Merge pull request #1771 from freqtrade/enable_ratelimit
Enable ratelimit
This commit is contained in:
Misagh
GitHub
commit
031a63d5c2
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@ -30,7 +30,8 @@
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"secret": "your_exchange_secret",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": false
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"enableRateLimit": true,
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"rateLimit": 500
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},
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"pair_whitelist": [
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"ETH/BTC",
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@ -30,7 +30,8 @@
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"secret": "your_exchange_secret",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": false
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"enableRateLimit": true,
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"rateLimit": 200
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},
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"pair_whitelist": [
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"AST/BTC",
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@ -61,6 +61,7 @@
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": false,
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"rateLimit": 500,
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"aiohttp_trust_env": false
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},
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"pair_whitelist": [
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@ -46,7 +46,6 @@ Mandatory Parameters are marked as **Required**.
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| `exchange.secret` | secret | API secret to use for the exchange. Only required when you are in production mode.
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| `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
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| `exchange.pair_blacklist` | [] | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
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| `exchange.ccxt_rate_limit` | True | DEPRECATED!! Have CCXT handle Exchange rate limits. Depending on the exchange, having this to false can lead to temporary bans from the exchange.
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| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
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| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
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| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
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@ -217,6 +216,7 @@ The below is the default which is used if this is not configured in either strat
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the bot would recreate one.
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### Understand order_time_in_force
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The `order_time_in_force` configuration parameter defines the policy by which the order
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is executed on the exchange. Three commonly used time in force are:
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@ -252,9 +252,9 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
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This is an ongoing work. For now it is supported only for binance and only for buy orders.
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Please don't change the default value unless you know what you are doing.
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### What values for exchange.name?
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### Exchange configuration
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Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports 115 cryptocurrency
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Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
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exchange markets and trading APIs. The complete up-to-date list can be found in the
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[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python). However, the bot was tested
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with only Bittrex and Binance.
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@ -266,6 +266,30 @@ The bot was tested with the following exchanges:
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Feel free to test other exchanges and submit your PR to improve the bot.
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#### Sample exchange configuration
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A exchange configuration for "binance" would look as follows:
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```json
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"exchange": {
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"name": "binance",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 200
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},
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```
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This configuration enables binance, as well as rate limiting to avoid bans from the exchange.
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`"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
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!!! Note
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Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
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We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
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### What values can be used for fiat_display_currency?
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The `fiat_display_currency` configuration parameter sets the base currency to use for the
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@ -393,11 +393,6 @@ class Configuration(object):
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raise OperationalException(
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exception_msg
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)
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# Depreciation warning
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if 'ccxt_rate_limit' in config.get('exchange', {}):
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logger.warning("`ccxt_rate_limit` has been deprecated in favor of "
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"`ccxt_config` and `ccxt_async_config` and will be removed "
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"in a future version.")
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logger.debug('Exchange "%s" supported', exchange)
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return True
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@ -146,7 +146,6 @@ class Exchange(object):
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'secret': exchange_config.get('secret'),
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'password': exchange_config.get('password'),
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'uid': exchange_config.get('uid', ''),
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'enableRateLimit': exchange_config.get('ccxt_rate_limit', True)
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}
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if ccxt_kwargs:
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logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
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@ -485,15 +485,6 @@ def test_check_exchange(default_conf, caplog) -> None:
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):
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configuration.check_exchange(default_conf)
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# Test ccxt_rate_limit depreciation
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default_conf.get('exchange').update({'name': 'binance'})
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default_conf['exchange']['ccxt_rate_limit'] = True
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configuration.check_exchange(default_conf)
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assert log_has("`ccxt_rate_limit` has been deprecated in favor of "
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"`ccxt_config` and `ccxt_async_config` and will be removed "
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"in a future version.",
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caplog.record_tuples)
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def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
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mocker.patch('freqtrade.configuration.open', mocker.mock_open(
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@ -54,7 +54,8 @@ else:
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'secret': '',
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'pair_whitelist': [],
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'ccxt_async_config': {
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'enableRateLimit': False
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'enableRateLimit': True,
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'rateLimit': 200
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}
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}
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}
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