freqtrade_origin/freqtrade/constants.py

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# pragma pylint: disable=too-few-public-methods
"""
bot constants
"""
DYNAMIC_WHITELIST = 20 # pairs
PROCESS_THROTTLE_SECS = 5 # sec
TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy'
DEFAULT_HYPEROPT = 'DefaultHyperOpts'
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
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UNLIMITED_STAKE_AMOUNT = 'unlimited'
DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
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REQUIRED_ORDERTIF = ['buy', 'sell']
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
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ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
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AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
TICKER_INTERVAL_MINUTES = {
'1m': 1,
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'3m': 3,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'2h': 120,
'4h': 240,
'6h': 360,
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'8h': 480,
'12h': 720,
'1d': 1440,
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'3d': 4320,
'1w': 10080,
}
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SUPPORTED_FIAT = [
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
"BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
]
# Required json-schema for user specified config
CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': -1},
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
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'stake_amount': {
"type": ["number", "string"],
"minimum": 0.0005,
"pattern": UNLIMITED_STAKE_AMOUNT
},
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'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'},
'process_only_new_candles': {'type': 'boolean'},
'minimal_roi': {
'type': 'object',
'patternProperties': {
'^[0-9.]+$': {'type': 'number'}
},
'minProperties': 1
},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
'trailing_stop': {'type': 'boolean'},
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'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
'unfilledtimeout': {
'type': 'object',
'properties': {
'buy': {'type': 'number', 'minimum': 3},
'sell': {'type': 'number', 'minimum': 10}
}
},
'bid_strategy': {
'type': 'object',
'properties': {
'ask_last_balance': {
'type': 'number',
'minimum': 0,
'maximum': 1,
'exclusiveMaximum': False,
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
'check_depth_of_market': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
}
},
},
},
'required': ['ask_last_balance']
},
'ask_strategy': {
'type': 'object',
'properties': {
'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
}
},
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'order_types': {
'type': 'object',
'properties': {
'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
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'stoploss_on_exchange': {'type': 'boolean'},
'stoploss_on_exchange_interval': {'type': 'number'}
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},
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'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
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},
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'order_time_in_force': {
'type': 'object',
'properties': {
'buy': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES},
'sell': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}
},
'required': ['buy', 'sell']
},
'exchange': {'$ref': '#/definitions/exchange'},
'edge': {'$ref': '#/definitions/edge'},
'experimental': {
'type': 'object',
'properties': {
'use_sell_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
}
},
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'pairlist': {
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'type': 'object',
'properties': {
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'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
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'config': {'type': 'object'}
},
'required': ['method']
},
'telegram': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'token': {'type': 'string'},
'chat_id': {'type': 'string'},
},
'required': ['enabled', 'token', 'chat_id']
},
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'webhook': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'webhookbuy': {'type': 'object'},
'webhooksell': {'type': 'object'},
'webhookstatus': {'type': 'object'},
},
},
'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
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'forcebuy_enable': {'type': 'boolean'},
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'},
'interval': {'type': 'integer'}
}
}
},
'definitions': {
'exchange': {
'type': 'object',
'properties': {
'name': {'type': 'string'},
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'sandbox': {'type': 'boolean'},
'key': {'type': 'string'},
'secret': {'type': 'string'},
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'password': {'type': 'string'},
'uid': {'type': 'string'},
'pair_whitelist': {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
},
'uniqueItems': True
},
'pair_blacklist': {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
},
'uniqueItems': True
},
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'outdated_offset': {'type': 'integer', 'minimum': 1},
'ccxt_config': {'type': 'object'},
'ccxt_async_config': {'type': 'object'}
},
'required': ['name', 'key', 'secret', 'pair_whitelist']
},
'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'},
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"capital_available_percentage": {'type': 'number'},
"stoploss_range_min": {'type': 'number'},
"stoploss_range_max": {'type': 'number'},
"stoploss_range_step": {'type': 'number'},
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"minimum_winrate": {'type': 'number'},
"minimum_expectancy": {'type': 'number'},
"min_trade_number": {'type': 'number'},
"max_trade_duration_minute": {'type': 'integer'},
"remove_pumps": {'type': 'boolean'}
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},
'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
}
},
'anyOf': [
{'required': ['exchange']}
],
'required': [
'max_open_trades',
'stake_currency',
'stake_amount',
'dry_run',
'bid_strategy',
'telegram'
]
}