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Merge branch 'develop' into data_handler

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Matthias
2020-02-09 15:16:43 +01:00
parent 1b9af9d2d8 f41de38498
commit d65a06947d
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docs/configuration.md
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@@ -280,7 +280,7 @@ If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
The below is the default which is used if this is not configured in either strategy or configuration file.
Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1%.
`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
Calculation example: we bought the asset at 100$.
Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
@@ -505,6 +505,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
* [`VolumePairList`](#volume-pair-list)
* [`PrecisionFilter`](#precision-filter)
* [`PriceFilter`](#price-pair-filter)
* [`SpreadFilter`](#spread-filter)
!!! Tip "Testing pairlists"
Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
@@ -553,6 +554,11 @@ Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.
These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
#### Spread Filter
Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
Example:
If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005`
### Full Pairlist example
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
@@ -604,6 +610,14 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
!!! Note
A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
### Considerations for dry-run
* API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in the dry-run mode.
* Wallets (`/balance`) are simulated.
* Orders are simulated, and will not be posted to the exchange.
* In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
* Open orders (not trades, which are stored in the database) are reset on bot restart.
## Switch to production mode
In production mode, the bot will engage your money. Be careful, since a wrong