Initial steps to change bid/ask pricing to enter/exit

This commit is contained in:
Matthias
2022-03-27 18:03:49 +02:00
parent d1f61c4cf9
commit bcf326a035
30 changed files with 193 additions and 131 deletions

View File

@@ -242,6 +242,8 @@ This should be given the value of `trade.is_short`.
```
After:
``` python hl_lines="5 7"
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float:
@@ -267,6 +269,8 @@ This should be given the value of `trade.is_short`.
}
```
After:
``` python hl_lines="2 3"
order_time_in_force: Dict = {
"entry": "gtc",
@@ -291,6 +295,8 @@ This should be given the value of `trade.is_short`.
}
```
After:
``` python hl_lines="2-6"
order_types = {
"entry": "limit",
@@ -317,6 +323,8 @@ unfilledtimeout = {
}
```
After:
``` python hl_lines="2-3"
unfilledtimeout = {
"entry": 10,
@@ -325,3 +333,51 @@ unfilledtimeout = {
"unit": "minutes"
}
```
#### `order pricing`
Order pricing changed in 2 ways. `bid_strategy` was renamed to `entry_strategy` and `ask_strategy` was renamed to `exit_strategy`.
Also, price-side can now be defined as `ask`, `bid`, `same` or `other`.
Please refer to the [pricing documentation](configuration.md) for more information.
``` json hl_lines="2-3 12-13"
{
"bid_strategy": {
"price_side": "bid",
"use_order_book": true,
"order_book_top": 1,
"ask_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"ask_strategy":{
"price_side": "ask",
"use_order_book": true,
"order_book_top": 1
}
}
```
after:
``` json hl_lines="2-3 12-13"
{
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"ask_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
}
}
```