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# Required json-schema for user specified config
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from typing import Dict
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from freqtrade.constants import (
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AVAILABLE_DATAHANDLERS,
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AVAILABLE_PAIRLISTS,
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AVAILABLE_PROTECTIONS,
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BACKTEST_BREAKDOWNS,
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DRY_RUN_WALLET,
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EXPORT_OPTIONS,
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MARGIN_MODES,
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ORDERTIF_POSSIBILITIES,
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ORDERTYPE_POSSIBILITIES,
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PRICING_SIDES,
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REQUIRED_ORDERTIF,
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STOPLOSS_PRICE_TYPES,
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SUPPORTED_FIAT,
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TELEGRAM_SETTING_OPTIONS,
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TIMEOUT_UNITS,
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TRADING_MODES,
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UNLIMITED_STAKE_AMOUNT,
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WEBHOOK_FORMAT_OPTIONS,
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)
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from freqtrade.enums import RPCMessageType
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__MESSAGE_TYPE_DICT: Dict[str, Dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType}
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CONF_SCHEMA = {
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"type": "object",
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"properties": {
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"max_open_trades": {
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"description": "Maximum number of open trades. -1 for unlimited.",
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"type": ["integer", "number"],
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"minimum": -1,
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},
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"new_pairs_days": {
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"description": "Download data of new pairs for given number of days",
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"type": "integer",
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"default": 30,
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},
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"timeframe": {
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"description": (
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"The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...)."
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"Usually missing in configuration and specified in the strategy."
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),
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"type": "string",
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},
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"stake_currency": {
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"description": "Currency used for staking.",
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"type": "string",
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},
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"stake_amount": {
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"description": "Amount to stake per trade.",
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"type": ["number", "string"],
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"minimum": 0.0001,
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"pattern": UNLIMITED_STAKE_AMOUNT,
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},
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"tradable_balance_ratio": {
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"description": "Ratio of balance that is tradable.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 1,
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"default": 0.99,
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},
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"available_capital": {
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"description": "Total capital available for trading.",
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"type": "number",
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"minimum": 0,
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},
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"amend_last_stake_amount": {
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"description": "Whether to amend the last stake amount.",
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"type": "boolean",
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"default": False,
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},
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"last_stake_amount_min_ratio": {
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"description": "Minimum ratio for the last stake amount.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 1.0,
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"default": 0.5,
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},
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"fiat_display_currency": {
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"description": "Fiat currency for display purposes.",
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"type": "string",
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"enum": SUPPORTED_FIAT,
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},
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"dry_run": {
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"description": "Enable or disable dry run mode.",
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"type": "boolean",
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},
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"dry_run_wallet": {
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"description": "Initial wallet balance for dry run mode.",
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"type": "number",
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"default": DRY_RUN_WALLET,
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},
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"cancel_open_orders_on_exit": {
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"description": "Cancel open orders when exiting.",
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"type": "boolean",
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"default": False,
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},
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"process_only_new_candles": {
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"description": "Process only new candles.",
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"type": "boolean",
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},
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"minimal_roi": {
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"description": "Minimum return on investment.",
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"type": "object",
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"patternProperties": {"^[0-9.]+$": {"type": "number"}},
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},
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"amount_reserve_percent": {
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"description": "Percentage of amount to reserve.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 0.5,
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},
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"stoploss": {
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"description": "Value (as ratio) to use as Stoploss value.",
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"type": "number",
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"maximum": 0,
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"exclusiveMaximum": True,
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},
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"trailing_stop": {
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"description": "Enable or disable trailing stop.",
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"type": "boolean",
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},
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"trailing_stop_positive": {
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"description": "Positive offset for trailing stop.",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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},
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"trailing_stop_positive_offset": {
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"description": "Offset for trailing stop to activate.",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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},
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"trailing_only_offset_is_reached": {
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"description": "Use trailing stop only when offset is reached.",
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"type": "boolean",
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},
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"use_exit_signal": {
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"description": "Use exit signal for trades.",
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"type": "boolean",
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},
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"exit_profit_only": {
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"description": (
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"Exit only when in profit. Exit signals are ignored as "
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"long as profit is < exit_profit_offset."
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),
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"type": "boolean",
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},
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"exit_profit_offset": {
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"description": "Offset for profit exit.",
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"type": "number",
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},
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"fee": {
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"description": "Trading fee percentage. Can help to simulate slippage in backtesting",
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"type": "number",
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"minimum": 0,
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"maximum": 0.1,
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},
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"ignore_roi_if_entry_signal": {
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"description": "Ignore ROI if entry signal is present.",
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"type": "boolean",
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},
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"ignore_buying_expired_candle_after": {
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"description": "Ignore buying after candle expiration time.",
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"type": "number",
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},
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"trading_mode": {
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"description": "Mode of trading (e.g., spot, margin).",
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"type": "string",
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"enum": TRADING_MODES,
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},
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"margin_mode": {
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"description": "Margin mode for trading.",
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"type": "string",
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"enum": MARGIN_MODES,
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},
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"reduce_df_footprint": {
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"description": "Reduce DataFrame footprint by casting columns to float32/int32.",
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"type": "boolean",
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"default": False,
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},
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"minimum_trade_amount": {
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"description": "Minimum amount for a trade - only used for lookahead-analysis",
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"type": "number",
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"default": 10,
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},
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"targeted_trade_amount": {
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"description": "Targeted trade amount for lookahead analysis.",
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"type": "number",
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"default": 20,
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},
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"lookahead_analysis_exportfilename": {
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"description": "csv Filename for lookahead analysis export.",
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"type": "string",
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},
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"startup_candle": {
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"description": "Startup candle configuration.",
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"type": "array",
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"uniqueItems": True,
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"default": [199, 399, 499, 999, 1999],
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},
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"liquidation_buffer": {
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"description": "Buffer ratio for liquidation.",
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"type": "number",
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"minimum": 0.0,
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"maximum": 0.99,
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},
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"backtest_breakdown": {
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"description": "Breakdown configuration for backtesting.",
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"type": "array",
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"items": {"type": "string", "enum": BACKTEST_BREAKDOWNS},
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},
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"bot_name": {
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"description": "Name of the trading bot. Passed via API to a client.",
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"type": "string",
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},
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"unfilledtimeout": {
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"description": "Timeout configuration for unfilled orders.",
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"type": "object",
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"properties": {
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"entry": {
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"description": "Timeout for entry orders in unit.",
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"type": "number",
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"minimum": 1,
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},
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"exit": {
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"description": "Timeout for exit orders in unit.",
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"type": "number",
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"minimum": 1,
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},
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"exit_timeout_count": {
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"description": "Number of times to retry exit orders before giving up.",
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"type": "number",
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"minimum": 0,
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"default": 0,
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},
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"unit": {
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"description": "Unit of time for the timeout (e.g., seconds, minutes).",
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"type": "string",
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"enum": TIMEOUT_UNITS,
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"default": "minutes",
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},
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},
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},
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"entry_pricing": {
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"description": "Configuration for entry pricing.",
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"type": "object",
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"properties": {
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"price_last_balance": {
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"description": "Balance ratio for the last price.",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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"exclusiveMaximum": False,
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},
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"price_side": {
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"description": "Side of the price to use (e.g., bid, ask, same).",
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"type": "string",
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"enum": PRICING_SIDES,
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"default": "same",
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},
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"use_order_book": {
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"description": "Whether to use the order book for pricing.",
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"type": "boolean",
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},
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"order_book_top": {
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"description": "Top N levels of the order book to consider.",
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"type": "integer",
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"minimum": 1,
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"maximum": 50,
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},
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"check_depth_of_market": {
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"description": "Configuration for checking the depth of the market.",
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"type": "object",
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"properties": {
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"enabled": {
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"description": "Enable or disable depth of market check.",
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"type": "boolean",
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},
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"bids_to_ask_delta": {
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"description": "Delta between bids and asks to consider.",
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"type": "number",
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"minimum": 0,
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},
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},
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},
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},
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"required": ["price_side"],
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},
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"exit_pricing": {
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"description": "Configuration for exit pricing.",
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"type": "object",
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"properties": {
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"price_side": {
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"description": "Side of the price to use (e.g., bid, ask, same).",
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"type": "string",
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"enum": PRICING_SIDES,
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"default": "same",
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},
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"price_last_balance": {
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"description": "Balance ratio for the last price.",
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"type": "number",
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"minimum": 0,
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"maximum": 1,
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"exclusiveMaximum": False,
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},
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"use_order_book": {
|
|
|
|
|
"description": "Whether to use the order book for pricing.",
|
|
|
|
|
"type": "boolean",
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"order_book_top": {
|
2024-07-25 18:18:53 +00:00
|
|
|
"description": "Top N levels of the order book to consider.",
|
2024-07-23 16:14:31 +00:00
|
|
|
"type": "integer",
|
|
|
|
|
"minimum": 1,
|
|
|
|
|
"maximum": 50,
|
|
|
|
|
},
|
|
|
|
|
},
|
|
|
|
|
"required": ["price_side"],
|
|
|
|
|
},
|
2024-07-25 18:18:53 +00:00
|
|
|
"custom_price_max_distance_ratio": {
|
|
|
|
|
"description": "Maximum distance ratio between current and custom entry or exit price.",
|
|
|
|
|
"type": "number",
|
|
|
|
|
"minimum": 0.0,
|
|
|
|
|
"maximum": 1,
|
|
|
|
|
"default": 0.02,
|
|
|
|
|
},
|
2024-07-23 16:14:31 +00:00
|
|
|
"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",
|
|
|
|
|
]
|
