lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-15 20:53:58 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
9b4a915dd0
freqtrade_origin/en/2021.3/includes/pricing/index.html

1032 lines
30 KiB
HTML
Raw Normal View History

Deployed 2cf36ca54 to 2021.3 in en with MkDocs 1.3.1 and mike 2.1.3
2024-08-20 17:59:32 +00:00
<!doctype html>
<html lang="en" class="no-js">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width,initial-scale=1">
<link rel="icon" href="../../images/logo.png">
<meta name="generator" content="mkdocs-1.3.1, mkdocs-material-7.0.6">
<title>Pricing - Freqtrade</title>
<link rel="stylesheet" href="../../assets/stylesheets/main.2c0c5eaf.min.css">
<link rel="stylesheet" href="../../assets/stylesheets/palette.7fa14f5b.min.css">
<meta name="theme-color" content="#546d78">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,400,400i,700%7CRoboto+Mono&display=fallback">
<style>:root{--md-text-font-family:"Roboto";--md-code-font-family:"Roboto Mono"}</style>
<link rel="stylesheet" href="../../stylesheets/ft.extra.css">
</head>
<body dir="ltr" data-md-color-scheme="" data-md-color-primary="blue-grey" data-md-color-accent="tear">
<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
<label class="md-overlay" for="__drawer"></label>
<div data-md-component="skip">
<a href="#prices-used-for-orders" class="md-skip">
Skip to content
</a>
</div>
<div data-md-component="announce">
</div>
<header class="md-header" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href="../.." title="Freqtrade" class="md-header__button md-logo"
aria-label="Freqtrade">
<img src="../../images/logo.png" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2z"/></svg>
</label>
<div class="md-header__title" data-md-component="header-title">
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
Freqtrade
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
<span class="md-ellipsis">
Pricing
</span>
</div>
</div>
</div>
<div class="md-header__options">
</div>
<label class="md-header__button md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
</label>
<div class="md-search" data-md-component="search" role="dialog">
<label class="md-search__overlay" for="__search"></label>
<div class="md-search__inner" role="search">
<form class="md-search__form" name="search">
<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" data-md-state="active" required>
<label class="md-search__icon md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12z"/></svg>
</label>
<button type="reset" class="md-search__icon md-icon" aria-label="Clear" tabindex="-1">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41L17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41z"/></svg>
</button>
</form>
<div class="md-search__output">
<div class="md-search__scrollwrap" data-md-scrollfix>
<div class="md-search-result" data-md-component="search-result">
<div class="md-search-result__meta">
Initializing search
</div>
<ol class="md-search-result__list"></ol>
</div>
</div>
</div>
</div>
</div>
<div class="md-header__source">
<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05L244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
</div>
<div class="md-source__repository">
GitHub
</div>
</a>
</div>
</nav>
<!-- Place this tag in your head or just before your close body tag. -->
<script async defer src="https://buttons.github.io/buttons.js"></script>
<script src="https://code.jquery.com/jquery-3.4.1.min.js"
integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
</header>
<div class="md-container" data-md-component="container">
<main class="md-main" data-md-component="main">
<div class="md-main__inner md-grid">
<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href="../.." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
<img src="../../images/logo.png" alt="logo">
</a>
Freqtrade
</label>
<div class="md-nav__source">
<a href="https://github.com/freqtrade/freqtrade" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05L244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
</div>
<div class="md-source__repository">
GitHub
</div>
</a>
</div>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../.." class="md-nav__link">
Home
</a>
</li>
<li class="md-nav__item">
<a href="../../docker_quickstart/" class="md-nav__link">
Quickstart with Docker
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
<label class="md-nav__link" for="__nav_3">
Installation
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Installation" data-md-level="1">
<label class="md-nav__title" for="__nav_3">
<span class="md-nav__icon md-icon"></span>
Installation
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../installation/" class="md-nav__link">
Linux/MacOS/Raspberry
</a>
</li>
<li class="md-nav__item">
<a href="../../windows_installation/" class="md-nav__link">
Windows
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../bot-basics/" class="md-nav__link">
Freqtrade Basics
</a>
</li>
<li class="md-nav__item">
<a href="../../configuration/" class="md-nav__link">
Configuration
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy-customization/" class="md-nav__link">
Strategy Customization
</a>
</li>
<li class="md-nav__item">
<a href="../../plugins/" class="md-nav__link">
Plugins
</a>
</li>
<li class="md-nav__item">
<a href="../../stoploss/" class="md-nav__link">
Stoploss
</a>
</li>
<li class="md-nav__item">
<a href="../../bot-usage/" class="md-nav__link">
Start the bot
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_10" type="checkbox" id="__nav_10" >
<label class="md-nav__link" for="__nav_10">
Control the bot
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Control the bot" data-md-level="1">
<label class="md-nav__title" for="__nav_10">
<span class="md-nav__icon md-icon"></span>
Control the bot
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../telegram-usage/" class="md-nav__link">
Telegram
</a>
</li>
<li class="md-nav__item">
<a href="../../rest-api/" class="md-nav__link">
REST API & FreqUI
</a>
</li>
<li class="md-nav__item">
<a href="../../webhook-config/" class="md-nav__link">
Web Hook
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../data-download/" class="md-nav__link">
Data Downloading
</a>
</li>
<li class="md-nav__item">
<a href="../../backtesting/" class="md-nav__link">
Backtesting
</a>
</li>
<li class="md-nav__item">
<a href="../../hyperopt/" class="md-nav__link">
Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../../utils/" class="md-nav__link">
Utility Sub-commands
</a>
</li>
<li class="md-nav__item">
<a href="../../plotting/" class="md-nav__link">
Plotting
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_16" type="checkbox" id="__nav_16" >
<label class="md-nav__link" for="__nav_16">
Data Analysis
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Data Analysis" data-md-level="1">
<label class="md-nav__title" for="__nav_16">
<span class="md-nav__icon md-icon"></span>
Data Analysis
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../data-analysis/" class="md-nav__link">
Jupyter Notebooks
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy_analysis_example/" class="md-nav__link">
Strategy analysis
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../exchanges/" class="md-nav__link">
Exchange-specific Notes
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_18" type="checkbox" id="__nav_18" >
<label class="md-nav__link" for="__nav_18">
Advanced Topics
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Advanced Topics" data-md-level="1">
<label class="md-nav__title" for="__nav_18">
<span class="md-nav__icon md-icon"></span>
Advanced Topics
</label>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="../../advanced-setup/" class="md-nav__link">
Advanced Post-installation Tasks
</a>
</li>
<li class="md-nav__item">
<a href="../../edge/" class="md-nav__link">
Edge Positioning
</a>
</li>
<li class="md-nav__item">
<a href="../../strategy-advanced/" class="md-nav__link">
Advanced Strategy
</a>
</li>
<li class="md-nav__item">
<a href="../../advanced-hyperopt/" class="md-nav__link">
Advanced Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../../sandbox-testing/" class="md-nav__link">
Sandbox Testing
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../../faq/" class="md-nav__link">
FAQ
</a>
</li>
<li class="md-nav__item">
<a href="../../sql_cheatsheet/" class="md-nav__link">
SQL Cheat-sheet
</a>
</li>
<li class="md-nav__item">
<a href="../../updating/" class="md-nav__link">
Updating Freqtrade
</a>
</li>
<li class="md-nav__item">
<a href="../../deprecated/" class="md-nav__link">
Deprecated Features
</a>
</li>
<li class="md-nav__item">
<a href="../../developer/" class="md-nav__link">
Contributors Guide
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
<label class="md-nav__title" for="__toc">
<span class="md-nav__icon md-icon"></span>
Table of contents
</label>
<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
<li class="md-nav__item">
<a href="#prices-used-for-orders" class="md-nav__link">
Prices used for orders
</a>
<nav class="md-nav" aria-label="Prices used for orders">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#buy-price" class="md-nav__link">
Buy price
</a>
<nav class="md-nav" aria-label="Buy price">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#check-depth-of-market" class="md-nav__link">
Check depth of market
</a>
</li>
<li class="md-nav__item">
<a href="#buy-price-side" class="md-nav__link">
Buy price side
</a>
</li>
<li class="md-nav__item">
<a href="#buy-price-with-orderbook-enabled" class="md-nav__link">
Buy price with Orderbook enabled
</a>
</li>
<li class="md-nav__item">
<a href="#buy-price-without-orderbook-enabled" class="md-nav__link">
Buy price without Orderbook enabled
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#sell-price" class="md-nav__link">
Sell price
</a>
<nav class="md-nav" aria-label="Sell price">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#sell-price-side" class="md-nav__link">
Sell price side
</a>
</li>
<li class="md-nav__item">
<a href="#sell-price-with-orderbook-enabled" class="md-nav__link">
Sell price with Orderbook enabled
</a>
</li>
<li class="md-nav__item">
<a href="#sell-price-without-orderbook-enabled" class="md-nav__link">
Sell price without Orderbook enabled
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="#market-order-pricing" class="md-nav__link">
Market order pricing
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<a href="https://github.com/freqtrade/freqtrade/edit/master/docs/includes/pricing.md" title="Edit this page" class="md-content__button md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
</a>
<h1>Pricing</h1>
<h2 id="prices-used-for-orders">Prices used for orders<a class="headerlink" href="#prices-used-for-orders" title="Permanent link">&para;</a></h2>
<p>Prices for regular orders can be controlled via the parameter structures <code>bid_strategy</code> for buying and <code>ask_strategy</code> for selling.
Prices are always retrieved right before an order is placed, either by querying the exchange tickers or by using the orderbook data.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function <code>fetch_order_book()</code>, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's <code>fetch_ticker()</code>/<code>fetch_tickers()</code> functions. Refer to the ccxt library <a href="https://github.com/ccxt/ccxt/wiki/Manual#market-data">documentation</a> for more details.</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Using market orders</p>
<p>Please read the section <a href="#market-order-pricing">Market order pricing</a> section when using market orders.</p>
</div>
<h3 id="buy-price">Buy price<a class="headerlink" href="#buy-price" title="Permanent link">&para;</a></h3>
<h4 id="check-depth-of-market">Check depth of market<a class="headerlink" href="#check-depth-of-market" title="Permanent link">&para;</a></h4>
<p>When check depth of market is enabled (<code>bid_strategy.check_depth_of_market.enabled=True</code>), the buy signals are filtered based on the orderbook depth (sum of all amounts) for each orderbook side.</p>
<p>Orderbook <code>bid</code> (buy) side depth is then divided by the orderbook <code>ask</code> (sell) side depth and the resulting delta is compared to the value of the <code>bid_strategy.check_depth_of_market.bids_to_ask_delta</code> parameter. The buy order is only executed if the orderbook delta is greater than or equal to the configured delta value.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>A delta value below 1 means that <code>ask</code> (sell) orderbook side depth is greater than the depth of the <code>bid</code> (buy) orderbook side, while a value greater than 1 means opposite (depth of the buy side is higher than the depth of the sell side).</p>
</div>
<h4 id="buy-price-side">Buy price side<a class="headerlink" href="#buy-price-side" title="Permanent link">&para;</a></h4>
<p>The configuration setting <code>bid_strategy.price_side</code> defines the side of the spread the bot looks for when buying.</p>
<p>The following displays an orderbook.</p>
<p><code>explanation
...
103
102
101 # ask
-------------Current spread
99 # bid
98
97
...</code></p>
<p>If <code>bid_strategy.price_side</code> is set to <code>"bid"</code>, then the bot will use 99 as buying price.<br />
In line with that, if <code>bid_strategy.price_side</code> is set to <code>"ask"</code>, then the bot will use 101 as buying price.</p>
<p>Using <code>ask</code> price often guarantees quicker filled orders, but the bot can also end up paying more than what would have been necessary.
Taker fees instead of maker fees will most likely apply even when using limit buy orders.
Also, prices at the "ask" side of the spread are higher than prices at the "bid" side in the orderbook, so the order behaves similar to a market order (however with a maximum price).</p>
<h4 id="buy-price-with-orderbook-enabled">Buy price with Orderbook enabled<a class="headerlink" href="#buy-price-with-orderbook-enabled" title="Permanent link">&para;</a></h4>
<p>When buying with the orderbook enabled (<code>bid_strategy.use_order_book=True</code>), Freqtrade fetches the <code>bid_strategy.order_book_top</code> entries from the orderbook and then uses the entry specified as <code>bid_strategy.order_book_top</code> on the configured side (<code>bid_strategy.price_side</code>) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2<sup>nd</sup> entry in the orderbook, and so on.</p>
<h4 id="buy-price-without-orderbook-enabled">Buy price without Orderbook enabled<a class="headerlink" href="#buy-price-without-orderbook-enabled" title="Permanent link">&para;</a></h4>
<p>The following section uses <code>side</code> as the configured <code>bid_strategy.price_side</code>.</p>
<p>When not using orderbook (<code>bid_strategy.use_order_book=False</code>), Freqtrade uses the best <code>side</code> price from the ticker if it's below the <code>last</code> traded price from the ticker. Otherwise (when the <code>side</code> price is above the <code>last</code> price), it calculates a rate between <code>side</code> and <code>last</code> price.</p>
<p>The <code>bid_strategy.ask_last_balance</code> configuration parameter controls this. A value of <code>0.0</code> will use <code>side</code> price, while <code>1.0</code> will use the <code>last</code> price and values between those interpolate between ask and last price.</p>
<h3 id="sell-price">Sell price<a class="headerlink" href="#sell-price" title="Permanent link">&para;</a></h3>
<h4 id="sell-price-side">Sell price side<a class="headerlink" href="#sell-price-side" title="Permanent link">&para;</a></h4>
<p>The configuration setting <code>ask_strategy.price_side</code> defines the side of the spread the bot looks for when selling.</p>
<p>The following displays an orderbook:</p>
<p><code>explanation
...
103
102
101 # ask
-------------Current spread
99 # bid
98
97
...</code></p>
<p>If <code>ask_strategy.price_side</code> is set to <code>"ask"</code>, then the bot will use 101 as selling price.<br />
In line with that, if <code>ask_strategy.price_side</code> is set to <code>"bid"</code>, then the bot will use 99 as selling price.</p>
<h4 id="sell-price-with-orderbook-enabled">Sell price with Orderbook enabled<a class="headerlink" href="#sell-price-with-orderbook-enabled" title="Permanent link">&para;</a></h4>
<p>When selling with the orderbook enabled (<code>ask_strategy.use_order_book=True</code>), Freqtrade fetches the <code>ask_strategy.order_book_max</code> entries in the orderbook. Then each of the orderbook steps between <code>ask_strategy.order_book_min</code> and <code>ask_strategy.order_book_max</code> on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration (<code>minimal_roi</code> conditions) and the sell order is placed at the first profitable spot.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>Using <code>order_book_max</code> higher than <code>order_book_min</code> only makes sense when ask_strategy.price_side is set to <code>"ask"</code>.</p>
</div>
<p>The idea here is to place the sell order early, to be ahead in the queue.</p>
<p>A fixed slot (mirroring <code>bid_strategy.order_book_top</code>) can be defined by setting <code>ask_strategy.order_book_min</code> and <code>ask_strategy.order_book_max</code> to the same number.</p>
<div class="admonition warning">
<p class="admonition-title">Order_book_max &gt; 1 - increased risks for stoplosses!</p>
<p>Using <code>ask_strategy.order_book_max</code> higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual <a href="#understand-order_types">stoploss on exchange</a> will be cancelled as soon as the order is placed.
Also, the sell order will remain on the exchange for <code>unfilledtimeout.sell</code> (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).</p>
</div>
<div class="admonition warning">
<p class="admonition-title">Order_book_max &gt; 1 in dry-run</p>
<p>Using <code>ask_strategy.order_book_max</code> higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
It is therefore advised to not use this setting for dry-runs.</p>
</div>
<h4 id="sell-price-without-orderbook-enabled">Sell price without Orderbook enabled<a class="headerlink" href="#sell-price-without-orderbook-enabled" title="Permanent link">&para;</a></h4>
<p>When not using orderbook (<code>ask_strategy.use_order_book=False</code>), the price at the <code>ask_strategy.price_side</code> side (defaults to <code>"ask"</code>) from the ticker will be used as the sell price.</p>
<p>When not using orderbook (<code>ask_strategy.use_order_book=False</code>), Freqtrade uses the best <code>side</code> price from the ticker if it's below the <code>last</code> traded price from the ticker. Otherwise (when the <code>side</code> price is above the <code>last</code> price), it calculates a rate between <code>side</code> and <code>last</code> price.</p>
<p>The <code>ask_strategy.bid_last_balance</code> configuration parameter controls this. A value of <code>0.0</code> will use <code>side</code> price, while <code>1.0</code> will use the last price and values between those interpolate between <code>side</code> and last price.</p>
<h3 id="market-order-pricing">Market order pricing<a class="headerlink" href="#market-order-pricing" title="Permanent link">&para;</a></h3>
<p>When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
Assuming both buy and sell are using market orders, a configuration similar to the following might be used</p>
<p><code>jsonc
"order_types": {
"buy": "market",
"sell": "market"
// ...
},
"bid_strategy": {
"price_side": "ask",
// ...
},
"ask_strategy":{
"price_side": "bid",
// ...
},</code></p>
<p>Obviously, if only one side is using limit orders, different pricing combinations can be used.</p>
</article>
</div>
</div>
</main>
<footer class="md-footer">
<div class="md-footer-meta md-typeset">
<div class="md-footer-meta__inner md-grid">
<div class="md-footer-copyright">
Made with
<a href="https://squidfunk.github.io/mkdocs-material/" target="_blank" rel="noopener">
Material for MkDocs
</a>
</div>
</div>
</div>
</footer>
</div>
<div class="md-dialog" data-md-component="dialog">
<div class="md-dialog__inner md-typeset"></div>
</div>
<script id="__config" type="application/json">{"base": "../..", "features": [], "search": "../../assets/javascripts/workers/search.fb4a9340.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing"}, "version": {"provider": "mike"}}</script>
<script src="../../assets/javascripts/bundle.a1c7c35e.min.js"></script>
<script src="../../javascripts/config.js"></script>
<script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
<script src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
</body>
</html>
Reference in New Issue Copy Permalink