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Add documentation for kraken data mode

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Matthias 2023-09-24 23:14:04 +02:00
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docs/exchanges.md
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@ -136,6 +136,43 @@ Freqtrade will not attempt to change these settings.
The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
To speed up downloading, you can download the [trades zip files](https://support.kraken.com/hc/en-us/articles/360047543791-Downloadable-historical-market-data-time-and-sales-) kraken provides.
These are usually updated once per quarter. Freqtrade expects these files to be placed in `user_data/data/kraken/trades_csv`.
A structure as follows can make sense if using incremental files, with the "full" history in one directory, and incremental files in different directories.
The assumption for this mode is that the data is downloaded and unzipped keeping filenames as they are.
Duplicate content will be ignored (based on timestamp) - though the assumption is that there is no gap in the data.
This means, if your "full" history ends in Q4 2022 - then both incremental updates Q1 2023 and Q2 2023 are available.
Not having this will lead to incomplete data, and therefore invalid results while using the data.
```
└── trades_csv
    ├── Kraken_full_history
   │   ├── BCHEUR.csv
   │   └── XBTEUR.csv
   ├── Kraken_Trading_History_Q1_2023
   │   ├── BCHEUR.csv
   │   └── XBTEUR.csv
   └── Kraken_Trading_History_Q2_2023
      ├── BCHEUR.csv
      └── XBTEUR.csv
```
You can convert these files into freqtrade files:
``` bash
freqtrade convert-trade-data --exchange kraken --format-from csv --format-to feather
# Convert trade data to different ohlcv timeframes
freqtrade trades-to-ohlcv -p BTC/EUR BCH/EUR --exchange kraken -t 1m 5m 15m 1h
```
The converted data also makes downloading data possible, and will start the download after the latest loaded trade.
``` bash
freqtrade download-data --exchange kraken --dl-trades -p BTC/EUR BCH/EUR
```
!!! Warning "Downloading data from kraken"
Downloading kraken data will require significantly more memory (RAM) than any other exchange, as the trades-data needs to be converted into candles on your machine.
It will also take a long time, as freqtrade will need to download every single trade that happened on the exchange for the pair / timerange combination, therefore please be patient.