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Merge pull request #3044 from freqtrade/default_max_order_book

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order_book_max - change example setting
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hroff-1902 2020-03-10 11:17:27 +03:00 committed by GitHub
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6 changed files with 13 additions and 7 deletions
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2
config.json.example
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@ -23,7 +23,7 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9, "order_book_max": 1,
"use_sell_signal": true, "use_sell_signal": true,
"sell_profit_only": false, "sell_profit_only": false,
"ignore_roi_if_buy_signal": false "ignore_roi_if_buy_signal": false

2
config_binance.json.example
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@ -23,7 +23,7 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9, "order_book_max": 1,
"use_sell_signal": true, "use_sell_signal": true,
"sell_profit_only": false, "sell_profit_only": false,
"ignore_roi_if_buy_signal": false "ignore_roi_if_buy_signal": false

2
config_full.json.example
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@ -38,7 +38,7 @@
"price_side": "ask", "price_side": "ask",
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9, "order_book_max": 1,
"use_sell_signal": true, "use_sell_signal": true,
"sell_profit_only": false, "sell_profit_only": false,
"ignore_roi_if_buy_signal": false "ignore_roi_if_buy_signal": false

2
config_kraken.json.example
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@ -23,7 +23,7 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9, "order_book_max": 1,
"use_sell_signal": true, "use_sell_signal": true,
"sell_profit_only": false, "sell_profit_only": false,
"ignore_roi_if_buy_signal": false "ignore_roi_if_buy_signal": false

10
docs/configuration.md
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@ -536,8 +536,14 @@ The idea here is to place the sell order early, to be ahead in the queue.
A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number. A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
!!! Warning "Orderbook and stoploss_on_exchange" !!! Warning "Order_book_max > 1 - increased risks for stoplosses!"
Using `ask_strategy.order_book_max` higher than 1 may increase the risk, since an eventual [stoploss on exchange](#understand-order_types) will be needed to be cancelled as soon as the order is placed. Using `ask_strategy.order_book_max` higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual [stoploss on exchange](#understand-order_types) will be cancelled as soon as the order is placed.
Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).
!!! Warning "Order_book_max > 1 in dry-run"
Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
It is therefore advised to not use this setting for dry-runs.
#### Sell price without Orderbook enabled #### Sell price without Orderbook enabled

2
freqtrade/templates/base_config.json.j2
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@ -24,7 +24,7 @@
"price_side": "ask", "price_side": "ask",
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9, "order_book_max": 1,
"use_sell_signal": true, "use_sell_signal": true,
"sell_profit_only": false, "sell_profit_only": false,
"ignore_roi_if_buy_signal": false "ignore_roi_if_buy_signal": false