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