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introduction of new config with docs

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This commit is contained in:
Yazeed Al Oyoun 2020-02-04 03:19:56 +01:00
parent d457d43999
commit c77a6addf5
8 changed files with 64 additions and 43 deletions
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1
config.json.example
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@ -13,6 +13,7 @@
},
"bid_strategy": {
"ask_last_balance": 0.0,
"timeout_even_if_buy_signal_valid": true,
"use_order_book": false,
"order_book_top": 1,
"check_depth_of_market": {

1
config_binance.json.example
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@ -13,6 +13,7 @@
},
"bid_strategy": {
"use_order_book": false,
"timeout_even_if_buy_signal_valid": true,
"ask_last_balance": 0.0,
"order_book_top": 1,
"check_depth_of_market": {

1
config_full.json.example
View File

@ -26,6 +26,7 @@
},
"bid_strategy": {
"use_order_book": false,
"timeout_even_if_buy_signal_valid": true,
"ask_last_balance": 0.0,
"order_book_top": 1,
"check_depth_of_market": {

1
config_kraken.json.example
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@ -13,6 +13,7 @@
},
"bid_strategy": {
"use_order_book": false,
"timeout_even_if_buy_signal_valid": true,
"ask_last_balance": 0.0,
"order_book_top": 1,
"check_depth_of_market": {

1
docs/configuration.md
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@ -61,6 +61,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
| `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> ***Datatype:*** *Integer*
| `bid_strategy.ask_last_balance` | **Required.** Set the bidding price. More information [below](#buy-price-without-orderbook).
| `bid_strategy.timeout_even_if_buy_signal_valid` | **Required.** Choose whether you would prefer buy orders to [timeout even if buy signal was still valid](#timeout-even-if-buy-signal-valid). If false, your buy orders will not timeout and will ignore your unfilledtimeout for buy orders, so use this option wisely. <br>*Defaults to `true`.* <br> ***Datatype:*** *Boolean*
| `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> ***Datatype:*** *Boolean*
| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.* <br> ***Datatype:*** *Positive Integer*
| `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*

17
freqtrade/constants.py
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@ -76,7 +76,7 @@ CONF_SCHEMA = {
'amend_last_stake_amount': {'type': 'boolean', 'default': False},
'last_stake_amount_min_ratio': {
'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
},
},
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'},
'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
@ -109,15 +109,16 @@ CONF_SCHEMA = {
'minimum': 0,
'maximum': 1,
'exclusiveMaximum': False,
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
'check_depth_of_market': {
'type': 'object',
'properties': {
},
'timeout_even_if_buy_signal_valid': {'type': 'boolean'},
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'integer', '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']

84
freqtrade/freqtradebot.py
View File

@ -845,44 +845,58 @@ class FreqtradeBot:
:return: True if order was fully cancelled
"""
reason = "cancelled due to timeout"
if order['status'] != 'canceled':
corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
reason = "canceled on Exchange"
if corder.get('remaining', order['remaining']) == order['amount']:
# if trade is not partially completed, just delete the trade
self.handle_buy_order_full_cancel(trade, reason)
return True
# running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
# to the order dict aquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
trade.stake_amount = trade.amount * trade.open_rate
# verify if fees were taken from amount to avoid problems during selling
try:
new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
trade.amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
trade.amount = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price()
except DependencyException as e:
logger.warning("Could not update trade amount: %s", e)
# get config for bid strategy
config_bid_strategy = self.config.get('bid_strategy', {})
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Remaining buy order for {trade.pair} cancelled due to timeout'
})
return False
# proceed to cancel buy order by timeout if timeout_even_if_buy_signal_valid
# is true (original behaviour) -OR-
# cancel buy order only if buying condition is no longer valid OR if there's
# a sell signal present
if config_bid_strategy.get('timeout_even_if_buy_signal_valid', True) or (not buy or sell):
if order['status'] != 'canceled':
corder = self.exchange.cancel_order(trade.open_order_id, trade.pair)
else:
# Order was cancelled already, so we can reuse the existing dict
corder = order
reason = "canceled on exchange"
if corder.get('remaining', order['remaining']) == order['amount']:
# if trade is not partially completed, just delete the trade
self.handle_buy_order_full_cancel(trade, reason)
return True
# if trade is partially complete, edit the stake details for the trade
# and close the order
# cancel_order may not contain the full order dict, so we need to fallback
# to the order dict aquired before cancelling.
# we need to fall back to the values from order if corder does not contain these keys.
trade.amount = order['amount'] - corder.get('remaining', order['remaining'])
trade.stake_amount = trade.amount * trade.open_rate
# verify if fees were taken from amount to avoid problems during selling
try:
new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order,
trade.amount)
if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
trade.amount = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
trade.recalc_open_trade_price()
except DependencyException as e:
logger.warning("Could not update trade amount: %s", e)
trade.open_order_id = None
logger.info(f"Partial buy order timeout for {trade.pair}")
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f"Remaining buy order for {trade.pair} cancelled due to timeout"
})
return False
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
"""

1
tests/conftest.py
View File

@ -216,6 +216,7 @@ def default_conf(testdatadir):
},
"bid_strategy": {
"ask_last_balance": 0.0,
"timeout_even_if_buy_signal_valid": True,
"use_order_book": False,
"order_book_top": 1,
"check_depth_of_market": {