freqtrade_origin/docs/configuration.md
2019-07-04 19:57:38 +02:00

23 KiB

Configure the bot

This page explains how to configure your config.json file.

Setup config.json

We recommend to copy and use the config.json.example as a template for your bot configuration.

The table below will list all configuration parameters.

Mandatory Parameters are marked as Required.

Command Default Description
max_open_trades 3 Required. Number of trades open your bot will have. If -1 then it is ignored (i.e. potentially unlimited open trades)
stake_currency BTC Required. Crypto-currency used for trading. Strategy Override.
stake_amount 0.05 Required. Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to "unlimited" to allow the bot to use all available balance. Strategy Override.
amount_reserve_percent 0.05 Reserve some amount in min pair stake amount. Default is 5%. The bot will reserve amount_reserve_percent + stop-loss value when calculating min pair stake amount in order to avoid possible trade refusals.
ticker_interval [1m, 5m, 15m, 30m, 1h, 1d, ...] The ticker interval to use (1min, 5 min, 15 min, 30 min, 1 hour or 1 day). Default is 5 minutes. Strategy Override.
fiat_display_currency USD Required. Fiat currency used to show your profits. More information below.
dry_run true Required. Define if the bot must be in Dry-run or production mode.
dry_run_wallet 999.9 Overrides the default amount of 999.9 stake currency units in the wallet used by the bot running in the Dry Run mode if you need it for any reason.
process_only_new_candles false If set to true indicators are processed only once a new candle arrives. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. Strategy Override.
minimal_roi See below Set the threshold in percent the bot will use to sell a trade. More information below. Strategy Override.
stoploss -0.10 Value of the stoploss in percent used by the bot. More information below. More details in the stoploss documentation. Strategy Override.
trailing_stop false Enables trailing stop-loss (based on stoploss in either configuration or strategy file). More details in the stoploss documentation. Strategy Override.
trailing_stop_positive 0 Changes stop-loss once profit has been reached. More details in the stoploss documentation. Strategy Override.
trailing_stop_positive_offset 0 Offset on when to apply trailing_stop_positive. Percentage value which should be positive. More details in the stoploss documentation. Strategy Override.
trailing_only_offset_is_reached false Only apply trailing stoploss when the offset is reached. stoploss documentation. Strategy Override.
unfilledtimeout.buy 10 Required. How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
unfilledtimeout.sell 10 Required. How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
bid_strategy.ask_last_balance 0.0 Required. Set the bidding price. More information below.
bid_strategy.use_order_book false Allows buying of pair using the rates in Order Book Bids.
bid_strategy.order_book_top 0 Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
bid_strategy. check_depth_of_market.enabled false Does not buy if the % difference of buy orders and sell orders is met in Order Book.
bid_strategy. check_depth_of_market.bids_to_ask_delta 0 The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
ask_strategy.use_order_book false Allows selling of open traded pair using the rates in Order Book Asks.
ask_strategy.order_book_min 0 Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
ask_strategy.order_book_max 0 Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
order_types None Configure order-types depending on the action ("buy", "sell", "stoploss", "stoploss_on_exchange"). More information below. Strategy Override.
order_time_in_force None Configure time in force for buy and sell orders. More information below. Strategy Override.
exchange.name Required. Name of the exchange class to use. List below.
exchange.sandbox false Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See here in more details.
exchange.key '' API key to use for the exchange. Only required when you are in production mode.
exchange.secret '' API secret to use for the exchange. Only required when you are in production mode.
exchange.pair_whitelist [] List of currency to use by the bot. Can be overrided with --dynamic-whitelist param.
exchange.pair_blacklist [] List of currency the bot must avoid. Useful when using --dynamic-whitelist param.
exchange.ccxt_config None Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the ccxt documentation
exchange.ccxt_async_config None Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the ccxt documentation
exchange.markets_refresh_interval 60 The interval in minutes in which markets are reloaded.
edge false Please refer to edge configuration document for detailed explanation.
experimental.use_sell_signal false Use your sell strategy in addition of the minimal_roi. Strategy Override.
experimental.sell_profit_only false Waits until you have made a positive profit before taking a sell decision. Strategy Override.
experimental.ignore_roi_if_buy_signal false Does not sell if the buy-signal is still active. Takes preference over minimal_roi and use_sell_signal. Strategy Override.
pairlist.method StaticPairList Use Static whitelist. More information below.
pairlist.config None Additional configuration for dynamic pairlists. More information below.
telegram.enabled true Required. Enable or not the usage of Telegram.
telegram.token token Your Telegram bot token. Only required if telegram.enabled is true.
telegram.chat_id chat_id Your personal Telegram account id. Only required if telegram.enabled is true.
webhook.enabled false Enable usage of Webhook notifications
webhook.url false URL for the webhook. Only required if webhook.enabled is true. See the webhook documentation for more details.
webhook.webhookbuy false Payload to send on buy. Only required if webhook.enabled is true. See the webhook documentationV for more details.
webhook.webhooksell false Payload to send on sell. Only required if webhook.enabled is true. See the webhook documentationV for more details.
webhook.webhookstatus false Payload to send on status calls. Only required if webhook.enabled is true. See the webhook documentationV for more details.
db_url sqlite:///tradesv3.sqlite Declares database URL to use. NOTE: This defaults to sqlite:// if dry_run is True.
initial_state running Defines the initial application state. More information below.
forcebuy_enable false Enables the RPC Commands to force a buy. More information below.
strategy DefaultStrategy Defines Strategy class to use.
strategy_path null Adds an additional strategy lookup path (must be a directory).
internals.process_throttle_secs 5 Required. Set the process throttle. Value in second.
internals.sd_notify false Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See here for more details.
logfile Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.

Parameters in the strategy

The following parameters can be set in either configuration file or strategy. Values set in the configuration file always overwrite values set in the strategy.

  • stake_currency
  • stake_amount
  • ticker_interval
  • minimal_roi
  • stoploss
  • trailing_stop
  • trailing_stop_positive
  • trailing_stop_positive_offset
  • process_only_new_candles
  • order_types
  • order_time_in_force
  • use_sell_signal (experimental)
  • sell_profit_only (experimental)
  • ignore_roi_if_buy_signal (experimental)

Understand stake_amount

The stake_amount configuration parameter is an amount of crypto-currency your bot will use for each trade. The minimal value is 0.0005. If there is not enough crypto-currency in the account an exception is generated. To allow the bot to trade all the available stake_currency in your account set

"stake_amount" : "unlimited",

In this case a trade amount is calclulated as:

currency_balanse / (max_open_trades - current_open_trades)

Understand minimal_roi

The minimal_roi configuration parameter is a JSON object where the key is a duration in minutes and the value is the minimum ROI in percent. See the example below:

"minimal_roi": {
    "40": 0.0,    # Sell after 40 minutes if the profit is not negative
    "30": 0.01,   # Sell after 30 minutes if there is at least 1% profit
    "20": 0.02,   # Sell after 20 minutes if there is at least 2% profit
    "0":  0.04    # Sell immediately if there is at least 4% profit
},

Most of the strategy files already include the optimal minimal_roi value. This parameter can be set in either Strategy or Configuration file. If you use it in the configuration file, it will override the minimal_roi value from the strategy file. If it is not set in either Strategy or Configuration, a default of 1000% {"0": 10} is used, and minimal roi is disabled unless your trade generates 1000% profit.

Understand stoploss

Go to the stoploss documentation for more details.

Understand trailing stoploss

Go to the trailing stoploss Documentation for details on trailing stoploss.

Understand initial_state

The initial_state configuration parameter is an optional field that defines the initial application state. Possible values are running or stopped. (default=running) If the value is stopped the bot has to be started with /start first.

Understand forcebuy_enable

The forcebuy_enable configuration parameter enables the usage of forcebuy commands via Telegram. This is disabled for security reasons by default, and will show a warning message on startup if enabled. For example, you can send /forcebuy ETH/BTC Telegram command when this feature if enabled to the bot, who then buys the pair and holds it until a regular sell-signal (ROI, stoploss, /forcesell) appears.

This can be dangerous with some strategies, so use with care.

See the telegram documentation for details on usage.

Understand process_throttle_secs

The process_throttle_secs configuration parameter is an optional field that defines in seconds how long the bot should wait before asking the strategy if we should buy or a sell an asset. After each wait period, the strategy is asked again for every opened trade wether or not we should sell, and for all the remaining pairs (either the dynamic list of pairs or the static list of pairs) if we should buy.

Understand ask_last_balance

The ask_last_balance configuration parameter sets the bidding price. Value 0.0 will use ask price, 1.0 will use the last price and values between those interpolate between ask and last price. Using ask price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary.

Understand order_types

The order_types configuration parameter contains a dict mapping order-types to market-types as well as stoploss on or off exchange type and stoploss on exchange update interval in seconds. This allows to buy using limit orders, sell using limit-orders, and create stoploss orders using market. It also allows to set the stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled. In case stoploss on exchange and trailing_stop are both set, then the bot will use stoploss_on_exchange_interval to check it periodically and update it if necessary (e.x. in case of trailing stoploss). This can be set in the configuration file or in the strategy. Values set in the configuration file overwrites values set in the strategy.

If this is configured, all 4 values (buy, sell, stoploss and stoploss_on_exchange) need to be present, otherwise the bot will warn about it and fail to start. The below is the default which is used if this is not configured in either strategy or configuration file.

Syntax for Strategy:

order_types = {
    "buy": "limit",
    "sell": "limit",
    "stoploss": "market",
    "stoploss_on_exchange": False,
    "stoploss_on_exchange_interval": 60
}

Configuration:

"order_types": {
    "buy": "limit",
    "sell": "limit",
    "stoploss": "market",
    "stoploss_on_exchange": false,
    "stoploss_on_exchange_interval": 60
}

!!! Note Not all exchanges support "market" orders. The following message will be shown if your exchange does not support market orders: "Exchange <yourexchange> does not support market orders."

!!! Note Stoploss on exchange interval is not mandatory. Do not change its value if you are unsure of what you are doing. For more information about how stoploss works please read the stoploss documentation.

!!! Note In case of stoploss on exchange if the stoploss is cancelled manually then the bot would recreate one.

Understand order_time_in_force

The order_time_in_force configuration parameter defines the policy by which the order is executed on the exchange. Three commonly used time in force are:

GTC (Good Till Canceled):

This is most of the time the default time in force. It means the order will remain on exchange till it is canceled by user. It can be fully or partially fulfilled. If partially fulfilled, the remaining will stay on the exchange till cancelled.

FOK (Full Or Kill):

It means if the order is not executed immediately AND fully then it is canceled by the exchange.

IOC (Immediate Or Canceled):

It is the same as FOK (above) except it can be partially fulfilled. The remaining part is automatically cancelled by the exchange.

The order_time_in_force parameter contains a dict with buy and sell time in force policy values. This can be set in the configuration file or in the strategy. Values set in the configuration file overwrites values set in the strategy.

The possible values are: gtc (default), fok or ioc.

"order_time_in_force": {
    "buy": "gtc",
    "sell": "gtc"
},

!!! Warning This is an ongoing work. For now it is supported only for binance and only for buy orders. Please don't change the default value unless you know what you are doing.

Exchange configuration

Freqtrade is based on CCXT library that supports over 100 cryptocurrency exchange markets and trading APIs. The complete up-to-date list can be found in the CCXT repo homepage. However, the bot was tested with only Bittrex and Binance.

The bot was tested with the following exchanges:

Feel free to test other exchanges and submit your PR to improve the bot.

Sample exchange configuration

A exchange configuration for "binance" would look as follows:

"exchange": {
    "name": "binance",
    "key": "your_exchange_key",
    "secret": "your_exchange_secret",
    "ccxt_config": {"enableRateLimit": true},
    "ccxt_async_config": {
        "enableRateLimit": true,
        "rateLimit": 200
    },

This configuration enables binance, as well as rate limiting to avoid bans from the exchange. "rateLimit": 200 defines a wait-event of 0.2s between each call. This can also be completely disabled by setting "enableRateLimit" to false.

!!! Note Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings. We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that "enableRateLimit" is enabled and increase the "rateLimit" parameter step by step.

Advanced FreqTrade Exchange configuration

Advanced options can be configured using the _ft_has_params setting, which will override Defaults and exchange-specific behaviours.

Available options are listed in the exchange-class as _ft_has_default.

For example, to test the order type FOK with Kraken, and modify candle_limit to 200 (so you only get 200 candles per call):

"exchange": {
    "name": "kraken",
    "_ft_has_params": {
        "order_time_in_force": ["gtc", "fok"],
        "ohlcv_candle_limit": 200
        }

!!! Warning Please make sure to fully understand the impacts of these settings before modifying them.

What values can be used for fiat_display_currency?

The fiat_display_currency configuration parameter sets the base currency to use for the conversion from coin to fiat in the bot Telegram reports.

The valid values are:

"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"

In addition to fiat currencies, a range of cryto currencies are supported.

The valid values are:

"BTC", "ETH", "XRP", "LTC", "BCH", "USDT"

Switch to Dry-run mode

We recommend starting the bot in the Dry-run mode to see how your bot will behave and what is the performance of your strategy. In the Dry-run mode the bot does not engage your money. It only runs a live simulation without creating trades on the exchange.

  1. Edit your config.json configuration file.
  2. Switch dry-run to true and specify db_url for a persistence database.
"dry_run": true,
"db_url": "sqlite:///tradesv3.dryrun.sqlite",
  1. Remove your Exchange API key and secrete (change them by empty values or fake credentials):
"exchange": {
        "name": "bittrex",
        "key": "key",
        "secret": "secret",
        ...
}

Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.

Dynamic Pairlists

Dynamic pairlists select pairs for you based on the logic configured. The bot runs against all pairs (with that stake) on the exchange, and a number of assets (number_assets) is selected based on the selected criteria.

By default, the StaticPairList method is used. The Pairlist method is configured as pair_whitelist parameter under the exchange section of the configuration.

Available Pairlist methods:

  • StaticPairList
    • It uses configuration from exchange.pair_whitelist and exchange.pair_blacklist.
  • VolumePairList
    • Formerly available as --dynamic-whitelist [<number_assets>]. This command line option is deprecated and should no longer be used.
    • It selects number_assets top pairs based on sort_key, which can be one of askVolume, bidVolume and quoteVolume, defaults to quoteVolume.
    • There is a possibility to filter low-value coins that would not allow setting a stop loss (set precision_filter parameter to true for this).

Example:

"pairlist": {
        "method": "VolumePairList",
        "config": {
            "number_assets": 20,
            "sort_key": "quoteVolume",
            "precision_filter": false
        }
    },

Switch to production mode

In production mode, the bot will engage your money. Be careful, since a wrong strategy can lose all your money. Be aware of what you are doing when you run it in production mode.

To switch your bot in production mode

Edit your config.json file.

Switch dry-run to false and don't forget to adapt your database URL if set:

"dry_run": false,

Insert your Exchange API key (change them by fake api keys):

"exchange": {
        "name": "bittrex",
        "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
        "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
        ...
}

!!! Note If you have an exchange API key yet, see our tutorial.

Using proxy with FreqTrade

To use a proxy with freqtrade, add the kwarg "aiohttp_trust_env"=true to the "ccxt_async_kwargs" dict in the exchange section of the configuration.

An example for this can be found in config_full.json.example

"ccxt_async_config": {
    "aiohttp_trust_env": true
}

Then, export your proxy settings using the variables "HTTP_PROXY" and "HTTPS_PROXY" set to the appropriate values

export HTTP_PROXY="http://addr:port"
export HTTPS_PROXY="http://addr:port"
freqtrade

Embedding Strategies

FreqTrade provides you with with an easy way to embed the strategy into your configuration file. This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field, in your chosen config file.

Encoding a string as BASE64

This is a quick example, how to generate the BASE64 string in python

from base64 import urlsafe_b64encode

with open(file, 'r') as f:
    content = f.read()
content = urlsafe_b64encode(content.encode('utf-8'))

The variable 'content', will contain the strategy file in a BASE64 encoded form. Which can now be set in your configurations file as following

"strategy": "NameOfStrategy:BASE64String"

Please ensure that 'NameOfStrategy' is identical to the strategy name!

Next step

Now you have configured your config.json, the next step is to start your bot.