mirror of
https://github.com/freqtrade/freqtrade.git
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1576 lines
44 KiB
JSON
1576 lines
44 KiB
JSON
{
|
|
"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": [
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"integer",
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"number"
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],
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"minimum": -1
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},
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"timeframe": {
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"description": "The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). \nUsually specified in the strategy and missing in the configuration.",
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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": [
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"number",
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"string"
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],
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"minimum": 0.0001,
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"pattern": "unlimited"
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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": [
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"AUD",
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"BRL",
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"CAD",
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"CHF",
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"CLP",
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"CNY",
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"CZK",
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"DKK",
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"EUR",
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"GBP",
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"HKD",
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"HUF",
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"IDR",
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"ILS",
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"INR",
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"JPY",
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"KRW",
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"MXN",
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"MYR",
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"NOK",
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"NZD",
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"PHP",
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"PKR",
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"PLN",
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"RUB",
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"UAH",
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"SEK",
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"SGD",
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"THB",
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"TRY",
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"TWD",
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"ZAR",
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"USD",
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"BTC",
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"ETH",
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"XRP",
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"LTC",
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"BCH",
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"BNB",
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""
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]
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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": 1000
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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. \nUsually specified in the strategy and missing in the configuration.",
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"type": "object",
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"patternProperties": {
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"^[0-9.]+$": {
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"type": "number"
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}
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}
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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"type": "boolean"
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},
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"exit_profit_only": {
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"description": "Exit only when in profit. Exit signals are ignored as long as profit is < exit_profit_offset. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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. \nUsually specified in the strategy and missing in the configuration.",
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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": [
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"spot",
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"margin",
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"futures"
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]
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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": [
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"cross",
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"isolated",
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""
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]
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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": [
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199,
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399,
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499,
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999,
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1999
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]
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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": {
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"type": "string",
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"enum": [
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"day",
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"week",
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"month"
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]
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}
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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. \nUsually specified in the strategy and missing in the configuration.",
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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": [
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"minutes",
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"seconds"
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],
|
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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": [
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"ask",
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"bid",
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"same",
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"other"
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],
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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": {
|
|
"description": "Enable or disable depth of market check.",
|
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"type": "boolean"
|
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},
|
|
"bids_to_ask_delta": {
|
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"description": "Delta between bids and asks to consider.",
|
|
"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": [
|
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"price_side"
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]
|
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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": [
|
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"ask",
|
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"bid",
|
|
"same",
|
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"other"
|
|
],
|
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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.",
|
|
"type": "number",
|
|
"minimum": 0,
|
|
"maximum": 1,
|
|
"exclusiveMaximum": false
|
|
},
|
|
"use_order_book": {
|
|
"description": "Whether to use the order book for pricing.",
|
|
"type": "boolean"
|
|
},
|
|
"order_book_top": {
|
|
"description": "Top N levels of the order book to consider.",
|
|
"type": "integer",
|
|
"minimum": 1,
|
|
"maximum": 50
|
|
}
|
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},
|
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"required": [
|
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"price_side"
|
|
]
|
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},
|
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"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
|
|
},
|
|
"order_types": {
|
|
"description": "Configuration of order types. \nUsually specified in the strategy and missing in the configuration.",
|
|
"type": "object",
|
|
"properties": {
|
|
"entry": {
|
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"description": "Order type for entry (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
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"limit",
|
|
"market"
|
|
]
|
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},
|
|
"exit": {
|
|
"description": "Order type for exit (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
|
"limit",
|
|
"market"
|
|
]
|
|
},
|
|
"force_exit": {
|
|
"description": "Order type for forced exit (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
|
"limit",
|
|
"market"
|
|
]
|
|
},
|
|
"force_entry": {
|
|
"description": "Order type for forced entry (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
|
"limit",
|
|
"market"
|
|
]
|
|
},
|
|
"emergency_exit": {
|
|
"description": "Order type for emergency exit (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
|
"limit",
|
|
"market"
|
|
],
|
|
"default": "market"
|
|
},
|
|
"stoploss": {
|
|
"description": "Order type for stop loss (e.g., limit, market).",
|
|
"type": "string",
|
|
"enum": [
|
|
"limit",
|
|
"market"
|
|
]
|
|
},
|
|
"stoploss_on_exchange": {
|
|
"description": "Whether to place stop loss on the exchange.",
|
|
"type": "boolean"
|
|
},
|
|
"stoploss_price_type": {
|
|
"description": "Price type for stop loss (e.g., last, mark, index).",
|
|
"type": "string",
|
|
"enum": [
|
|
"last",
|
|
"mark",
|
|
"index"
|
|
]
|
|
},
|
|
"stoploss_on_exchange_interval": {
|
|
"description": "Interval for stop loss on exchange in seconds.",
|
|
"type": "number"
|
|
},
|
|
"stoploss_on_exchange_limit_ratio": {
|
|
"description": "Limit ratio for stop loss on exchange.",
|
|
"type": "number",
|
|
"minimum": 0.0,
|
|
"maximum": 1.0
|
|
}
|
|
},
|
|
"required": [
|
|
"entry",
|
|
"exit",
|
|
"stoploss",
|
|
"stoploss_on_exchange"
|
|
]
|
|
},
|
|
"order_time_in_force": {
|
|
"description": "Time in force configuration for orders. \nUsually specified in the strategy and missing in the configuration.",
|
|
"type": "object",
|
|
"properties": {
|
|
"entry": {
|
|
"description": "Time in force for entry orders.",
|
|
"type": "string",
|
|
"enum": [
|
|
"GTC",
|
|
"FOK",
|
|
"IOC",
|
|
"PO",
|
|
"gtc",
|
|
"fok",
|
|
"ioc",
|
|
"po"
|
|
]
|
|
},
|
|
"exit": {
|
|
"description": "Time in force for exit orders.",
|
|
"type": "string",
|
|
"enum": [
|
|
"GTC",
|
|
"FOK",
|
|
"IOC",
|
|
"PO",
|
|
"gtc",
|
|
"fok",
|
|
"ioc",
|
|
"po"
|
|
]
|
|
}
|
|
},
|
|
"required": [
|
|
"entry",
|
|
"exit"
|
|
]
|
|
},
|
|
"coingecko": {
|
|
"description": "Configuration for CoinGecko API.",
|
|
"type": "object",
|
|
"properties": {
|
|
"is_demo": {
|
|
"description": "Whether to use CoinGecko in demo mode.",
|
|
"type": "boolean",
|
|
"default": true
|
|
},
|
|
"api_key": {
|
|
"description": "API key for accessing CoinGecko.",
|
|
"type": "string"
|
|
}
|
|
},
|
|
"required": [
|
|
"is_demo",
|
|
"api_key"
|
|
]
|
|
},
|
|
"exchange": {
|
|
"description": "Exchange configuration.",
|
|
"$ref": "#/definitions/exchange"
|
|
},
|
|
"edge": {
|
|
"description": "Edge configuration.",
|
|
"$ref": "#/definitions/edge"
|
|
},
|
|
"freqai": {
|
|
"description": "FreqAI configuration.",
|
|
"$ref": "#/definitions/freqai"
|
|
},
|
|
"external_message_consumer": {
|
|
"description": "Configuration for external message consumer.",
|
|
"$ref": "#/definitions/external_message_consumer"
|
|
},
|
|
"experimental": {
|
|
"description": "Experimental configuration.",
|
|
"type": "object",
|
|
"properties": {
|
|
"block_bad_exchanges": {
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"pairlists": {
|
|
"description": "Configuration for pairlists.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "object",
|
|
"properties": {
|
|
"method": {
|
|
"description": "Method used for generating the pairlist.",
|
|
"type": "string",
|
|
"enum": [
|
|
"StaticPairList",
|
|
"VolumePairList",
|
|
"PercentChangePairList",
|
|
"ProducerPairList",
|
|
"RemotePairList",
|
|
"MarketCapPairList",
|
|
"AgeFilter",
|
|
"FullTradesFilter",
|
|
"OffsetFilter",
|
|
"PerformanceFilter",
|
|
"PrecisionFilter",
|
|
"PriceFilter",
|
|
"RangeStabilityFilter",
|
|
"ShuffleFilter",
|
|
"SpreadFilter",
|
|
"VolatilityFilter"
|
|
]
|
|
}
|
|
},
|
|
"required": [
|
|
"method"
|
|
]
|
|
}
|
|
},
|
|
"telegram": {
|
|
"description": "Telegram settings.",
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"description": "Enable Telegram notifications.",
|
|
"type": "boolean"
|
|
},
|
|
"token": {
|
|
"description": "Telegram bot token.",
|
|
"type": "string"
|
|
},
|
|
"chat_id": {
|
|
"description": "Telegram chat ID",
|
|
"type": "string"
|
|
},
|
|
"allow_custom_messages": {
|
|
"description": "Allow sending custom messages from the Strategy.",
|
|
"type": "boolean",
|
|
"default": true
|
|
},
|
|
"balance_dust_level": {
|
|
"description": "Minimum balance level to consider as dust.",
|
|
"type": "number",
|
|
"minimum": 0.0
|
|
},
|
|
"notification_settings": {
|
|
"description": "Settings for different types of notifications.",
|
|
"type": "object",
|
|
"default": {},
|
|
"properties": {
|
|
"status": {
|
|
"description": "Telegram setting for status updates.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"warning": {
|
|
"description": "Telegram setting for warnings.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"startup": {
|
|
"description": "Telegram setting for startup messages.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"entry": {
|
|
"description": "Telegram setting for entry signals.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"entry_fill": {
|
|
"description": "Telegram setting for entry fill signals.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
],
|
|
"default": "off"
|
|
},
|
|
"entry_cancel": {
|
|
"description": "Telegram setting for entry cancel signals.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"exit": {
|
|
"description": "Telegram setting for exit signals.",
|
|
"type": [
|
|
"string",
|
|
"object"
|
|
],
|
|
"additionalProperties": {
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
}
|
|
},
|
|
"exit_fill": {
|
|
"description": "Telegram setting for exit fill signals.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
],
|
|
"default": "on"
|
|
},
|
|
"exit_cancel": {
|
|
"description": "Telegram setting for exit cancel signals.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
]
|
|
},
|
|
"protection_trigger": {
|
|
"description": "Telegram setting for protection triggers.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
],
|
|
"default": "on"
|
|
},
|
|
"protection_trigger_global": {
|
|
"description": "Telegram setting for global protection triggers.",
|
|
"type": "string",
|
|
"enum": [
|
|
"on",
|
|
"off",
|
|
"silent"
|
|
],
|
|
"default": "on"
|
|
}
|
|
}
|
|
},
|
|
"reload": {
|
|
"description": "Add Reload button to certain messages.",
|
|
"type": "boolean"
|
|
}
|
|
},
|
|
"required": [
|
|
"enabled",
|
|
"token",
|
|
"chat_id"
|
|
]
|
|
},
|
|
"webhook": {
|
|
"description": "Webhook settings.",
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"type": "boolean"
|
|
},
|
|
"url": {
|
|
"type": "string"
|
|
},
|
|
"format": {
|
|
"type": "string",
|
|
"enum": [
|
|
"form",
|
|
"json",
|
|
"raw"
|
|
],
|
|
"default": "form"
|
|
},
|
|
"retries": {
|
|
"type": "integer",
|
|
"minimum": 0
|
|
},
|
|
"retry_delay": {
|
|
"type": "number",
|
|
"minimum": 0
|
|
},
|
|
"status": {
|
|
"type": "object"
|
|
},
|
|
"warning": {
|
|
"type": "object"
|
|
},
|
|
"exception": {
|
|
"type": "object"
|
|
},
|
|
"startup": {
|
|
"type": "object"
|
|
},
|
|
"entry": {
|
|
"type": "object"
|
|
},
|
|
"entry_fill": {
|
|
"type": "object"
|
|
},
|
|
"entry_cancel": {
|
|
"type": "object"
|
|
},
|
|
"exit": {
|
|
"type": "object"
|
|
},
|
|
"exit_fill": {
|
|
"type": "object"
|
|
},
|
|
"exit_cancel": {
|
|
"type": "object"
|
|
},
|
|
"protection_trigger": {
|
|
"type": "object"
|
|
},
|
|
"protection_trigger_global": {
|
|
"type": "object"
|
|
},
|
|
"strategy_msg": {
|
|
"type": "object"
|
|
},
|
|
"whitelist": {
|
|
"type": "object"
|
|
},
|
|
"analyzed_df": {
|
|
"type": "object"
|
|
},
|
|
"new_candle": {
|
|
"type": "object"
|
|
}
|
|
}
|
|
},
|
|
"discord": {
|
|
"description": "Discord settings.",
|
|
"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": {
|
|
"description": "API server settings.",
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"description": "Whether the API server is enabled.",
|
|
"type": "boolean"
|
|
},
|
|
"listen_ip_address": {
|
|
"description": "IP address the API server listens on.",
|
|
"format": "ipv4"
|
|
},
|
|
"listen_port": {
|
|
"description": "Port the API server listens on.",
|
|
"type": "integer",
|
|
"minimum": 1024,
|
|
"maximum": 65535
|
|
},
|
|
"username": {
|
|
"description": "Username for API server authentication.",
|
|
"type": "string"
|
|
},
|
|
"password": {
|
|
"description": "Password for API server authentication.",
|
|
"type": "string"
|
|
},
|
|
"ws_token": {
|
|
"description": "WebSocket token for API server.",
|
|
"type": [
|
|
"string",
|
|
"array"
|
|
],
|
|
"items": {
|
|
"type": "string"
|
|
}
|
|
},
|
|
"jwt_secret_key": {
|
|
"description": "Secret key for JWT authentication.",
|
|
"type": "string"
|
|
},
|
|
"CORS_origins": {
|
|
"description": "List of allowed CORS origins.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "string"
|
|
}
|
|
},
|
|
"x": {
|
|
"description": "Logging verbosity level.",
|
|
"type": "string",
|
|
"enum": [
|
|
"error",
|
|
"info"
|
|
]
|
|
}
|
|
},
|
|
"required": [
|
|
"enabled",
|
|
"listen_ip_address",
|
|
"listen_port",
|
|
"username",
|
|
"password"
|
|
]
|
|
},
|
|
"db_url": {
|
|
"description": "Database connection URL.",
|
|
"type": "string"
|
|
},
|
|
"export": {
|
|
"description": "Type of data to export.",
|
|
"type": "string",
|
|
"enum": [
|
|
"none",
|
|
"trades",
|
|
"signals"
|
|
],
|
|
"default": "trades"
|
|
},
|
|
"disableparamexport": {
|
|
"description": "Disable parameter export.",
|
|
"type": "boolean"
|
|
},
|
|
"initial_state": {
|
|
"description": "Initial state of the system.",
|
|
"type": "string",
|
|
"enum": [
|
|
"running",
|
|
"stopped"
|
|
]
|
|
},
|
|
"force_entry_enable": {
|
|
"description": "Force enable entry.",
|
|
"type": "boolean"
|
|
},
|
|
"disable_dataframe_checks": {
|
|
"description": "Disable checks on dataframes.",
|
|
"type": "boolean"
|
|
},
|
|
"internals": {
|
|
"description": "Internal settings.",
|
|
"type": "object",
|
|
"default": {},
|
|
"properties": {
|
|
"process_throttle_secs": {
|
|
"description": "Minimum loop duration for one bot iteration in seconds.",
|
|
"type": "integer"
|
|
},
|
|
"interval": {
|
|
"description": "Interval time in seconds.",
|
|
"type": "integer"
|
|
},
|
|
"sd_notify": {
|
|
"description": "Enable systemd notify.",
|
|
"type": "boolean"
|
|
}
|
|
}
|
|
},
|
|
"dataformat_ohlcv": {
|
|
"description": "Data format for OHLCV data.",
|
|
"type": "string",
|
|
"enum": [
|
|
"json",
|
|
"jsongz",
|
|
"hdf5",
|
|
"feather",
|
|
"parquet"
|
|
],
|
|
"default": "feather"
|
|
},
|
|
"dataformat_trades": {
|
|
"description": "Data format for trade data.",
|
|
"type": "string",
|
|
"enum": [
|
|
"json",
|
|
"jsongz",
|
|
"hdf5",
|
|
"feather",
|
|
"parquet"
|
|
],
|
|
"default": "feather"
|
|
},
|
|
"position_adjustment_enable": {
|
|
"description": "Enable position adjustment. \nUsually specified in the strategy and missing in the configuration.",
|
|
"type": "boolean"
|
|
},
|
|
"new_pairs_days": {
|
|
"description": "Download data of new pairs for given number of days",
|
|
"type": "integer",
|
|
"default": 30
|
|
},
|
|
"download_trades": {
|
|
"description": "Download trades data by default (instead of ohlcv data).",
|
|
"type": "boolean"
|
|
},
|
|
"max_entry_position_adjustment": {
|
|
"description": "Maximum entry position adjustment allowed. \nUsually specified in the strategy and missing in the configuration.",
|
|
"type": [
|
|
"integer",
|
|
"number"
|
|
],
|
|
"minimum": -1
|
|
},
|
|
"add_config_files": {
|
|
"description": "Additional configuration files to load.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "string"
|
|
}
|
|
},
|
|
"orderflow": {
|
|
"description": "Settings related to order flow.",
|
|
"type": "object",
|
|
"properties": {
|
|
"cache_size": {
|
|
"description": "Size of the cache for order flow data.",
|
|
"type": "number",
|
|
"minimum": 1,
|
|
"default": 1500
|
|
},
|
|
"max_candles": {
|
|
"description": "Maximum number of candles to consider.",
|
|
"type": "number",
|
|
"minimum": 1,
|
|
"default": 1500
|
|
},
|
|
"scale": {
|
|
"description": "Scale factor for order flow data.",
|
|
"type": "number",
|
|
"minimum": 0.0
|
|
},
|
|
"stacked_imbalance_range": {
|
|
"description": "Range for stacked imbalance.",
|
|
"type": "number",
|
|
"minimum": 0
|
|
},
|
|
"imbalance_volume": {
|
|
"description": "Volume threshold for imbalance.",
|
|
"type": "number",
|
|
"minimum": 0
|
|
},
|
|
"imbalance_ratio": {
|
|
"description": "Ratio threshold for imbalance.",
|
|
"type": "number",
|
|
"minimum": 0.0
|
|
}
|
|
},
|
|
"required": [
|
|
"max_candles",
|
|
"scale",
|
|
"stacked_imbalance_range",
|
|
"imbalance_volume",
|
|
"imbalance_ratio"
|
|
]
|
|
}
|
|
},
|
|
"definitions": {
|
|
"exchange": {
|
|
"description": "Exchange configuration settings.",
|
|
"type": "object",
|
|
"properties": {
|
|
"name": {
|
|
"description": "Name of the exchange.",
|
|
"type": "string"
|
|
},
|
|
"enable_ws": {
|
|
"description": "Enable WebSocket connections to the exchange.",
|
|
"type": "boolean",
|
|
"default": true
|
|
},
|
|
"key": {
|
|
"description": "API key for the exchange.",
|
|
"type": "string",
|
|
"default": ""
|
|
},
|
|
"secret": {
|
|
"description": "API secret for the exchange.",
|
|
"type": "string",
|
|
"default": ""
|
|
},
|
|
"password": {
|
|
"description": "Password for the exchange, if required.",
|
|
"type": "string",
|
|
"default": ""
|
|
},
|
|
"uid": {
|
|
"description": "User ID for the exchange, if required.",
|
|
"type": "string"
|
|
},
|
|
"pair_whitelist": {
|
|
"description": "List of whitelisted trading pairs.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "string"
|
|
},
|
|
"uniqueItems": true
|
|
},
|
|
"pair_blacklist": {
|
|
"description": "List of blacklisted trading pairs.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "string"
|
|
},
|
|
"uniqueItems": true
|
|
},
|
|
"log_responses": {
|
|
"description": "Log responses from the exchange.Useful/required to debug issues with order processing.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"unknown_fee_rate": {
|
|
"description": "Fee rate for unknown markets.",
|
|
"type": "number"
|
|
},
|
|
"outdated_offset": {
|
|
"description": "Offset for outdated data in minutes.",
|
|
"type": "integer",
|
|
"minimum": 1
|
|
},
|
|
"markets_refresh_interval": {
|
|
"description": "Interval for refreshing market data in minutes.",
|
|
"type": "integer",
|
|
"default": 60
|
|
},
|
|
"ccxt_config": {
|
|
"description": "CCXT configuration settings.",
|
|
"type": "object"
|
|
},
|
|
"ccxt_async_config": {
|
|
"description": "CCXT asynchronous configuration settings.",
|
|
"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": {
|
|
"description": "Configuration for external message consumer.",
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"description": "Whether the external message consumer is enabled.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"producers": {
|
|
"description": "List of producers for the external message consumer.",
|
|
"type": "array",
|
|
"items": {
|
|
"type": "object",
|
|
"properties": {
|
|
"name": {
|
|
"description": "Name of the producer.",
|
|
"type": "string"
|
|
},
|
|
"host": {
|
|
"description": "Host of the producer.",
|
|
"type": "string"
|
|
},
|
|
"port": {
|
|
"description": "Port of the producer.",
|
|
"type": "integer",
|
|
"default": 8080,
|
|
"minimum": 0,
|
|
"maximum": 65535
|
|
},
|
|
"secure": {
|
|
"description": "Whether to use SSL to connect to the producer.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"ws_token": {
|
|
"description": "WebSocket token for the producer.",
|
|
"type": "string"
|
|
}
|
|
},
|
|
"required": [
|
|
"name",
|
|
"host",
|
|
"ws_token"
|
|
]
|
|
}
|
|
},
|
|
"wait_timeout": {
|
|
"description": "Wait timeout in seconds.",
|
|
"type": "integer",
|
|
"minimum": 0
|
|
},
|
|
"sleep_time": {
|
|
"description": "Sleep time in seconds before retrying to connect.",
|
|
"type": "integer",
|
|
"minimum": 0
|
|
},
|
|
"ping_timeout": {
|
|
"description": "Ping timeout in seconds.",
|
|
"type": "integer",
|
|
"minimum": 0
|
|
},
|
|
"remove_entry_exit_signals": {
|
|
"description": "Remove signal columns from the dataframe (set them to 0)",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"initial_candle_limit": {
|
|
"description": "Initial candle limit.",
|
|
"type": "integer",
|
|
"minimum": 0,
|
|
"maximum": 1500,
|
|
"default": 1500
|
|
},
|
|
"message_size_limit": {
|
|
"description": "Message size limit in megabytes.",
|
|
"type": "integer",
|
|
"minimum": 1,
|
|
"maximum": 20,
|
|
"default": 8
|
|
}
|
|
},
|
|
"required": [
|
|
"producers"
|
|
]
|
|
},
|
|
"freqai": {
|
|
"type": "object",
|
|
"properties": {
|
|
"enabled": {
|
|
"description": "Whether freqAI is enabled.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"keras": {
|
|
"description": "Use Keras for model training.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"write_metrics_to_disk": {
|
|
"description": "Write metrics to disk?",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"purge_old_models": {
|
|
"description": "Number of models to keep on disk.",
|
|
"type": [
|
|
"boolean",
|
|
"number"
|
|
],
|
|
"default": 2
|
|
},
|
|
"conv_width": {
|
|
"description": "The width of a neural network input tensor.",
|
|
"type": "integer",
|
|
"default": 1
|
|
},
|
|
"train_period_days": {
|
|
"description": "Number of days to use for the training data (width of the sliding window)",
|
|
"type": "integer",
|
|
"default": 0
|
|
},
|
|
"backtest_period_days": {
|
|
"description": "Number of days to inference from the trained model before sliding the `train_period_days` window ",
|
|
"type": "number",
|
|
"default": 7
|
|
},
|
|
"identifier": {
|
|
"description": "A unique ID for the current model. Must be changed when modifying features.",
|
|
"type": "string",
|
|
"default": "example"
|
|
},
|
|
"wait_for_training_iteration_on_reload": {
|
|
"description": "Wait for the next training iteration to complete after /reload or ctrl+c.",
|
|
"type": "boolean",
|
|
"default": true
|
|
},
|
|
"feature_parameters": {
|
|
"description": "The parameters used to engineer the feature set",
|
|
"type": "object",
|
|
"properties": {
|
|
"include_corr_pairlist": {
|
|
"description": "List of correlated pairs to include in the features.",
|
|
"type": "array"
|
|
},
|
|
"include_timeframes": {
|
|
"description": "A list of timeframes that all indicators in `feature_engineering_expand_*()` will be created for.",
|
|
"type": "array"
|
|
},
|
|
"label_period_candles": {
|
|
"description": "Number of candles into the future to use for labeling the period.This can be used in `set_freqai_targets()`.",
|
|
"type": "integer"
|
|
},
|
|
"include_shifted_candles": {
|
|
"description": "Add features from previous candles to subsequent candles with the intent of adding historical information.",
|
|
"type": "integer",
|
|
"default": 0
|
|
},
|
|
"DI_threshold": {
|
|
"description": "Activates the use of the Dissimilarity Index for outlier detection when set to > 0.",
|
|
"type": "number",
|
|
"default": 0
|
|
},
|
|
"weight_factor": {
|
|
"description": "Weight training data points according to their recency.",
|
|
"type": "number",
|
|
"default": 0
|
|
},
|
|
"principal_component_analysis": {
|
|
"description": "Automatically reduce the dimensionality of the data set using Principal Component Analysis",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"use_SVM_to_remove_outliers": {
|
|
"description": "Use SVM to remove outliers from the features.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"plot_feature_importances": {
|
|
"description": "Create feature importance plots for each model.",
|
|
"type": "integer",
|
|
"default": 0
|
|
},
|
|
"svm_params": {
|
|
"description": "All parameters available in Sklearn's `SGDOneClassSVM()`.",
|
|
"type": "object",
|
|
"properties": {
|
|
"shuffle": {
|
|
"description": "Whether to shuffle data before applying SVM.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"nu": {
|
|
"type": "number",
|
|
"default": 0.1
|
|
}
|
|
}
|
|
},
|
|
"shuffle_after_split": {
|
|
"description": "Split the data into train and test sets, and then shuffle both sets individually.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"buffer_train_data_candles": {
|
|
"description": "Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated.",
|
|
"type": "integer",
|
|
"default": 0
|
|
}
|
|
},
|
|
"required": [
|
|
"include_timeframes",
|
|
"include_corr_pairlist"
|
|
]
|
|
},
|
|
"data_split_parameters": {
|
|
"descriptions": "Additional parameters for scikit-learn's test_train_split() function.",
|
|
"type": "object",
|
|
"properties": {
|
|
"test_size": {
|
|
"type": "number"
|
|
},
|
|
"random_state": {
|
|
"type": "integer"
|
|
},
|
|
"shuffle": {
|
|
"type": "boolean",
|
|
"default": false
|
|
}
|
|
}
|
|
},
|
|
"model_training_parameters": {
|
|
"description": "Flexible dictionary that includes all parameters available by the selected model library. ",
|
|
"type": "object"
|
|
},
|
|
"rl_config": {
|
|
"type": "object",
|
|
"properties": {
|
|
"drop_ohlc_from_features": {
|
|
"description": "Do not include the normalized ohlc data in the feature set.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"train_cycles": {
|
|
"description": "Number of training cycles to perform.",
|
|
"type": "integer"
|
|
},
|
|
"max_trade_duration_candles": {
|
|
"description": "Guides the agent training to keep trades below desired length.",
|
|
"type": "integer"
|
|
},
|
|
"add_state_info": {
|
|
"description": "Include state information in the feature set for training and inference.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"max_training_drawdown_pct": {
|
|
"description": "Maximum allowed drawdown percentage during training.",
|
|
"type": "number",
|
|
"default": 0.02
|
|
},
|
|
"cpu_count": {
|
|
"description": "Number of threads/CPU's to use for training.",
|
|
"type": "integer",
|
|
"default": 1
|
|
},
|
|
"model_type": {
|
|
"description": "Model string from stable_baselines3 or SBcontrib.",
|
|
"type": "string",
|
|
"default": "PPO"
|
|
},
|
|
"policy_type": {
|
|
"description": "One of the available policy types from stable_baselines3.",
|
|
"type": "string",
|
|
"default": "MlpPolicy"
|
|
},
|
|
"net_arch": {
|
|
"description": "Architecture of the neural network.",
|
|
"type": "array",
|
|
"default": [
|
|
128,
|
|
128
|
|
]
|
|
},
|
|
"randomize_starting_position": {
|
|
"description": "Randomize the starting point of each episode to avoid overfitting.",
|
|
"type": "boolean",
|
|
"default": false
|
|
},
|
|
"progress_bar": {
|
|
"description": "Display a progress bar with the current progress.",
|
|
"type": "boolean",
|
|
"default": true
|
|
},
|
|
"model_reward_parameters": {
|
|
"description": "Parameters for configuring the reward model.",
|
|
"type": "object",
|
|
"properties": {
|
|
"rr": {
|
|
"type": "number",
|
|
"default": 1,
|
|
"description": "Reward ratio parameter."
|
|
},
|
|
"profit_aim": {
|
|
"type": "number",
|
|
"default": 0.025,
|
|
"description": "Profit aim parameter."
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
},
|
|
"required": [
|
|
"enabled",
|
|
"train_period_days",
|
|
"backtest_period_days",
|
|
"identifier",
|
|
"feature_parameters",
|
|
"data_split_parameters"
|
|
]
|
|
}
|
|
}
|
|
} |