def _get_limit_price_from_risk(self, eval_note):
if eval_note > 0:
if self.USE_CLOSE_TO_CURRENT_PRICE:
return 1 + self.CLOSE_TO_CURRENT_PRICE_DEFAULT_RATIO
factor = self.SELL_LIMIT_ORDER_MIN_PERCENT + \
((1 - abs(eval_note) + 1 - self.trader.risk) * self.LIMIT_ORDER_ATTENUATION)
return trading_modes.check_factor(self.SELL_LIMIT_ORDER_MIN_PERCENT,
self.SELL_LIMIT_ORDER_MAX_PERCENT, factor)
else:
if self.USE_CLOSE_TO_CURRENT_PRICE:
return 1 - self.CLOSE_TO_CURRENT_PRICE_DEFAULT_RATIO
factor = self.BUY_LIMIT_ORDER_MAX_PERCENT - \
((1 - abs(eval_note) + 1 - self.trader.risk) * self.LIMIT_ORDER_ATTENUATION)
return trading_modes.check_factor(self.BUY_LIMIT_ORDER_MIN_PERCENT,
self.BUY_LIMIT_ORDER_MAX_PERCENT, factor)
def _get_market_quantity_from_risk(self, eval_note, quantity, quote, selling=False):
weighted_risk = self.trader.risk * self.QUANTITY_RISK_WEIGHT
ref_market = self.exchange_manager.exchange_personal_data.portfolio_manager.reference_market
if (selling and quote != ref_market) or (not selling and quote == ref_market):
weighted_risk *= self.SELL_MULTIPLIER
factor = self.QUANTITY_MARKET_MIN_PERCENT + (
(abs(eval_note) + weighted_risk) * self.QUANTITY_MARKET_ATTENUATION)
checked_factor = trading_modes.check_factor(self.QUANTITY_MARKET_MIN_PERCENT,
self.QUANTITY_MARKET_MAX_PERCENT, factor)
return checked_factor * quantity
def _get_buy_limit_quantity_from_risk(self, eval_note, quantity, quote):
if self.BUY_WITH_MAXIMUM_SIZE_ORDERS:
return quantity
weighted_risk = self.trader.risk * self.QUANTITY_RISK_WEIGHT
# consider buy quantity like a sell if quote is the reference market
if quote == self.exchange_manager.exchange_personal_data.portfolio_manager.reference_market:
weighted_risk *= self.SELL_MULTIPLIER
factor = self.QUANTITY_MIN_PERCENT + ((abs(eval_note) + weighted_risk) * self.QUANTITY_ATTENUATION)
checked_factor = trading_modes.check_factor(self.QUANTITY_MIN_PERCENT, self.QUANTITY_MAX_PERCENT,
factor)
return checked_factor * quantity
async def _get_sell_limit_quantity_from_risk(self, eval_note, quantity, quote):
if self.SELL_WITH_MAXIMUM_SIZE_ORDERS:
return quantity
weighted_risk = self.trader.risk * self.QUANTITY_RISK_WEIGHT
# consider sell quantity like a buy if base is the reference market
if quote != self.exchange_manager.exchange_personal_data.portfolio_manager.reference_market:
weighted_risk *= self.SELL_MULTIPLIER
if await self._get_ratio(quote) < self.FULL_SELL_MIN_RATIO:
return quantity
factor = self.QUANTITY_MIN_PERCENT + ((abs(eval_note) + weighted_risk) * self.QUANTITY_ATTENUATION)
checked_factor = trading_modes.check_factor(self.QUANTITY_MIN_PERCENT, self.QUANTITY_MAX_PERCENT,
factor)
return checked_factor * quantity
def _get_stop_price_from_risk(self):
factor = self.STOP_LOSS_ORDER_MAX_PERCENT - (
self.trader.risk * self.STOP_LOSS_ORDER_ATTENUATION)
return trading_modes.check_factor(self.STOP_LOSS_ORDER_MIN_PERCENT,
self.STOP_LOSS_ORDER_MAX_PERCENT,
factor)