freqtrade_origin/freqtrade/configuration/config_schema.py

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# Required json-schema for user specified config
from typing import Dict
from freqtrade.constants import (
AVAILABLE_DATAHANDLERS,
AVAILABLE_PAIRLISTS,
AVAILABLE_PROTECTIONS,
BACKTEST_BREAKDOWNS,
DRY_RUN_WALLET,
EXPORT_OPTIONS,
MARGIN_MODES,
ORDERTIF_POSSIBILITIES,
ORDERTYPE_POSSIBILITIES,
PRICING_SIDES,
REQUIRED_ORDERTIF,
STOPLOSS_PRICE_TYPES,
SUPPORTED_FIAT,
TELEGRAM_SETTING_OPTIONS,
TIMEOUT_UNITS,
TRADING_MODES,
UNLIMITED_STAKE_AMOUNT,
WEBHOOK_FORMAT_OPTIONS,
)
from freqtrade.enums import RPCMessageType
__MESSAGE_TYPE_DICT: Dict[str, Dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType}
CONF_SCHEMA = {
"type": "object",
"properties": {
"max_open_trades": {"type": ["integer", "number"], "minimum": -1},
"new_pairs_days": {"type": "integer", "default": 30},
"timeframe": {"type": "string"},
"stake_currency": {"type": "string"},
"stake_amount": {
"type": ["number", "string"],
"minimum": 0.0001,
"pattern": UNLIMITED_STAKE_AMOUNT,
},
"tradable_balance_ratio": {"type": "number", "minimum": 0.0, "maximum": 1, "default": 0.99},
"available_capital": {
"type": "number",
"minimum": 0,
},
"amend_last_stake_amount": {"type": "boolean", "default": False},
"last_stake_amount_min_ratio": {
"type": "number",
"minimum": 0.0,
"maximum": 1.0,
"default": 0.5,
},
"fiat_display_currency": {"type": "string", "enum": SUPPORTED_FIAT},
"dry_run": {"type": "boolean"},
"dry_run_wallet": {"type": "number", "default": DRY_RUN_WALLET},
"cancel_open_orders_on_exit": {"type": "boolean", "default": False},
"process_only_new_candles": {"type": "boolean"},
"minimal_roi": {
"type": "object",
"patternProperties": {"^[0-9.]+$": {"type": "number"}},
},
"amount_reserve_percent": {"type": "number", "minimum": 0.0, "maximum": 0.5},
"stoploss": {"type": "number", "maximum": 0, "exclusiveMaximum": True},
"trailing_stop": {"type": "boolean"},
"trailing_stop_positive": {"type": "number", "minimum": 0, "maximum": 1},
"trailing_stop_positive_offset": {"type": "number", "minimum": 0, "maximum": 1},
"trailing_only_offset_is_reached": {"type": "boolean"},
"use_exit_signal": {"type": "boolean"},
"exit_profit_only": {"type": "boolean"},
"exit_profit_offset": {"type": "number"},
"fee": {"type": "number", "minimum": 0, "maximum": 0.1},
"ignore_roi_if_entry_signal": {"type": "boolean"},
"ignore_buying_expired_candle_after": {"type": "number"},
"trading_mode": {"type": "string", "enum": TRADING_MODES},
"margin_mode": {"type": "string", "enum": MARGIN_MODES},
"reduce_df_footprint": {"type": "boolean", "default": False},
"minimum_trade_amount": {"type": "number", "default": 10},
"targeted_trade_amount": {"type": "number", "default": 20},
"lookahead_analysis_exportfilename": {"type": "string"},
"startup_candle": {
"type": "array",
"uniqueItems": True,
"default": [199, 399, 499, 999, 1999],
},
"liquidation_buffer": {"type": "number", "minimum": 0.0, "maximum": 0.99},
"backtest_breakdown": {
"type": "array",
"items": {"type": "string", "enum": BACKTEST_BREAKDOWNS},
},
"bot_name": {"type": "string"},
"unfilledtimeout": {
"type": "object",
"properties": {
"entry": {"type": "number", "minimum": 1},
"exit": {"type": "number", "minimum": 1},
"exit_timeout_count": {"type": "number", "minimum": 0, "default": 0},
"unit": {"type": "string", "enum": TIMEOUT_UNITS, "default": "minutes"},
},
},
"entry_pricing": {
"type": "object",
"properties": {
"price_last_balance": {
"type": "number",
"minimum": 0,
"maximum": 1,
"exclusiveMaximum": False,
},
"price_side": {"type": "string", "enum": PRICING_SIDES, "default": "same"},
"use_order_book": {"type": "boolean"},
"order_book_top": {
"type": "integer",
"minimum": 1,
"maximum": 50,
},
"check_depth_of_market": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"bids_to_ask_delta": {"type": "number", "minimum": 0},
},
},
},
"required": ["price_side"],
},
"exit_pricing": {
"type": "object",
"properties": {
"price_side": {"type": "string", "enum": PRICING_SIDES, "default": "same"},
"price_last_balance": {
"type": "number",
"minimum": 0,
"maximum": 1,
"exclusiveMaximum": False,
},
"use_order_book": {"type": "boolean"},
"order_book_top": {
"type": "integer",
"minimum": 1,
"maximum": 50,
},
},
"required": ["price_side"],
},
"custom_price_max_distance_ratio": {"type": "number", "minimum": 0.0},
"order_types": {
"type": "object",
"properties": {
"entry": {"type": "string", "enum": ORDERTYPE_POSSIBILITIES},
"exit": {"type": "string", "enum": ORDERTYPE_POSSIBILITIES},
"force_exit": {"type": "string", "enum": ORDERTYPE_POSSIBILITIES},
"force_entry": {"type": "string", "enum": ORDERTYPE_POSSIBILITIES},
"emergency_exit": {
"type": "string",
"enum": ORDERTYPE_POSSIBILITIES,
"default": "market",
},
"stoploss": {"type": "string", "enum": ORDERTYPE_POSSIBILITIES},
"stoploss_on_exchange": {"type": "boolean"},
"stoploss_price_type": {"type": "string", "enum": STOPLOSS_PRICE_TYPES},
"stoploss_on_exchange_interval": {"type": "number"},
"stoploss_on_exchange_limit_ratio": {
"type": "number",
"minimum": 0.0,
"maximum": 1.0,
},
},
"required": ["entry", "exit", "stoploss", "stoploss_on_exchange"],
},
"order_time_in_force": {
"type": "object",
"properties": {
"entry": {"type": "string", "enum": ORDERTIF_POSSIBILITIES},
"exit": {"type": "string", "enum": ORDERTIF_POSSIBILITIES},
},
"required": REQUIRED_ORDERTIF,
},
"coingecko": {
"type": "object",
"properties": {
"is_demo": {"type": "boolean", "default": True},
"api_key": {"type": "string"},
},
"required": ["is_demo", "api_key"],
},
"exchange": {"$ref": "#/definitions/exchange"},
"edge": {"$ref": "#/definitions/edge"},
"freqai": {"$ref": "#/definitions/freqai"},
"external_message_consumer": {"$ref": "#/definitions/external_message_consumer"},
"experimental": {
"type": "object",
"properties": {"block_bad_exchanges": {"type": "boolean"}},
},
"pairlists": {
"type": "array",
"items": {
"type": "object",
"properties": {
"method": {"type": "string", "enum": AVAILABLE_PAIRLISTS},
},
"required": ["method"],
},
},
"protections": {
"type": "array",
"items": {
"type": "object",
"properties": {
"method": {"type": "string", "enum": AVAILABLE_PROTECTIONS},
"stop_duration": {"type": "number", "minimum": 0.0},
"stop_duration_candles": {"type": "number", "minimum": 0},
"trade_limit": {"type": "number", "minimum": 1},
"lookback_period": {"type": "number", "minimum": 1},
"lookback_period_candles": {"type": "number", "minimum": 1},
},
"required": ["method"],
},
},
"telegram": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"token": {"type": "string"},
"chat_id": {"type": "string"},
"allow_custom_messages": {"type": "boolean", "default": True},
"balance_dust_level": {"type": "number", "minimum": 0.0},
"notification_settings": {
"type": "object",
"default": {},
"properties": {
"status": {"type": "string", "enum": TELEGRAM_SETTING_OPTIONS},
"warning": {"type": "string", "enum": TELEGRAM_SETTING_OPTIONS},
"startup": {"type": "string", "enum": TELEGRAM_SETTING_OPTIONS},
"entry": {"type": "string", "enum": TELEGRAM_SETTING_OPTIONS},
"entry_fill": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
"default": "off",
},
"entry_cancel": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
},
"exit": {
"type": ["string", "object"],
"additionalProperties": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
},
},
"exit_fill": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
"default": "on",
},
"exit_cancel": {"type": "string", "enum": TELEGRAM_SETTING_OPTIONS},
"protection_trigger": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
"default": "on",
},
"protection_trigger_global": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
"default": "on",
},
"show_candle": {
"type": "string",
"enum": ["off", "ohlc"],
"default": "off",
},
"strategy_msg": {
"type": "string",
"enum": TELEGRAM_SETTING_OPTIONS,
"default": "on",
},
},
},
"reload": {"type": "boolean"},
},
"required": ["enabled", "token", "chat_id"],
},
"webhook": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"url": {"type": "string"},
"format": {"type": "string", "enum": WEBHOOK_FORMAT_OPTIONS, "default": "form"},
"retries": {"type": "integer", "minimum": 0},
"retry_delay": {"type": "number", "minimum": 0},
**__MESSAGE_TYPE_DICT,
# **{x: {'type': 'object'} for x in RPCMessageType},
# Below -> Deprecated
"webhookentry": {"type": "object"},
"webhookentrycancel": {"type": "object"},
"webhookentryfill": {"type": "object"},
"webhookexit": {"type": "object"},
"webhookexitcancel": {"type": "object"},
"webhookexitfill": {"type": "object"},
"webhookstatus": {"type": "object"},
},
},
"discord": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"webhook_url": {"type": "string"},
"exit_fill": {
"type": "array",
"items": {"type": "object"},
"default": [
{"Trade ID": "{trade_id}"},
{"Exchange": "{exchange}"},
{"Pair": "{pair}"},
{"Direction": "{direction}"},
{"Open rate": "{open_rate}"},
{"Close rate": "{close_rate}"},
{"Amount": "{amount}"},
{"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
{"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
{"Profit": "{profit_amount} {stake_currency}"},
{"Profitability": "{profit_ratio:.2%}"},
{"Enter tag": "{enter_tag}"},
{"Exit Reason": "{exit_reason}"},
{"Strategy": "{strategy}"},
{"Timeframe": "{timeframe}"},
],
},
"entry_fill": {
"type": "array",
"items": {"type": "object"},
"default": [
{"Trade ID": "{trade_id}"},
{"Exchange": "{exchange}"},
{"Pair": "{pair}"},
{"Direction": "{direction}"},
{"Open rate": "{open_rate}"},
{"Amount": "{amount}"},
{"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
{"Enter tag": "{enter_tag}"},
{"Strategy": "{strategy} {timeframe}"},
],
},
},
},
"api_server": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"listen_ip_address": {"format": "ipv4"},
"listen_port": {"type": "integer", "minimum": 1024, "maximum": 65535},
"username": {"type": "string"},
"password": {"type": "string"},
"ws_token": {"type": ["string", "array"], "items": {"type": "string"}},
"jwt_secret_key": {"type": "string"},
"CORS_origins": {"type": "array", "items": {"type": "string"}},
"verbosity": {"type": "string", "enum": ["error", "info"]},
},
"required": ["enabled", "listen_ip_address", "listen_port", "username", "password"],
},
"db_url": {"type": "string"},
"export": {"type": "string", "enum": EXPORT_OPTIONS, "default": "trades"},
"disableparamexport": {"type": "boolean"},
"initial_state": {"type": "string", "enum": ["running", "stopped"]},
"force_entry_enable": {"type": "boolean"},
"disable_dataframe_checks": {"type": "boolean"},
"internals": {
"type": "object",
"default": {},
"properties": {
"process_throttle_secs": {"type": "integer"},
"interval": {"type": "integer"},
"sd_notify": {"type": "boolean"},
},
},
"dataformat_ohlcv": {
"type": "string",
"enum": AVAILABLE_DATAHANDLERS,
"default": "feather",
},
"dataformat_trades": {
"type": "string",
"enum": AVAILABLE_DATAHANDLERS,
"default": "feather",
},
"position_adjustment_enable": {"type": "boolean"},
"max_entry_position_adjustment": {"type": ["integer", "number"], "minimum": -1},
"orderflow": {
"type": "object",
"properties": {
"cache_size": {"type": "number", "minimum": 1, "default": 1500},
"max_candles": {"type": "number", "minimum": 1, "default": 1500},
"scale": {"type": "number", "minimum": 0.0},
"stacked_imbalance_range": {"type": "number", "minimum": 0},
"imbalance_volume": {"type": "number", "minimum": 0},
"imbalance_ratio": {"type": "number", "minimum": 0.0},
},
"required": [
"max_candles",
"scale",
"stacked_imbalance_range",
"imbalance_volume",
"imbalance_ratio",
],
},
},
"definitions": {
"exchange": {
"type": "object",
"properties": {
"name": {"type": "string"},
"enable_ws": {"type": "boolean", "default": True},
"key": {"type": "string", "default": ""},
"secret": {"type": "string", "default": ""},
"password": {"type": "string", "default": ""},
"uid": {"type": "string"},
"pair_whitelist": {
"type": "array",
"items": {
"type": "string",
},
"uniqueItems": True,
},
"pair_blacklist": {
"type": "array",
"items": {
"type": "string",
},
"uniqueItems": True,
},
"unknown_fee_rate": {"type": "number"},
"outdated_offset": {"type": "integer", "minimum": 1},
"markets_refresh_interval": {"type": "integer"},
"ccxt_config": {"type": "object"},
"ccxt_async_config": {"type": "object"},
},
"required": ["name"],
},
"edge": {
"type": "object",
"properties": {
"enabled": {"type": "boolean"},
"process_throttle_secs": {"type": "integer", "minimum": 600},
"calculate_since_number_of_days": {"type": "integer"},
"allowed_risk": {"type": "number"},
"stoploss_range_min": {"type": "number"},
"stoploss_range_max": {"type": "number"},
"stoploss_range_step": {"type": "number"},
"minimum_winrate": {"type": "number"},
"minimum_expectancy": {"type": "number"},
"min_trade_number": {"type": "number"},
"max_trade_duration_minute": {"type": "integer"},
"remove_pumps": {"type": "boolean"},
},
"required": ["process_throttle_secs", "allowed_risk"],
},
"external_message_consumer": {
"type": "object",
"properties": {
"enabled": {"type": "boolean", "default": False},
"producers": {
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {"type": "string"},
"host": {"type": "string"},
"port": {
"type": "integer",
"default": 8080,
"minimum": 0,
"maximum": 65535,
},
"secure": {"type": "boolean", "default": False},
"ws_token": {"type": "string"},
},
"required": ["name", "host", "ws_token"],
},
},
"wait_timeout": {"type": "integer", "minimum": 0},
"sleep_time": {"type": "integer", "minimum": 0},
"ping_timeout": {"type": "integer", "minimum": 0},
"remove_entry_exit_signals": {"type": "boolean", "default": False},
"initial_candle_limit": {
"type": "integer",
"minimum": 0,
"maximum": 1500,
"default": 1500,
},
"message_size_limit": { # In megabytes
"type": "integer",
"minimum": 1,
"maximum": 20,
"default": 8,
},
},
"required": ["producers"],
},
"freqai": {
"type": "object",
"properties": {
"enabled": {"type": "boolean", "default": False},
"keras": {"type": "boolean", "default": False},
"write_metrics_to_disk": {"type": "boolean", "default": False},
"purge_old_models": {"type": ["boolean", "number"], "default": 2},
"conv_width": {"type": "integer", "default": 1},
"train_period_days": {"type": "integer", "default": 0},
"backtest_period_days": {"type": "number", "default": 7},
"identifier": {"type": "string", "default": "example"},
"feature_parameters": {
"type": "object",
"properties": {
"include_corr_pairlist": {"type": "array"},
"include_timeframes": {"type": "array"},
"label_period_candles": {"type": "integer"},
"include_shifted_candles": {"type": "integer", "default": 0},
"DI_threshold": {"type": "number", "default": 0},
"weight_factor": {"type": "number", "default": 0},
"principal_component_analysis": {"type": "boolean", "default": False},
"use_SVM_to_remove_outliers": {"type": "boolean", "default": False},
"plot_feature_importances": {"type": "integer", "default": 0},
"svm_params": {
"type": "object",
"properties": {
"shuffle": {"type": "boolean", "default": False},
"nu": {"type": "number", "default": 0.1},
},
},
"shuffle_after_split": {"type": "boolean", "default": False},
"buffer_train_data_candles": {"type": "integer", "default": 0},
},
"required": [
"include_timeframes",
"include_corr_pairlist",
],
},
"data_split_parameters": {
"type": "object",
"properties": {
"test_size": {"type": "number"},
"random_state": {"type": "integer"},
"shuffle": {"type": "boolean", "default": False},
},
},
"model_training_parameters": {"type": "object"},
"rl_config": {
"type": "object",
"properties": {
"drop_ohlc_from_features": {"type": "boolean", "default": False},
"train_cycles": {"type": "integer"},
"max_trade_duration_candles": {"type": "integer"},
"add_state_info": {"type": "boolean", "default": False},
"max_training_drawdown_pct": {"type": "number", "default": 0.02},
"cpu_count": {"type": "integer", "default": 1},
"model_type": {"type": "string", "default": "PPO"},
"policy_type": {"type": "string", "default": "MlpPolicy"},
"net_arch": {"type": "array", "default": [128, 128]},
"randomize_starting_position": {"type": "boolean", "default": False},
"progress_bar": {"type": "boolean", "default": True},
"model_reward_parameters": {
"type": "object",
"properties": {
"rr": {"type": "number", "default": 1},
"profit_aim": {"type": "number", "default": 0.025},
},
},
},
},
},
"required": [
"enabled",
"train_period_days",
"backtest_period_days",
"identifier",
"feature_parameters",
"data_split_parameters",
],
},
},
}
SCHEMA_TRADE_REQUIRED = [
"exchange",
"timeframe",
"max_open_trades",
"stake_currency",
"stake_amount",
"tradable_balance_ratio",
"last_stake_amount_min_ratio",
"dry_run",
"dry_run_wallet",
"exit_pricing",
"entry_pricing",
"stoploss",
"minimal_roi",
"internals",
"dataformat_ohlcv",
"dataformat_trades",
]
SCHEMA_BACKTEST_REQUIRED = [
"exchange",
"stake_currency",
"stake_amount",
"dry_run_wallet",
"dataformat_ohlcv",
"dataformat_trades",
]
SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [
"stoploss",
"minimal_roi",
"max_open_trades",
]
SCHEMA_MINIMAL_REQUIRED = [
"exchange",
"dry_run",
"dataformat_ohlcv",
"dataformat_trades",
]
SCHEMA_MINIMAL_WEBSERVER = SCHEMA_MINIMAL_REQUIRED + [
"api_server",
]