stable/config_examples/config_freqai_futures.example.json

{
    "trading_mode": "futures",
    "margin_mode": "isolated",
    "max_open_trades": 5,
    "stake_currency": "USDT",
    "stake_amount": 200,
    "tradable_balance_ratio": 1,
    "fiat_display_currency": "USD",
    "dry_run": true,
    "timeframe": "3m",
    "dry_run_wallet": 1000,
    "cancel_open_orders_on_exit": true,
    "unfilledtimeout": {
        "entry": 10,
        "exit": 30
    },
    "exchange": {
        "name": "okx",
        "key": "",
        "secret": "",
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 200
        },
        "pair_whitelist": [
            "AGLD/USDT:USDT",
            "1INCH/USDT:USDT",
            "AAVE/USDT:USDT",
            "ALGO/USDT:USDT",
            "ALPHA/USDT:USDT",
            "API3/USDT:USDT",
            "AVAX/USDT:USDT",
            "AXS/USDT:USDT",
            "BCH/USDT:USDT"
        ],
        "pair_blacklist": []
    },
    "entry_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "exit_pricing": {
        "price_side": "other",
        "use_order_book": true,
        "order_book_top": 1
    },
    "pairlists": [
        {
            "method": "StaticPairList"
        }
    ],
    "freqai": {
        "timeframes": [
            "3m",
            "15m",
            "1h"
        ],
        "train_period": 20,
        "backtest_period": 2,
        "identifier": "example",
        "live_trained_timestamp": 0,
        "corr_pairlist": [
            "BTC/USDT:USDT",
            "ETH/USDT:USDT"
        ],
        "feature_parameters": {
            "period": 20,
            "shift": 2,
            "DI_threshold": 0,
            "weight_factor": 0.9,
            "principal_component_analysis": false,
            "use_SVM_to_remove_outliers": true,
            "stratify": 0
        },
        "data_split_parameters": {
            "test_size": 0.33,
            "random_state": 1
        },
        "model_training_parameters": {
            "n_estimators": 1000,
            "task_type": "CPU"
        }
    }
}