# pragma pylint: disable=too-few-public-methods """ bot constants """ from typing import Any, Dict, List, Literal, Optional, Tuple from freqtrade.enums import CandleType, PriceType DOCS_LINK = "https://www.freqtrade.io/en/stable" DEFAULT_CONFIG = "config.json" PROCESS_THROTTLE_SECS = 5 # sec HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec TIMEOUT_UNITS = ["minutes", "seconds"] EXPORT_OPTIONS = ["none", "trades", "signals"] DEFAULT_DB_PROD_URL = "sqlite:///tradesv3.sqlite" DEFAULT_DB_DRYRUN_URL = "sqlite:///tradesv3.dryrun.sqlite" UNLIMITED_STAKE_AMOUNT = "unlimited" DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05 REQUIRED_ORDERTIF = ["entry", "exit"] REQUIRED_ORDERTYPES = ["entry", "exit", "stoploss", "stoploss_on_exchange"] PRICING_SIDES = ["ask", "bid", "same", "other"] ORDERTYPE_POSSIBILITIES = ["limit", "market"] _ORDERTIF_POSSIBILITIES = ["GTC", "FOK", "IOC", "PO"] ORDERTIF_POSSIBILITIES = _ORDERTIF_POSSIBILITIES + [t.lower() for t in _ORDERTIF_POSSIBILITIES] STOPLOSS_PRICE_TYPES = [p for p in PriceType] HYPEROPT_LOSS_BUILTIN = [ "ShortTradeDurHyperOptLoss", "OnlyProfitHyperOptLoss", "SharpeHyperOptLoss", "SharpeHyperOptLossDaily", "SortinoHyperOptLoss", "SortinoHyperOptLossDaily", "CalmarHyperOptLoss", "MaxDrawDownHyperOptLoss", "MaxDrawDownRelativeHyperOptLoss", "ProfitDrawDownHyperOptLoss", ] AVAILABLE_PAIRLISTS = [ "StaticPairList", "VolumePairList", "ProducerPairList", "RemotePairList", "MarketCapPairList", "AgeFilter", "FullTradesFilter", "OffsetFilter", "PerformanceFilter", "PrecisionFilter", "PriceFilter", "RangeStabilityFilter", "ShuffleFilter", "SpreadFilter", "VolatilityFilter", ] AVAILABLE_PROTECTIONS = ["CooldownPeriod", "LowProfitPairs", "MaxDrawdown", "StoplossGuard"] AVAILABLE_DATAHANDLERS = ["json", "jsongz", "hdf5", "feather", "parquet"] BACKTEST_BREAKDOWNS = ["day", "week", "month"] BACKTEST_CACHE_AGE = ["none", "day", "week", "month"] BACKTEST_CACHE_DEFAULT = "day" DRY_RUN_WALLET = 1000 DATETIME_PRINT_FORMAT = "%Y-%m-%d %H:%M:%S" MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons DEFAULT_DATAFRAME_COLUMNS = ["date", "open", "high", "low", "close", "volume"] # Don't modify sequence of DEFAULT_TRADES_COLUMNS # it has wide consequences for stored trades files DEFAULT_TRADES_COLUMNS = ["timestamp", "id", "type", "side", "price", "amount", "cost"] DEFAULT_ORDERFLOW_COLUMNS = ["level", "bid", "ask", "delta"] TRADES_DTYPES = { "timestamp": "int64", "id": "str", "type": "str", "side": "str", "price": "float64", "amount": "float64", "cost": "float64", } TRADING_MODES = ["spot", "margin", "futures"] MARGIN_MODES = ["cross", "isolated", ""] LAST_BT_RESULT_FN = ".last_result.json" FTHYPT_FILEVERSION = "fthypt_fileversion" USERPATH_HYPEROPTS = "hyperopts" USERPATH_STRATEGIES = "strategies" USERPATH_NOTEBOOKS = "notebooks" USERPATH_FREQAIMODELS = "freqaimodels" TELEGRAM_SETTING_OPTIONS = ["on", "off", "silent"] WEBHOOK_FORMAT_OPTIONS = ["form", "json", "raw"] FULL_DATAFRAME_THRESHOLD = 100 CUSTOM_TAG_MAX_LENGTH = 255 DL_DATA_TIMEFRAMES = ["1m", "5m"] ENV_VAR_PREFIX = "FREQTRADE__" CANCELED_EXCHANGE_STATES = ("cancelled", "canceled", "expired") NON_OPEN_EXCHANGE_STATES = CANCELED_EXCHANGE_STATES + ("closed",) # Define decimals per coin for outputs # Only used for outputs. DECIMAL_PER_COIN_FALLBACK = 3 # Should be low to avoid listing all possible FIAT's DECIMALS_PER_COIN = { "BTC": 8, "ETH": 5, } DUST_PER_COIN = {"BTC": 0.0001, "ETH": 0.01} # Source files with destination directories within user-directory USER_DATA_FILES = { "sample_strategy.py": USERPATH_STRATEGIES, "sample_hyperopt_loss.py": USERPATH_HYPEROPTS, "strategy_analysis_example.ipynb": USERPATH_NOTEBOOKS, } 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", "UAH", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD", "BTC", "ETH", "XRP", "LTC", "BCH", "BNB", "", # Allow empty field in config. ] MINIMAL_CONFIG = { "stake_currency": "", "dry_run": True, "exchange": { "name": "", "key": "", "secret": "", "pair_whitelist": [], "ccxt_async_config": {}, }, } CANCEL_REASON = { "TIMEOUT": "cancelled due to timeout", "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open", "PARTIALLY_FILLED": "partially filled", "FULLY_CANCELLED": "fully cancelled", "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)", "CANCELLED_ON_EXCHANGE": "cancelled on exchange", "FORCE_EXIT": "forcesold", "REPLACE": "cancelled to be replaced by new limit order", "REPLACE_FAILED": "failed to replace order, deleting Trade", "USER_CANCEL": "user requested order cancel", } # List of pairs with their timeframes PairWithTimeframe = Tuple[str, str, CandleType] ListPairsWithTimeframes = List[PairWithTimeframe] # Type for trades list TradeList = List[List] # ticks, pair, timeframe, CandleType TickWithTimeframe = Tuple[str, str, CandleType, Optional[int], Optional[int]] ListTicksWithTimeframes = List[TickWithTimeframe] LongShort = Literal["long", "short"] EntryExit = Literal["entry", "exit"] BuySell = Literal["buy", "sell"] MakerTaker = Literal["maker", "taker"] BidAsk = Literal["bid", "ask"] OBLiteral = Literal["asks", "bids"] Config = Dict[str, Any] # Exchange part of the configuration. ExchangeConfig = Dict[str, Any] IntOrInf = float EntryExecuteMode = Literal["initial", "pos_adjust", "replace"]