def configure(cls, return_base_config=True):
""" This function is used to auto generate fields for GUI
:param return_base_config: If base config is used in addition to this configuration.
:return: List of ConfigElement(s)
"""
""" As a demonstration this template has two fields in the worker configuration. Upper and lower bound.
Documentation of ConfigElements can be found from base.py.
"""
return StrategyBase.configure(return_base_config) + [
ConfigElement('lower_bound', 'float', 1, 'Lower bound',
'The bottom price in the range',
(0, 10000000, 8, '')),
ConfigElement('upper_bound', 'float', 10, 'Upper bound',
'The top price in the range', (0, 10000000, 8, '')),
]
def configure(cls, return_base_config=True):
return StrategyBase.configure(return_base_config) + [
ConfigElement(
'amount', 'float', 1, 'Amount',
'Fixed order size, expressed in quote asset, unless "relative order size" selected',
(0, None, 8, '')),
ConfigElement(
'relative_order_size', 'bool', False, 'Relative order size',
'Amount is expressed as a percentage of the account balance of quote/base asset',
None),
ConfigElement('spread', 'float', 5, 'Spread',
'The percentage difference between buy and sell',
(0, 100, 2, '%')),
ConfigElement(
'center_price', 'float', 0, 'Center price',
'Fixed center price expressed in base asset: base/quote',
(0, None, 8, '')),
ConfigElement(
'center_price_dynamic', 'bool', True,
'Update center price from closest market orders',
'Always calculate the middle from the closest market orders',
None),
ConfigElement(
'center_price_offset', 'bool', False,
'Center price offset based on asset balances',
'Automatically adjust orders up or down based on the imbalance of your assets',
None),
ConfigElement(
'manual_offset', 'float', 0, 'Manual center price offset',
"Manually adjust orders up or down. "
"Works independently of other offsets and doesn't override them",
(-50, 100, 2, '%')),
ConfigElement(
'reset_on_partial_fill', 'bool', True,
'Reset orders on partial fill',
'Reset orders when buy or sell order is partially filled',
None),
ConfigElement(
'partial_fill_threshold', 'float', 30, 'Fill threshold',
'Order fill threshold to reset orders', (0, 100, 2, '%')),
ConfigElement(
'reset_on_price_change', 'bool', False,
'Reset orders on center price change',
'Reset orders when center price is changed more than threshold',
None),
ConfigElement(
'price_change_threshold', 'float', 2, 'Price change threshold',
'Define center price threshold to react on', (0, 100, 2, '%')),
ConfigElement(
'custom_expiration', 'bool', False, 'Custom expiration',
'Override order expiration time to trigger a reset', None),
ConfigElement(
'expiration_time', 'int', 157680000, 'Order expiration time',
'Define custom order expiration time to force orders reset more often, seconds',
(30, 157680000, ''))
]
def configure(cls, return_base_config=True):
return StrategyBase.configure(return_base_config) + [
ConfigElement('external_price_source', 'choice', EXCHANGES[0], 'External price source',
'The bot will try to get price information from this source', EXCHANGES),
ConfigElement('external_feed', 'bool', False, 'External price feed',
'Use external reference price instead of center price acquired from the market', None),
ConfigElement('amount', 'float', 1, 'Amount',
'Fixed order size, expressed in quote asset, unless "relative order size" selected',
(0, None, 8, '')),
ConfigElement('relative_order_size', 'bool', False, 'Relative order size',
'Amount is expressed as a percentage of the account balance of quote/base asset', None),
ConfigElement('spread', 'float', 5, 'Spread',
'The percentage difference between buy and sell', (0, 100, 2, '%')),
ConfigElement('dynamic_spread', 'bool', False, 'Dynamic spread',
'Enable dynamic spread which overrides the spread field', None),
ConfigElement('market_depth_amount', 'float', 0, 'Market depth',
'From which depth will market spread be measured? (QUOTE amount)',
(0.00000001, 1000000000, 8, '')),
ConfigElement('dynamic_spread_factor', 'float', 1, 'Dynamic spread factor',
'How many percent will own spread be compared to market spread?',
(0.01, 1000, 2, '%')),
ConfigElement('center_price', 'float', 0, 'Center price',
'Fixed center price expressed in base asset: base/quote', (0, None, 8, '')),
ConfigElement('center_price_dynamic', 'bool', True, 'Measure center price from market orders',
'Estimate the center from closest opposite orders or from a depth', None),
ConfigElement('center_price_depth', 'float', 0, 'Measurement depth',
'Cumulative quote amount from which depth center price will be measured',
(0.00000001, 1000000000, 8, '')),
ConfigElement('center_price_offset', 'bool', False, 'Center price offset based on asset balances',
'Automatically adjust orders up or down based on the imbalance of your assets', None),
ConfigElement('manual_offset', 'float', 0, 'Manual center price offset',
"Manually adjust orders up or down. "
"Works independently of other offsets and doesn't override them", (-50, 100, 2, '%')),
ConfigElement('reset_on_partial_fill', 'bool', True, 'Reset orders on partial fill',
'Reset orders when buy or sell order is partially filled', None),
ConfigElement('partial_fill_threshold', 'float', 30, 'Fill threshold',
'Order fill threshold to reset orders', (0, 100, 2, '%')),
ConfigElement('reset_on_price_change', 'bool', False, 'Reset orders on center price change',
'Reset orders when center price is changed more than threshold '
'(set False for external feeds)', None),
ConfigElement('price_change_threshold', 'float', 2, 'Price change threshold',
'Define center price threshold to react on', (0, 100, 2, '%')),
ConfigElement('custom_expiration', 'bool', False, 'Custom expiration',
'Override order expiration time to trigger a reset', None),
ConfigElement('expiration_time', 'int', 157680000, 'Order expiration time',
'Define custom order expiration time to force orders reset more often, seconds',
(30, 157680000, ''))
]