

misc.py

@@ -48,7 +48,18 @@ CONF_SCHEMA = {
             'minProperties': 1
         },
         'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
-        'poloniex': {'$ref': '#/definitions/exchange'},
+        'bid_strategy': {
+            'type': 'object',
+            'properties': {
+                'ask_last_balance': {
+                    'type': 'number',
+                    'minimum': 0,
+                    'maximum': 1,
+                    'exclusiveMaximum': False
+                },
+            },
+            'required': ['ask_last_balance']
+        },
         'bittrex': {'$ref': '#/definitions/exchange'},
         'telegram': {
             'type': 'object',
@@ -78,7 +89,6 @@ CONF_SCHEMA = {
         }
     },
     'anyOf': [
-        {'required': ['poloniex']},
         {'required': ['bittrex']}
     ],
     'required': [
@@ -87,6 +97,7 @@ CONF_SCHEMA = {
         'stake_amount',
         'dry_run',
         'minimal_roi',
+        'bid_strategy',
         'telegram'
     ]
 }

persistence.py

@@ -49,7 +49,7 @@ class Trade(Base):
     open_rate = Column(Float, nullable=False)
     close_rate = Column(Float)
     close_profit = Column(Float)
-    btc_amount = Column(Float, nullable=False)
+    stake_amount = Column(Float, name='btc_amount', nullable=False)
     amount = Column(Float, nullable=False)
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)

requirements.txt

@@ -1,4 +1,3 @@
--e git+https://github.com/s4w3d0ff/python-poloniex.git#egg=Poloniex
 -e git+https://github.com/ericsomdahl/python-bittrex.git#egg=python-bittrex
 SQLAlchemy==1.1.13
 python-telegram-bot==7.0.1

rpc/telegram.py

@@ -157,7 +157,7 @@ def _profit(bot: Bot, update: Update) -> None:
             current_rate = exchange.get_ticker(trade.pair)['bid']
             profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
 
-        profit_amounts.append((profit / 100) * trade.btc_amount)
+        profit_amounts.append((profit / 100) * trade.stake_amount)
         profits.append(profit)
 
     best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \

test/test_backtesting.py

@@ -0,0 +1,71 @@
+# pragma pylint: disable=missing-docstring
+import unittest
+from unittest.mock import patch
+import os
+import json
+import logging
+import arrow
+from pandas import DataFrame
+from analyze import analyze_ticker
+from persistence import Trade
+from main import should_sell
+
+def print_results(results):
+    print('Made {} buys. Average profit {:.1f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
+        len(results.index),
+        results.profit.mean() * 100.0,
+        results.profit.sum(),
+        results.duration.mean()*5
+    ))
+
+class TestMain(unittest.TestCase):
+    pairs = ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay', 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc']
+    conf = {
+        "minimal_roi": {
+            "2880": 0.005,
+            "720":  0.01,
+            "0":  0.02
+        },
+        "stoploss": -0.10
+    }
+
+    @classmethod
+    def setUpClass(cls):
+        logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
+
+    @unittest.skipIf(not os.environ.get('BACKTEST', False), "slow, should be run manually")
+    def test_backtest(self):
+        trades = []
+        with patch.dict('main._CONF', self.conf):
+            for pair in self.pairs:
+                with open('test/testdata/'+pair+'.json') as data_file:
+                    data = json.load(data_file)
+
+                    with patch('analyze.get_ticker', return_value=data):
+                        with patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')):
+                            ticker = analyze_ticker(pair)
+                            # for each buy point
+                            for index, row in ticker[ticker.buy == 1].iterrows():
+                                trade = Trade(
+                                    open_rate=row['close'],
+                                    open_date=arrow.get(row['date']).datetime,
+                                    amount=1,
+                                )
+                                # calculate win/lose forwards from buy point
+                                for index2, row2 in ticker[index:].iterrows():
+                                    if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
+                                        current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
+
+                                        trades.append((pair, current_profit, index2 - index))
+                                        break
+            
+        labels = ['currency', 'profit', 'duration']
+        results = DataFrame.from_records(trades, columns=labels)
+
+        print('====================== BACKTESTING REPORT ================================')
+
+        for pair in self.pairs:
+            print('For currency {}:'.format(pair))
+            print_results(results[results.currency == pair])
+        print('TOTAL OVER ALL TRADES:')
+        print_results(results)

test/test_main.py

@@ -4,7 +4,7 @@ from unittest.mock import patch, MagicMock
 from jsonschema import validate
 
 import exchange
-from main import create_trade, handle_trade, close_trade_if_fulfilled, init
+from main import create_trade, handle_trade, close_trade_if_fulfilled, init, get_target_bid
 from misc import CONF_SCHEMA
 from persistence import Trade
 
@@ -20,11 +20,8 @@ class TestMain(unittest.TestCase):
             "720": 0.01,
             "0": 0.02
         },
-        "poloniex": {
-            "enabled": False,
-            "key": "key",
-            "secret": "secret",
-            "pair_whitelist": []
+        "bid_strategy": {
+            "ask_last_balance": 0.0
         },
         "bittrex": {
             "enabled": True,
@@ -61,7 +58,7 @@ class TestMain(unittest.TestCase):
                         self.assertEqual(trade.pair, 'BTC_ETH')
                         self.assertEqual(trade.exchange, exchange.Exchange.BITTREX)
                         self.assertEqual(trade.amount, 206.43811673387373)
-                        self.assertEqual(trade.btc_amount, 15.0)
+                        self.assertEqual(trade.stake_amount, 15.0)
                         self.assertEqual(trade.is_open, True)
                         self.assertIsNotNone(trade.open_date)
                         buy_signal.assert_called_once_with('BTC_ETH')
@@ -96,6 +93,18 @@ class TestMain(unittest.TestCase):
             self.assertTrue(closed)
             self.assertEqual(trade.is_open, False)
 
+    def test_balance_fully_ask_side(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}}):
+            self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 20)
+
+    def test_balance_fully_last_side(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
+            self.assertEqual(get_target_bid({'ask': 20, 'last': 10}), 10)
+
+    def test_balance_when_last_bigger_than_ask(self):
+        with patch.dict('main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}):
+            self.assertEqual(get_target_bid({'ask': 5, 'last': 10}), 5)
+
     @classmethod
     def setUpClass(cls):
         validate(cls.conf, CONF_SCHEMA)

test/test_persistence.py

@@ -10,7 +10,7 @@ class TestTrade(unittest.TestCase):
         with patch('main.exchange.sell', side_effect='mocked_order_id') as api_mock:
             trade = Trade(
                 pair='BTC_ETH',
-                btc_amount=1.00,
+                stake_amount=1.00,
                 open_rate=0.50,
                 amount=10.00,
                 exchange=Exchange.BITTREX,

test/test_telegram.py

@@ -28,11 +28,8 @@ class TestTelegram(unittest.TestCase):
             "720": 0.01,
             "0": 0.02
         },
-        "poloniex": {
-            "enabled": False,
-            "key": "key",
-            "secret": "secret",
-            "pair_whitelist": []
+        "bid_strategy": {
+            "ask_last_balance": 0.0
         },
         "bittrex": {
             "enabled": True,