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Clarify dry-run market order slippage logic

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closes #10384
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Matthias
2024-07-03 11:26:38 +02:00
parent b18563c3bd
commit 027cd44944
1 changed files with 2 additions and 2 deletions
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docs/configuration.md
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@@ -650,9 +650,9 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
* 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 dry-run mode. * 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 dry-run mode.
* Wallets (`/balance`) are simulated based on `dry_run_wallet`. * Wallets (`/balance`) are simulated based on `dry_run_wallet`.
* Orders are simulated, and will not be posted to the exchange. * Orders are simulated, and will not be posted to the exchange.
* Market orders fill based on orderbook volume the moment the order is placed. * Market orders fill based on orderbook volume the moment the order is placed, with a maximum slippage of 5%.
* Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings. * Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
* Limit orders will be converted to market orders if they cross the price by more than 1%. * Limit orders will be converted to market orders if they cross the price by more than 1%, and will be filled immediately based regular market order rules (see point about Market orders above).
* In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled. * 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 kept open after bot restarts, with the assumption that they were not filled while being offline. * Open orders (not trades, which are stored in the database) are kept open after bot restarts, with the assumption that they were not filled while being offline.