Implement last_stake_amount_min_ratio
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Matthias
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e94dfdeff2
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@ -6,6 +6,7 @@
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"fiat_display_currency": "USD",
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"amount_reserve_percent" : 0.05,
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"amend_last_stake_amount": false,
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"last_stake_amount_min_ratio": 0.5,
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"dry_run": false,
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"ticker_interval": "5m",
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"trailing_stop": false,
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@ -45,6 +45,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *Positive float or `"unlimited"`.*
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| `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> ***Datatype:*** *Positive float between `0.1` and `1.0`.*
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| `amend_last_stake_amount` | **Required.** Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> ***Datatype:*** *Boolean*
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| `last_stake_amount_min_ratio` | **Required.** Minimum amount that has to be left. Applies only to "last_stake_amount" if `amend_last_stake_amount=True` [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> ***Datatype:*** *Float (as ratio)*
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| `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> ***Datatype:*** *Positive Float as ratio.*
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| `ticker_interval` | The ticker interval to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> ***Datatype:*** *String*
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| `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> ***Datatype:*** *String*
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@ -149,7 +150,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
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#### Amend last stake amount
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Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3` (This example assumes `tradable_balance_ratio=1`).
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Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
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The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
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To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
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@ -163,6 +164,9 @@ In the example above this would mean:
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!!! Note
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This option only applies with [Static stake amount](#static-stake-amount) - since [Dynamic stake amount](#dynamic-stake-amount) divides the balances evenly.
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!!! Note
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The minimum last stake amount can be configured using `amend_last_stake_amount` - which defaults to 0.5 (50%). This means that the minimum stake-amount that's ever used is `stake_amount * 0.5`. This avoids very low stake-amounts, close to the minimum tradable amount.
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#### Static stake amount
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The `stake_amount` configuration statically configures the amount of stake-currency your bot will use for each trade.
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@ -80,6 +80,9 @@ CONF_SCHEMA = {
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'default': 0.99
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},
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'amend_last_stake_amount': {'type': 'boolean', 'default': False},
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'last_stake_amount_min_ratio': {
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'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
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},
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'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
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'dry_run': {'type': 'boolean'},
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'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
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@ -284,6 +287,7 @@ SCHEMA_TRADE_REQUIRED = [
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'stake_currency',
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'stake_amount',
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'tradable_balance_ratio',
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'last_stake_amount_min_ratio',
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'dry_run',
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'dry_run_wallet',
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'bid_strategy',
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@ -312,7 +312,12 @@ class FreqtradeBot:
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available_amount = self._get_available_stake_amount()
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if self.config['amend_last_stake_amount']:
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stake_amount = min(stake_amount, available_amount)
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# Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
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# Otherwise the remaining amount is too low to trade.
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if available_amount > (stake_amount * self.config['last_stake_amount_min_ratio']):
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stake_amount = min(stake_amount, available_amount)
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else:
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stake_amount = 0
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if available_amount < stake_amount:
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raise DependencyException(
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@ -140,14 +140,18 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
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assert result == default_conf['stake_amount']
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@pytest.mark.parametrize("amend_last,wallet,max_open,expected", [
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(False, 0.002, 2, [0.001, None]),
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(True, 0.002, 2, [0.001, 0.00098]),
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(False, 0.003, 3, [0.001, 0.001, None]),
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(True, 0.003, 3, [0.001, 0.001, 0.00097]),
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@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
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(False, 0.002, 2, 0.5, [0.001, None]),
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(True, 0.002, 2, 0.5, [0.001, 0.00098]),
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(False, 0.003, 3, 0.5, [0.001, 0.001, None]),
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(True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
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(False, 0.0022, 3, 0.5, [0.001, 0.001, None]),
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(True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
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(True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
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(True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
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])
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def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order,
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amend_last, wallet, max_open, expected) -> None:
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amend_last, wallet, max_open, lsamr, expected) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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@ -160,6 +164,8 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
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default_conf['dry_run_wallet'] = wallet
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default_conf['amend_last_stake_amount'] = amend_last
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default_conf['last_stake_amount_min_ratio'] = lsamr
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freqtrade = FreqtradeBot(default_conf)
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for i in range(0, max_open):
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