Add wallet_size to strategy.custom_stake().

freqtrade · Jul 3, 2021 · 213bf8b · 213bf8b
1 parent 899515c
commit 213bf8b
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Showing 3 changed files with 10 additions and 5 deletions.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
@@ -484,13 +484,14 @@ def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = N
                                                                    self.strategy.stoploss)
 
         if not self.edge:
-            max_stake_amount = self.wallets._get_available_stake_amount(
-                Trade.total_open_trades_stakes())
+            tied_up_stake = Trade.total_open_trades_stakes()
+            max_stake_amount = self.wallets._get_available_stake_amount(tied_up_stake)
+            wallet_size = max_stake_amount + tied_up_stake
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=None)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=buy_limit_requested, proposed_stake=stake_amount,
-                min_stake=min_stake_amount, max_stake=max_stake_amount)
+                min_stake=min_stake_amount, max_stake=max_stake_amount, wallet_size=wallet_size)
 
             if not stake_amount or stake_amount > max_stake_amount:
                 logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
@@ -312,14 +312,17 @@ def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         except DependencyException:
             return None
 
+        tied_up_stake = Trade.total_open_trades_stakes()
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0
         max_stake_amount = self.wallets._get_available_stake_amount(
             Trade.total_open_trades_stakes())
+        wallet_size = max_stake_amount + tied_up_stake
 
         stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                              default_retval=None)(
             pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
-            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
+            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
+            wallet_size=wallet_size)
         if not stake_amount or stake_amount < min_stake_amount or \
            (stake_amount or 0) > max_stake_amount:
             logger.error(f'Strategy requested stake amount to be {stake_amount}, while stake '

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
@@ -305,7 +305,7 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
 
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
-                            **kwargs) -> float:
+                            wallet_size: float, **kwargs) -> float:
         """
         Customize stake size for each new trade. This method is not called when edge module is
         enabled.
@@ -316,6 +316,7 @@ def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: f
         :param proposed_stake: A stake amount proposed by the bot.
         :param min_stake: Minimal stake size allowed by exchange.
         :param max_stake: Balance available for trading.
+        :param wallet_size: Size of wallet, including tied up funds.
         :return: A stake size, which is between min_stake and max_stake.
         """
         return proposed_stake