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Only allow min-stake adjustments of up to 30%

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fix #5856
This commit is contained in:
Matthias 2021-11-10 06:57:22 +01:00
parent 23a566b478
commit d3d17f9f8b
4 changed files with 13 additions and 3 deletions
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2
docs/configuration.md
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@ -214,7 +214,7 @@ With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)
To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit. To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
!!! Warning !!! Warning
Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange. Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange. Freqtrade adjusts the stake-amount to this value, unless it's > 30% more than the calculated/desired stake-amount - in which case the trade is rejected.
#### Tradable balance #### Tradable balance

9
freqtrade/wallets.py
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@ -255,6 +255,15 @@ class Wallets:
f"Stake amount for pair {pair} is too small " f"Stake amount for pair {pair} is too small "
f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}." f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}."
) )
if stake_amount * 1.3 < min_stake_amount:
# Top-cap stake-amount adjustments to +30%.
if self._log:
logger.info(
f"Adjusted stake amount for pair {pair} is more than 30% bigger than "
f"the desired stake ({stake_amount} * 1.3 > {max_stake_amount}), "
f"ignoring trade."
)
return 0
stake_amount = min_stake_amount stake_amount = min_stake_amount
if stake_amount > max_stake_amount: if stake_amount > max_stake_amount:

2
tests/test_freqtradebot.py
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@ -321,7 +321,7 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocke
@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [ @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
(5.0, True, True, 99), (5.0, True, True, 99),
(0.00005, True, False, 99), (0.04, True, False, 99), # Amount will be adjusted to min - which is 0.051
(0, False, True, 99), (0, False, True, 99),
(UNLIMITED_STAKE_AMOUNT, False, True, 0), (UNLIMITED_STAKE_AMOUNT, False, True, 0),
]) ])

3
tests/test_wallets.py
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@ -185,8 +185,9 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
(100, 11, 500, 100), (100, 11, 500, 100),
(1000, 11, 500, 500), # Above max-stake (1000, 11, 500, 500), # Above max-stake
(20, 15, 10, 0), # Minimum stake > max-stake (20, 15, 10, 0), # Minimum stake > max-stake
(1, 11, 100, 11), # Below min stake (9, 11, 100, 11), # Below min stake
(1, 15, 10, 0), # Below min stake and min_stake > max_stake (1, 15, 10, 0), # Below min stake and min_stake > max_stake
(20, 50, 100, 0), # Below min stake and stake * 1.3 > min_stake
]) ])
def test_validate_stake_amount(mocker, default_conf, def test_validate_stake_amount(mocker, default_conf,