Commit Graph

405 Commits

Author SHA1 Message Date
Matthias e0c420b93f
Merge pull request #1550 from hroff-1902/patch-2
execute_buy, handle_trade: do not use ticker if use_order_book:true is set in config
2019-02-16 13:55:33 +01:00
hroff-1902 8fc8c985d8
logs: cosmetic changes
"30 seconds" was errorneously hardcoded in the text of the log message, while actually it's RETRY_TIMEOUT which may differ
2019-02-13 12:38:44 +03:00
hroff-1902 69a24c1272
no need for test_ticker parameter just for making current tests happy, tests should be reimplemented 2019-02-13 12:23:22 +03:00
hroff-1902 e8daadfb7e
same approach for the sell side (at handle_trade) 2019-02-13 03:54:57 +03:00
hroff-1902 91629807f7
shame on me 2019-02-13 03:17:54 +03:00
hroff-1902 f551fb5ff7
adjusted for passing tests
Don't like this test_ticker parameter, but it's needed for tests to pass prepared ticker.
Any ideas?
2019-02-13 03:14:24 +03:00
hroff-1902 e8ef36fb6e
execute_buy: do not use ticker if use_order_book:true is set in config
This PR corresponds to:
https://github.com/freqtrade/freqtrade/issues/1377#issue-386200394
in understanfing that pair Ticker is mostly statistics, but on the other side, create_trade/execute_buy.

It resolves problem with some exchanges (BitMex) where ticker structure returned by ccxt does not contain bid and ask values.

1. On exchanges like Bitmex, set use_order_book: true for buys. FT won't request ticker and will use data from order book only.
2. On exchanges where order book is not available, set use_order_book: false, ticker data (including ask/last balance logic) will be used.
3. On other exchanges, either approach may be used in the config.

Performance: current implementation fetches ticker every time even if order book data will be later used. With this change it's eliminated.

Comparison of order book rate and ticker rate is removed (in order to split fetching order book and ticker completely in execute_buy), so some tests that touch this code may require adjustments.
2019-02-13 02:55:55 +03:00
hroff-1902 5e741a0f73
fixed flake 2019-02-10 22:28:40 +03:00
hroff-1902 08d35f3e15
fix checks
Should not make cosmetic changes right in the github editor without local smoketests...
2019-02-10 22:09:11 +03:00
hroff-1902 b91981f0aa
Cosmetic: fix logging
Output stake_amount as it is defined in the config (it may by int) instead of float. In order to avoid unnecessary questions where and why it was converted to float and changed in the last digit while it should be integer for the exchange...

Other small cosmetic improvements to logging in freqtradebot.py
2019-02-10 21:31:13 +03:00
Matthias 0a71ebce68 Remove unneeded pair conversation, add docstring 2019-02-04 06:13:22 +01:00
Matthias 02c3552954 Adjust comment 2019-02-03 13:52:05 +01:00
Matthias e8ed8a2ea7 Handle orders cancelled on exchange
fix #1527
2019-02-03 13:51:52 +01:00
Samuel Husso e3ae8d3f69 flake8 3.7.1 fixes 2019-01-31 07:51:03 +02:00
Matthias ba07348b82 Rename additional_pairs to informative_pairs 2019-01-26 19:22:45 +01:00
Matthias d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Matthias 13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias e66808bb02 Add additional pairs to refresh call 2019-01-22 07:07:15 +01:00
Matthias 1e749a0f9b Rename variable to be clearer 2019-01-22 07:07:15 +01:00
Matthias 0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias b981cfcaa0 remove comment which proves untrue now 2019-01-22 07:05:09 +01:00
Matthias a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias 5ecdecd1eb remove unused local variable persistance 2019-01-22 07:04:19 +01:00
Matthias 58f1abf287 Add dp / wallets to strategy interface 2019-01-22 07:04:19 +01:00
Matthias 4ab7edd3d6 small adaptations 2019-01-22 07:04:19 +01:00
Matthias 7206287b00 Use Dataprovider 2019-01-22 07:04:19 +01:00
Matthias c2578c7321
Merge pull request #1474 from mishaker/tsl_on_exchange
Making trailing stoploss compatible with stoploss on exchange
2019-01-18 19:29:39 +01:00
misagh 70780bb01e using dict.get to fetch interval 2019-01-18 12:02:29 +01:00
misagh 75cedfafb8 unreachable code removed 2019-01-16 20:03:34 +01:00
misagh 611b48dbb9 fix return value from info hash: value is in string 2019-01-16 16:15:36 +01:00
misagh baa5cc5b9e logs enriched 2019-01-16 15:10:31 +01:00
misagh aa03a864f7 comments added for TSL on exchange function 2019-01-16 15:00:35 +01:00
misagh 6d588b3b0b trailing stop loss on exchange extracted to a separate function 2019-01-16 14:28:52 +01:00
misagh bfb7121583 refactoring handle_stoploss_on_exchange 2019-01-16 12:16:32 +01:00
misagh 29439c05d6 adding update beat test 2019-01-16 11:51:54 +01:00
misagh 1cd5abde37 removing unnecessary guard 2019-01-16 11:22:25 +01:00
misagh 12e8108015 checking params of cancel order and stop loss order 2019-01-15 15:36:41 +01:00
misagh cfe00c2f0c initial test added for TSL on exchange 2019-01-15 11:04:32 +01:00
misagh e025ad3918 temp test commit 2019-01-09 16:23:13 +01:00
misagh 1a27258469 condition fixed 2019-01-08 16:34:23 +01:00
misagh 9e133eb32e adding guard not to cancel the previous stop loss on exchange if market
is falling quickly
2019-01-08 16:31:02 +01:00
misagh aed855284c comparing with stopPrice instead of price 2019-01-08 13:44:51 +01:00
misagh 821e299afb adjusting trailing stoploss on exchange 2019-01-06 14:45:29 +01:00
misagh a5137e4fa4 comparing float instead of int 2018-12-24 11:39:11 +01:00
Misagh 1dbcab0b09
Merge pull request #1413 from freqtrade/feat/data_helpers
Feat/data helpers
2018-12-17 09:14:10 +01:00
Matthias b3bb98777b
Merge branch 'develop' into time_in_force 2018-12-17 06:37:46 +01:00
Matthias b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00
Matthias 453f62cdfa Adjust imports 2018-12-14 06:32:49 +01:00
Matthias 627ab9f583 pass around dataframe instead of list 2018-12-12 19:17:09 +01:00
misagh aa1262bea6 typo corrected 2018-12-12 13:33:03 +01:00
misagh 8d8b53f4d1 added tests for IOC and FOK 2018-12-12 13:05:55 +01:00
misagh 6018f2d252 order status handled in case of IOC and FOK 2018-12-10 18:52:24 +01:00
misagh 866b7aee8e tests fixed 2018-12-09 16:22:21 +01:00
misagh b35199a772 intermediary commit before extracting the logic 2018-12-09 15:59:05 +01:00
misagh 510f78079b conflict with develop resolved 2018-12-09 15:16:38 +01:00
Matthias 2c27736dfe
Merge pull request #1390 from freqtrade/feat/dynamic_provider
Dynamic Pairlist provider
2018-12-09 08:39:53 +01:00
Matthias aa579bafa4
Merge pull request #1365 from mishaker/edge_position
Fix edge position sizing.
2018-12-06 20:02:31 +01:00
Matthias 3e2fa58029 load pairlists via resolver 2018-12-05 20:44:56 +01:00
misagh ee26b6bcff Merge branch 'develop' into time_in_force 2018-12-05 10:57:23 +01:00
misagh d12cc39a5e some visual happyness 2018-12-04 20:59:55 +01:00
misagh 910601ba1d in case exchange doesn’t return order info … 2018-12-04 20:50:35 +01:00
misagh b7aa77acdd conflict resolved 2018-12-04 20:28:07 +01:00
Matthias 6ab907bef1 Rename config whitelist to pairlist 2018-12-04 20:24:45 +01:00
Matthias 33e9ed5a5e Print sellreason in sell-message 2018-12-04 19:58:26 +01:00
misagh e7684b446b capital in trade extracted to a separated argument 2018-12-04 17:05:35 +01:00
Matthias ef1208b366 Fix rpc messages 2018-12-03 20:31:25 +01:00
Matthias 1b3ecb8343 Deprecate --dynamic-whitelist 2018-12-03 20:00:18 +01:00
misagh 108d9a1117 function name refactored 2018-12-03 19:55:37 +01:00
misagh b5192193fd total amount passed to edge should consider open trades too 2018-12-03 19:45:00 +01:00
Matthias 3360e777a1 Fix flake adn mypy 2018-12-03 19:29:35 +01:00
Matthias d09dbfe2e6 Add volumePairList - refactor tests to correct file 2018-12-02 22:07:09 +01:00
Matthias e8fbe77ebc Refactor static whitelist to module 2018-12-02 22:07:09 +01:00
misagh 237dc8290f conflict resolved0 2018-12-01 12:00:03 +01:00
misagh 86d9457ea1 removing unnecessary variable before returning the result 2018-12-01 10:58:05 +01:00
misagh bf990ec599 test fixed and flake 2018-12-01 10:50:41 +01:00
misagh f100432fe8 conflict resolved0 2018-12-01 10:43:26 +01:00
Misagh 24f573f3b0 log "Found no sell signal for whitelisted ..." changed (#1378)
* sell log enriched and put modify on debug
2018-12-01 10:01:11 +01:00
Matthias e31963f6e1
Merge pull request #1341 from mishaker/stoploss_on_exchange
Stoploss on exchange
2018-12-01 09:46:37 +01:00
Matthias 8effcc2de5
Merge pull request #1374 from freqtrade/refactor_startupmessges
refactor startup_messages to rpc_manger
2018-11-30 19:15:00 +01:00
misagh abd88767f8 Merge branch 'develop' into edge_position 2018-11-30 17:50:06 +01:00
misagh 9d005678c3 Merge branch 'develop' into stoploss_on_exchange 2018-11-30 15:13:43 +01:00
misagh f554647efd “checking sell” message removed to debug 2018-11-30 14:14:31 +01:00
Matthias efcec736b5 refactor startup_messages to rpc_manger
this cleans up freqtradebot slightly
2018-11-29 20:02:12 +01:00
misagh 6bedcc5d79 log enriched for time in force 2018-11-29 13:22:41 +01:00
misagh e9305b6592 position size fixed 2018-11-28 15:36:32 +01:00
misagh da94e97c60 in case trade is not open, then handle_stoploss_on_exchange should not
be called
2018-11-28 13:58:53 +01:00
misagh 4ffc74d5fa if buy order is rejected or expired the bot should exit the buy loop 2018-11-27 19:05:59 +01:00
misagh 159ac6e657 edge tests fixed for position sizing 2018-11-27 14:02:34 +01:00
misagh f5a70750f0 edge real position sizing drafted 2018-11-26 21:06:32 +01:00
misagh 86354ed258 conflict resolved 2018-11-26 19:08:58 +01:00
misagh b2634e8e08 typo corrected 2018-11-26 18:28:13 +01:00
misagh 962b02b079 one last step before tests 2018-11-25 22:02:59 +01:00
misagh 890cef88ab oops, lost in git :/ 2018-11-25 21:02:58 +01:00
misagh 59fc67f85b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into develop 2018-11-25 19:48:51 +01:00
misagh 1ad5ccdfb0 dry run condition when sell occurs 2018-11-25 19:48:46 +01:00
misagh 3e29fbb17a stoploss on exchange added as a parameter to order_types 2018-11-25 17:22:56 +01:00
Matthias 200484ab8b
Merge pull request #1352 from freqtrade/combine_resolvers
Combine resolvers
2018-11-25 13:52:48 +01:00
misagh dcae3a2644 test of check_consistency added 2018-11-25 11:29:04 +01:00
misagh 266bd7b9b6 error message improved 2018-11-24 21:42:15 +01:00
misagh 519b1f00e2 adding strategy config consistency function 2018-11-24 20:12:50 +01:00
Matthias 21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
misagh fe8927136c typo 2018-11-24 18:36:07 +01:00
misagh 870631f324 1) comments added to handle_sl 2) dry-run force price removed 2018-11-24 17:32:25 +01:00
misagh 531d9ecd0c docstring added 2018-11-24 17:10:51 +01:00
misagh afd0a054b2 typo corrected 2018-11-24 17:08:12 +01:00
misagh a9ec5c6699 simplifying if conditions 2018-11-24 17:07:35 +01:00
misagh 29347a6931 adding get_free to wallet 2018-11-24 16:37:28 +01:00
misagh dedf1ff703 refactoring 2018-11-23 20:51:23 +01:00
misagh 89eb3d9f36 blank line removed 2018-11-23 20:49:00 +01:00
misagh 1c2c19b12c the complex in the life of flake8 resolved 2018-11-23 20:47:17 +01:00
misagh 9144a8f79d tests fixed 2018-11-23 20:28:01 +01:00
misagh 5ee2faa182 adding stop loss on exchange after the buy order is fulfilled not
before.
2018-11-23 19:17:36 +01:00
misagh fea77824d0 handle stop loss on exchange added 2018-11-23 15:17:36 +01:00
misagh a9f04609d3 tests fixed 2018-11-23 10:17:10 +01:00
misagh 27a6dcf3fc getting available balance from wallet instead of API call. 2018-11-22 21:23:35 +01:00
misagh 2461d86c8d dry run should consider stop loss is hit on limit price 2018-11-22 17:24:45 +01:00
misagh 3a1c378325 typing bugs 2018-11-22 17:14:22 +01:00
misagh bbe8e4e494 flake8 2018-11-22 17:07:37 +01:00
misagh da5617624c cancelling stop loss order before selling 2018-11-22 17:02:02 +01:00
misagh fad7593935 doesn’t have to create another Trade for SL. can be cumulated into the
same.
2018-11-22 16:53:50 +01:00
misagh 3b7e05e07b stop loss order added right after a buy order is executued 2018-11-22 16:26:24 +01:00
Matthias 8e62fc1c03
Merge pull request #1337 from mishaker/wallet
Wallet data structure added. it is initialized on boot then updated right after any trade happens on the exchange.
2018-11-22 06:00:49 +01:00
misagh 5b68940213 update wallet in casse order remaining is zero 2018-11-21 17:48:53 +01:00
misagh c1673aaba3 Merge branch 'develop' into fix_twice_refresh_ticker_call 2018-11-21 14:01:08 +01:00
misagh 64129897f9 refresh_ticker should be called just once per iteration. 2018-11-21 14:00:15 +01:00
misagh 003480ad90 flake indentation 2018-11-19 13:01:17 +01:00
misagh b680681b34 updating wallet at handle timeout functions too 2018-11-19 11:16:07 +01:00
misagh 608ce98e1a moving wallets to root 2018-11-18 14:38:31 +01:00
misagh f4bb203782 removing persistence update 2018-11-17 21:59:21 +01:00
misagh a0658bb504 comments added 2018-11-17 21:27:42 +01:00
misagh 12f07ee126 space removed 2018-11-17 21:26:41 +01:00
misagh b815c8fe2d updating wallets whenever a trade happens 2018-11-17 21:22:54 +01:00
misagh afe52efc8a removing wallet from freq 2018-11-17 21:17:39 +01:00
misagh 69dd56b237 wallet sync drafted 2018-11-17 18:47:13 +01:00
Matthias ef1e20bfe8 Don't add default value for ordertype
sort parameters to align with ccxt
2018-11-17 13:29:24 +01:00
Matthias 6a71f80a9e Add support for different order types 2018-11-15 06:58:24 +01:00
Matthias 23958ba96a
Merge pull request #1322 from freqtrade/feat/add_whitelist_rpc
Feat/add whitelist rpc
2018-11-14 19:13:00 +01:00
Matthias 62402351b3 Clarify volume selection for dynamic whitelist 2018-11-10 20:14:46 +01:00
misagh 617a58402f putting edge adjust function in _process not in create_trade 2018-11-09 20:52:03 +01:00
misagh e5c6499706 assigning strategy to edge from FreqtradeBot 2018-11-08 00:22:46 +01:00
misagh 3330d327ed removing reserve keyword “filter”: replaced by “adjust” 2018-11-07 19:03:08 +01:00
misagh 553e5656ac forcestoploss refactored 2018-11-07 18:12:46 +01:00
misagh 1b457e902c config initializer refactored 2018-11-06 19:45:41 +01:00
misagh 714ac6dd08 Merge branch 'develop' into money_mgt 2018-11-04 18:49:21 +01:00
Matthias 7e5fd82f25
Merge pull request #1269 from freqtrade/feat/force_buy
add /forcebuy to telgram handler
2018-11-04 09:25:13 +01:00
misagh bb791eac7e backtesting remove from import + whitespace removed 2018-11-02 19:19:28 +01:00
misagh 080ecae332 whitelist conflict resolved with develop branch 2018-11-02 18:59:31 +01:00
Matthias 2f55cbde35 fix #1298 2018-10-29 19:23:56 +01:00
Matthias 1121ec0724 don't have nb_assets as parameter - it's a config setting as any other 2018-10-28 14:43:35 +01:00
Matthias 551dc79cf7 Don't overwrite pair_whitelist in config dict
Doing that will result in an empty whitelist after a short Exchange
downtime
2018-10-28 13:15:49 +01:00