Update documentation
This commit is contained in:
Matthias
parent
ed0c7a6aaf
commit
02b9da8aba
@ -56,7 +56,8 @@
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume"
|
||||
"sort_key": "quoteVolume",
|
||||
"ttl": 1800
|
||||
}
|
||||
},
|
||||
{"method": "PrecisionFilter"},
|
||||
|
||||
@ -82,8 +82,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
||||
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
|
||||
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
|
||||
| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
|
||||
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
|
||||
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
|
||||
| `pairlists` | StaticPairList | Define one or more pairlists to be used. [More information below](#dynamic-pairlists).
|
||||
| `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`. ***Keep it in secrete, do not disclose publicly.***
|
||||
| `telegram.chat_id` | chat_id | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. ***Keep it in secrete, do not disclose publicly.***
|
||||
@ -382,41 +381,50 @@ The valid values are:
|
||||
Pairlists define the list of pairs that the bot should trade.
|
||||
There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
|
||||
|
||||
In addition to pairlists, [pairlist filters](#available-pairlist-filters) can be configured, which remove certain assets.
|
||||
These Filters work with all Pairlist providers and are applied in the sequence they occur.
|
||||
[`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs.
|
||||
|
||||
All pairlists can be chained, and a combination of all pairlists will become your new whitelist.
|
||||
|
||||
Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
|
||||
|
||||
### Available Pairlists
|
||||
|
||||
* [`StaticPairList`](#static-pair-list) (default, if not configured differently)
|
||||
* [`VolumePairList`](#volume-pair-list)
|
||||
* [`PrecisionFilter`](#precision-filter)
|
||||
* [`LowPriceFilter`](#low-price-pair-filter)
|
||||
|
||||
#### Static Pair List
|
||||
|
||||
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration. Inactive markets and blacklisted pairs are removed from the pair_whitelist.
|
||||
By default, the `StaticPairList` method is used, which uses a statically defined pair whitelist from the configuration.
|
||||
|
||||
It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
|
||||
|
||||
```json
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
],
|
||||
```
|
||||
|
||||
#### Volume Pair List
|
||||
|
||||
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
|
||||
|
||||
`VolumePairList` does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
|
||||
Pairs in `pair_blacklist` are not considered for `VolumePairList`, even if all other filters would match.
|
||||
|
||||
`ttl` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
|
||||
|
||||
```json
|
||||
"pairlist": {
|
||||
"pairlists": [{
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
},
|
||||
"ttl": 1800,
|
||||
}
|
||||
],
|
||||
```
|
||||
|
||||
### Available Pairlist Filters
|
||||
|
||||
* [`PrecisionFilter`](#precision-filter)
|
||||
* [`LowPriceFilter`](#low-price-pair-filter)
|
||||
|
||||
#### Precision Filter
|
||||
|
||||
Filters low-value coins which would not allow setting a stoploss.
|
||||
@ -440,17 +448,19 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
|
||||
"pair_whitelist": [],
|
||||
"pair_blacklist": ["BNB/BTC"]
|
||||
},
|
||||
"pairlist": {
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "VolumePairList",
|
||||
"config": {
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
},
|
||||
"filters":{
|
||||
"PrecisionFilter": {},
|
||||
"LowPriceFilter": {"low_price_percent": 0.01}
|
||||
}
|
||||
},
|
||||
{"method": "PrecisionFilter"},
|
||||
{"method": "LowPriceFilter",
|
||||
"config": {"low_price_percent": 0.01}
|
||||
}
|
||||
}],
|
||||
```
|
||||
|
||||
## Switch to Dry-run mode
|
||||
|
||||
@ -46,15 +46,18 @@ def test_method_to_test(caplog):
|
||||
The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
|
||||
|
||||
#### Install
|
||||
|
||||
* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
|
||||
* [docker](https://docs.docker.com/install/)
|
||||
* [docker-compose](https://docs.docker.com/compose/install/)
|
||||
|
||||
#### Starting the bot
|
||||
##### Use the develop dockerfile
|
||||
|
||||
``` bash
|
||||
rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
|
||||
```
|
||||
|
||||
#### Docker Compose
|
||||
|
||||
##### Starting
|
||||
@ -62,9 +65,11 @@ rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
|
||||
``` bash
|
||||
docker-compose up
|
||||
```
|
||||
|
||||
|
||||
|
||||
##### Rebuilding
|
||||
|
||||
``` bash
|
||||
docker-compose build
|
||||
```
|
||||
@ -77,8 +82,8 @@ that can be effected by `docker-compose up` or `docker-compose run freqtrade_dev
|
||||
``` bash
|
||||
docker-compose exec freqtrade_develop /bin/bash
|
||||
```
|
||||
|
||||
|
||||
|
||||
|
||||
## Modules
|
||||
|
||||
@ -95,7 +100,7 @@ This is a simple provider, which however serves as a good example on how to star
|
||||
|
||||
Next, modify the classname of the provider (ideally align this with the Filename).
|
||||
|
||||
The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
|
||||
The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`) and the pairlist dedicated configuration (`self._pairlistconfig`).
|
||||
|
||||
```python
|
||||
self._freqtrade = freqtrade
|
||||
@ -104,10 +109,9 @@ The base-class provides the an instance of the bot (`self._freqtrade`), as well
|
||||
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
|
||||
```
|
||||
|
||||
|
||||
Now, let's step through the methods which require actions:
|
||||
|
||||
#### configuration
|
||||
#### Pairlist configuration
|
||||
|
||||
Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
|
||||
This Pairlist-object may contain a `"config"` dict with additional configurations for the configured pairlist.
|
||||
@ -120,29 +124,30 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
|
||||
Returns a description used for Telegram messages.
|
||||
This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
|
||||
|
||||
#### refresh_pairlist
|
||||
#### filter_pairlist
|
||||
|
||||
Override this method and run all calculations needed in this method.
|
||||
This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
|
||||
|
||||
Assign the resulting whiteslist to `self._whitelist` and `self._blacklist` respectively. These will then be used to run the bot in this iteration. Pairs with open trades will be added to the whitelist to have the sell-methods run correctly.
|
||||
It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
|
||||
|
||||
Please also run `self.validate_whitelist(pairs, tickers)` (tickers is optional, but should be passed when you're using tickers anyway) and to check and remove pairs with inactive markets. This function is available in the Parent class (`StaticPairList`) and should ideally not be overwritten.
|
||||
It must return the resulting pairlist (which may then be passed into the next pairlist filter).
|
||||
|
||||
Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
|
||||
|
||||
##### sample
|
||||
|
||||
``` python
|
||||
def refresh_pairlist(self) -> None:
|
||||
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
|
||||
# Generate dynamic whitelist
|
||||
pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
|
||||
# Validate whitelist to only have active market pairs
|
||||
self._whitelist = self.validate_whitelist(pairs)[:self._number_pairs]
|
||||
pairs = self._calculate_pairlist(pairlist, tickers)
|
||||
return pairs
|
||||
```
|
||||
|
||||
#### _gen_pair_whitelist
|
||||
|
||||
This is a simple method used by `VolumePairList` - however serves as a good example.
|
||||
It implements caching (`@cached(TTLCache(maxsize=1, ttl=1800))`) as well as a configuration option to allow different (but similar) strategies to work with the same PairListProvider.
|
||||
In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
|
||||
|
||||
## Implement a new Exchange (WIP)
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user