mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
1278 lines
33 KiB
HTML
1278 lines
33 KiB
HTML
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<!doctype html>
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<html lang="en" class="no-js">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width,initial-scale=1">
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<link rel="canonical" href="https://www.freqtrade.io/2021.9/sandbox-testing/">
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<link rel="icon" href="../images/logo.png">
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<meta name="generator" content="mkdocs-1.2.2, mkdocs-material-7.3.0">
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<title>Sandbox Testing - Freqtrade</title>
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<link rel="stylesheet" href="../assets/stylesheets/main.8b42a75e.min.css">
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<link rel="stylesheet" href="../assets/stylesheets/palette.3f5d1f46.min.css">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,400,400i,700%7CRoboto+Mono&display=fallback">
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<style>:root{--md-text-font-family:"Roboto";--md-code-font-family:"Roboto Mono"}</style>
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<link rel="stylesheet" href="../stylesheets/ft.extra.css">
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</head>
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<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
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<script>function __prefix(e){return new URL("..",location).pathname+"."+e}function __get(e,t=localStorage){return JSON.parse(t.getItem(__prefix(e)))}</script>
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<script>var palette=__get("__palette");if(null!==palette&&"object"==typeof palette.color)for(var key in palette.color)document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
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<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
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<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
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<label class="md-overlay" for="__drawer"></label>
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<div data-md-component="skip">
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<a href="#sandbox-api-testing" class="md-skip">
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Skip to content
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</a>
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</div>
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<div data-md-component="announce">
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</div>
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<header class="md-header" data-md-component="header">
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<nav class="md-header__inner md-grid" aria-label="Header">
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<a href=".." title="Freqtrade" class="md-header__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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<label class="md-header__button md-icon" for="__drawer">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2z"/></svg>
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</label>
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<div class="md-header__title" data-md-component="header-title">
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<div class="md-header__ellipsis">
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<div class="md-header__topic">
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<span class="md-ellipsis">
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Freqtrade
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</span>
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</div>
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<div class="md-header__topic" data-md-component="header-topic">
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<span class="md-ellipsis">
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Sandbox Testing
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</span>
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</div>
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</div>
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</div>
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<form class="md-header__option" data-md-component="palette">
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<input class="md-option" data-md-color-media="" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_1">
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<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
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</label>
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<input class="md-option" data-md-color-media="" data-md-color-scheme="slate" data-md-color-primary="blue-grey" data-md-color-accent="tear" aria-label="Switch to dark mode" type="radio" name="__palette" id="__palette_2">
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<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_1" hidden>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z"/></svg>
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</label>
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</form>
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<label class="md-header__button md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
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</label>
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<div class="md-search" data-md-component="search" role="dialog">
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<label class="md-search__overlay" for="__search"></label>
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<div class="md-search__inner" role="search">
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<form class="md-search__form" name="search">
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<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
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<label class="md-search__icon md-icon" for="__search">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5z"/></svg>
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12z"/></svg>
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</label>
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<nav class="md-search__options" aria-label="Search">
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<button type="reset" class="md-search__icon md-icon" aria-label="Clear" tabindex="-1">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41z"/></svg>
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</button>
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</nav>
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</form>
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<div class="md-search__output">
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<div class="md-search__scrollwrap" data-md-scrollfix>
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<div class="md-search-result" data-md-component="search-result">
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<div class="md-search-result__meta">
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Initializing search
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</div>
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<ol class="md-search-result__list"></ol>
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</div>
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</div>
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</div>
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</div>
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</div>
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<div class="md-header__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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</nav>
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</header>
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<div class="md-container" data-md-component="container">
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<main class="md-main" data-md-component="main">
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<div class="md-main__inner md-grid">
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<!-- Main navigation -->
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<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
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<div class="md-sidebar__scrollwrap">
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<div id="widget-wrapper">
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</div>
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<div class="md-sidebar__inner">
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<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
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<label class="md-nav__title" for="__drawer">
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<a href=".." title="Freqtrade" class="md-nav__button md-logo" aria-label="Freqtrade" data-md-component="logo">
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<img src="../images/logo.png" alt="logo">
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</a>
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Freqtrade
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</label>
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<div class="md-nav__source">
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<a href="https://github.com/freqtrade/freqtrade/" title="Go to repository" class="md-source" data-md-component="source">
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<div class="md-source__icon md-icon">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><path d="M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z"/></svg>
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</div>
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<div class="md-source__repository">
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GitHub
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</div>
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</a>
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</div>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href=".." class="md-nav__link">
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Home
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../docker_quickstart/" class="md-nav__link">
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Quickstart with Docker
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
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<label class="md-nav__link" for="__nav_3">
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Installation
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" aria-label="Installation" data-md-level="1">
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<label class="md-nav__title" for="__nav_3">
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<span class="md-nav__icon md-icon"></span>
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Installation
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../installation/" class="md-nav__link">
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Linux/MacOS/Raspberry
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../windows_installation/" class="md-nav__link">
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Windows
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../bot-basics/" class="md-nav__link">
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Freqtrade Basics
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../configuration/" class="md-nav__link">
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Configuration
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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Strategy Customization
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plugins/" class="md-nav__link">
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Plugins
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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Stoploss
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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Start the bot
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_10" type="checkbox" id="__nav_10" >
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<label class="md-nav__link" for="__nav_10">
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Control the bot
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<span class="md-nav__icon md-icon"></span>
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</label>
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<nav class="md-nav" aria-label="Control the bot" data-md-level="1">
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<label class="md-nav__title" for="__nav_10">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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Telegram
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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REST API & FreqUI
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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Web Hook
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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Data Downloading
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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Backtesting
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../hyperopt/" class="md-nav__link">
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Hyperopt
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../utils/" class="md-nav__link">
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Utility Sub-commands
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plotting/" class="md-nav__link">
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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25z"/></svg>
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<h1 id="sandbox-api-testing">Sandbox API testing<a class="headerlink" href="#sandbox-api-testing" title="Permanent link">¶</a></h1>
|
|
<p>Some exchanges provide sandboxes or testbeds for risk-free testing, while running the bot against a real exchange.
|
|
With some configuration, freqtrade (in combination with ccxt) provides access to these.</p>
|
|
<p>This document is an overview to configure Freqtrade to be used with sandboxes.
|
|
This can be useful to developers and trader alike.</p>
|
|
<div class="admonition warning">
|
|
<p class="admonition-title">Warning</p>
|
|
<p>Sandboxes usually have very low volume, and either a very wide spread, or no orders available at all.
|
|
Therefore, sandboxes will usually not do a good job of showing you how a strategy would work in real trading.</p>
|
|
</div>
|
|
<h2 id="exchanges-known-to-have-a-sandbox-testnet">Exchanges known to have a sandbox / testnet<a class="headerlink" href="#exchanges-known-to-have-a-sandbox-testnet" title="Permanent link">¶</a></h2>
|
|
<ul>
|
|
<li><a href="https://testnet.binance.vision/">binance</a></li>
|
|
<li><a href="https://public.sandbox.pro.coinbase.com">coinbasepro</a></li>
|
|
<li><a href="https://exchange.sandbox.gemini.com/">gemini</a></li>
|
|
<li><a href="https://www.testnet.huobi.pro/">huobipro</a></li>
|
|
<li><a href="https://sandbox.kucoin.com/">kucoin</a></li>
|
|
<li><a href="https://testnet.phemex.com/">phemex</a> </li>
|
|
</ul>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p>We did not test correct functioning of all of the above testnets. Please report your experiences with each sandbox.</p>
|
|
</div>
|
|
<hr />
|
|
<h2 id="configure-a-sandbox-account">Configure a Sandbox account<a class="headerlink" href="#configure-a-sandbox-account" title="Permanent link">¶</a></h2>
|
|
<p>When testing your API connectivity, make sure to use the appropriate sandbox / testnet URL.</p>
|
|
<p>In general, you should follow these steps to enable an exchange's sandbox:</p>
|
|
<ul>
|
|
<li>Figure out if an exchange has a sandbox (most likely by using google or the exchange's support documents)</li>
|
|
<li>Create a sandbox account (often the sandbox-account requires separate registration)</li>
|
|
<li><a href="#add-test-funds">Add some test assets to account</a></li>
|
|
<li>Create API keys</li>
|
|
</ul>
|
|
<h3 id="add-test-funds">Add test funds<a class="headerlink" href="#add-test-funds" title="Permanent link">¶</a></h3>
|
|
<p>Usually, sandbox exchanges allow depositing funds directly via web-interface.
|
|
You should make sure to have a realistic amount of funds available to your test-account, so results are representable of your real account funds.</p>
|
|
<div class="admonition warning">
|
|
<p class="admonition-title">Warning</p>
|
|
<p>Test exchanges will <strong>NEVER</strong> require your real credit card or banking details!</p>
|
|
</div>
|
|
<h2 id="configure-freqtrade-to-use-a-exchanges-sandbox">Configure freqtrade to use a exchange's sandbox<a class="headerlink" href="#configure-freqtrade-to-use-a-exchanges-sandbox" title="Permanent link">¶</a></h2>
|
|
<h3 id="sandbox-urls">Sandbox URLs<a class="headerlink" href="#sandbox-urls" title="Permanent link">¶</a></h3>
|
|
<p>Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
|
|
These include <code>['test']</code> and <code>['api']</code>.</p>
|
|
<ul>
|
|
<li><code>[Test]</code> if available will point to an Exchanges sandbox.</li>
|
|
<li><code>[Api]</code> normally used, and resolves to live API target on the exchange.</li>
|
|
</ul>
|
|
<p>To make use of sandbox / test add "sandbox": true, to your config.json</p>
|
|
<p><code>json
|
|
"exchange": {
|
|
"name": "coinbasepro",
|
|
"sandbox": true,
|
|
"key": "5wowfxemogxeowo;heiohgmd",
|
|
"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
|
|
"password": "1bkjfkhfhfu6sr",
|
|
"outdated_offset": 5
|
|
"pair_whitelist": [
|
|
"BTC/USD"
|
|
]
|
|
},
|
|
"datadir": "user_data/data/coinbasepro_sandbox"</code></p>
|
|
<p>Also the following information:</p>
|
|
<ul>
|
|
<li>api-key (created for the sandbox webpage)</li>
|
|
<li>api-secret (noted earlier)</li>
|
|
<li>password (the passphrase - noted earlier)</li>
|
|
</ul>
|
|
<div class="admonition tip">
|
|
<p class="admonition-title">Different data directory</p>
|
|
<p>We also recommend to set <code>datadir</code> to something identifying downloaded data as sandbox data, to avoid having sandbox data mixed with data from the real exchange.
|
|
This can be done by adding the <code>"datadir"</code> key to the configuration.
|
|
Now, whenever you use this configuration, your data directory will be set to this directory.</p>
|
|
</div>
|
|
<hr />
|
|
<h2 id="you-should-now-be-ready-to-test-your-sandbox">You should now be ready to test your sandbox<a class="headerlink" href="#you-should-now-be-ready-to-test-your-sandbox" title="Permanent link">¶</a></h2>
|
|
<p>Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox. Also make sure to select a pair which shows at least some decent value (which very often is BTC/<somestablecoin>).</p>
|
|
<h2 id="common-problems-with-sandbox-exchanges">Common problems with sandbox exchanges<a class="headerlink" href="#common-problems-with-sandbox-exchanges" title="Permanent link">¶</a></h2>
|
|
<p>Sandbox exchange instances often have very low volume, which can cause some problems which usually are not seen on a real exchange instance.</p>
|
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<h3 id="old-candles-problem">Old Candles problem<a class="headerlink" href="#old-candles-problem" title="Permanent link">¶</a></h3>
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<p>Since Sandboxes often have low volume, candles can be quite old and show no volume.
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To disable the error "Outdated history for pair ...", best increase the parameter <code>"outdated_offset"</code> to a number that seems realistic for the sandbox you're using.</p>
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<h3 id="unfilled-orders">Unfilled orders<a class="headerlink" href="#unfilled-orders" title="Permanent link">¶</a></h3>
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<p>Sandboxes often have very low volumes - which means that many trades can go unfilled, or can go unfilled for a very long time.</p>
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<p>To mitigate this, you can try to match the first order on the opposite orderbook side using the following configuration:</p>
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<p><code>jsonc
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"order_types": {
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"buy": "limit",
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"sell": "limit"
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// ...
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|
},
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"bid_strategy": {
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"price_side": "ask",
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// ...
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},
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"ask_strategy":{
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"price_side": "bid",
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// ...
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},</code></p>
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<p>The configuration is similar to the suggested configuration for market orders - however by using limit-orders you can avoid moving the price too much, and you can set the worst price you might get.</p>
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