new trader config option
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@ -1,5 +1,6 @@
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2024.10.31:
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. Added an option to set the wait time before sending a new safety order.
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. Added a per-trader option to enable or disable slippage checks.
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2024.10.30:
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. Changes trying to catch the wrong base amount bug.
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@ -7,6 +7,7 @@
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"safety_order_scale": 0.0105, #Size multiplier of every subsequent safety order. (check strategy documentation for more details)
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"write_logs": false, #Write logs to file.
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"calculate_fees": true, #Take into account the fees when calculating profits.
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"check_slippage": true, #Slippage checks before sending orders.
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"cleanup": true, #Execute the cleanup routine every trader (re)start.
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"telegram": true, #Send Telegram notifications.
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"tp_mode": 3, #Take profit mode. (check strategy documentation for more details)
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1
todo.txt
1
todo.txt
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@ -5,7 +5,6 @@ Mandatory:
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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)
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3. Deploying script, both for testnet and for mainnet.
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4. Maintain local orderbooks for each trading pair.
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5. Global option for slippage checks.
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Would be nice to have:
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@ -24,6 +24,9 @@ class trader:
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self.max_short_safety_orders = 45
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if "max_short_safety_orders" in config_dict:
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self.max_short_safety_orders = config_dict["max_short_safety_orders"]
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self.check_slippage = True
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if "check_slippage" in self.config_dict:
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self.check_slippage = self.config_dict["check_slippage"]
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self.start_time = int(time.time())
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self.total_amount_of_quote=0
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self.total_amount_of_base=1
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@ -192,6 +195,7 @@ class trader:
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return 1
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#check slippage
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if self.check_slippage:
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self.broker.logger.log_this("Checking slippage...",2,self.pair)
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self.status_dict["pause_reason"] = "start_bot - checking slippage"
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if self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.config_dict["order_size"]):
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@ -914,6 +918,7 @@ class trader:
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#self.safety_order_index = 0
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self.config_dict = self.reload_config_dict()
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if self.check_slippage:
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self.broker.logger.log_this("Checking slippage...",2,self.pair)
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price_to_compare = self.broker.get_top_bid_price(self.pair) if self.is_short else self.broker.get_top_ask_price(self.pair)
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if abs(filled_order["price"]-price_to_compare)/filled_order["price"]>self.broker.get_slippage_default_threshold():
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