new trader config option

changelog.txt

@@ -1,5 +1,6 @@
 2024.10.31:
 . Added an option to set the wait time before sending a new safety order.
+. Added a per-trader option to enable or disable slippage checks.
 
 2024.10.30:
 . Changes trying to catch the wrong base amount bug.

configs/trader_config.json.example

@@ -7,6 +7,7 @@
     "safety_order_scale": 0.0105,       #Size multiplier of every subsequent safety order. (check strategy documentation for more details)
     "write_logs": false,                #Write logs to file.
     "calculate_fees": true,             #Take into account the fees when calculating profits.
+    "check_slippage": true,             #Slippage checks before sending orders.
     "cleanup": true,                    #Execute the cleanup routine every trader (re)start.
     "telegram": true,                   #Send Telegram notifications.
     "tp_mode": 3,                       #Take profit mode. (check strategy documentation for more details)

todo.txt

@@ -5,7 +5,6 @@ Mandatory:
 2. Instead of giving a list of order_ids to each trader, give a list of the open orders and that's it (for easier future development, partial order fills for example)
 3. Deploying script, both for testnet and for mainnet.
 4. Maintain local orderbooks for each trading pair.
-5. Global option for slippage checks.
 
 
 Would be nice to have:

trader.py

@@ -24,6 +24,9 @@ class trader:
         self.max_short_safety_orders = 45
         if "max_short_safety_orders" in config_dict:
             self.max_short_safety_orders = config_dict["max_short_safety_orders"]
+        self.check_slippage = True
+        if "check_slippage" in self.config_dict:
+            self.check_slippage = self.config_dict["check_slippage"]
         self.start_time = int(time.time())
         self.total_amount_of_quote=0
         self.total_amount_of_base=1
@@ -192,12 +195,13 @@ class trader:
                     return 1
             
             #check slippage
-            self.broker.logger.log_this("Checking slippage...",2,self.pair)
+            if self.check_slippage:
-            self.status_dict["pause_reason"] = "start_bot - checking slippage"
+                self.broker.logger.log_this("Checking slippage...",2,self.pair)
-            if self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.config_dict["order_size"]):
+                self.status_dict["pause_reason"] = "start_bot - checking slippage"
-                #Slippage threshold exceeded
+                if self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.config_dict["order_size"]):
-                self.broker.logger.log_this("Slippage threshold exceeded",1,self.pair)
+                    #Slippage threshold exceeded
-                return 3
+                    self.broker.logger.log_this("Slippage threshold exceeded",1,self.pair)
+                    return 3
         
         self.status_dict["pause_reason"] = "start_bot - after slippage"
         self.status_dict["order_size"] = self.config_dict["order_size"]
@@ -914,22 +918,23 @@ class trader:
         #self.safety_order_index = 0
         self.config_dict = self.reload_config_dict()
         
-        self.broker.logger.log_this("Checking slippage...",2,self.pair)
+        if self.check_slippage:
-        price_to_compare = self.broker.get_top_bid_price(self.pair) if self.is_short else self.broker.get_top_ask_price(self.pair)
+            self.broker.logger.log_this("Checking slippage...",2,self.pair)
-        if abs(filled_order["price"]-price_to_compare)/filled_order["price"]>self.broker.get_slippage_default_threshold():
+            price_to_compare = self.broker.get_top_bid_price(self.pair) if self.is_short else self.broker.get_top_ask_price(self.pair)
-            self.broker.logger.log_this(f"Slippage threshold exceeded, waiting for cooldown and restarting pair",1,self.pair)
+            if abs(filled_order["price"]-price_to_compare)/filled_order["price"]>self.broker.get_slippage_default_threshold():
-            time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
+                self.broker.logger.log_this(f"Slippage threshold exceeded, waiting for cooldown and restarting pair",1,self.pair)
-            #The trader is restarted by the instance instead of by itself to allow a couple of more seconds for the price to return to normal.
+                time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
-            #This could also be the default behavior.
+                #The trader is restarted by the instance instead of by itself to allow a couple of more seconds for the price to return to normal.
-            self.pause = False
+                #This could also be the default behavior.
-            self.restart = True        
+                self.pause = False
-            return 1
+                self.restart = True        
-        elif self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.config_dict["order_size"],filled_order["price"]):
+                return 1
-            self.broker.logger.log_this(f"Orderbook depth not sufficient, waiting for cooldown and restarting pair",1,self.pair)
+            elif self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.config_dict["order_size"],filled_order["price"]):
-            time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
+                self.broker.logger.log_this(f"Orderbook depth not sufficient, waiting for cooldown and restarting pair",1,self.pair)
-            self.pause = False
+                time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
-            self.restart = True
+                self.pause = False
-            return 1
+                self.restart = True
+                return 1
         
         #Restarting the trader
         self.status_dict["pause_reason"] = "take_profit_routine - restart_bot call"