Extract min stake amount from bot to exchange class

This commit is contained in:
Matthias
2021-02-02 19:47:21 +01:00
parent fa8156b321
commit cfd0bb8964
4 changed files with 170 additions and 171 deletions

View File

@@ -17,7 +17,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
decimal_to_precision)
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, RetryableOrderError,
@@ -490,6 +490,41 @@ class Exchange:
else:
return 1 / pow(10, precision)
def get_min_pair_stake_amount(self, pair: str, price: float,
stoploss: float) -> Optional[float]:
try:
market = self.markets[pair]
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
if 'limits' not in market:
return None
min_stake_amounts = []
limits = market['limits']
if ('cost' in limits and 'min' in limits['cost']
and limits['cost']['min'] is not None):
min_stake_amounts.append(limits['cost']['min'])
if ('amount' in limits and 'min' in limits['amount']
and limits['amount']['min'] is not None):
min_stake_amounts.append(limits['amount']['min'] * price)
if not min_stake_amounts:
return None
# reserve some percent defined in config (5% default) + stoploss
amount_reserve_percent = 1.0 - self._config.get('amount_reserve_percent',
DEFAULT_AMOUNT_RESERVE_PERCENT)
amount_reserve_percent += stoploss
# it should not be more than 50%
amount_reserve_percent = max(amount_reserve_percent, 0.5)
# The value returned should satisfy both limits: for amount (base currency) and
# for cost (quote, stake currency), so max() is used here.
# See also #2575 at github.
return max(min_stake_amounts) / amount_reserve_percent
def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
rate: float, params: Dict = {}) -> Dict[str, Any]:
order_id = f'dry_run_{side}_{datetime.now().timestamp()}'