Remove explicit rateLimits, improve docs

This commit is contained in:
Matthias 2021-10-04 20:14:14 +02:00
parent 60e28a30f4
commit 7f4baab420
9 changed files with 65 additions and 70 deletions

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@ -28,10 +28,8 @@
"name": "binance",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_config": {},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
"ALGO/BTC",

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@ -28,11 +28,8 @@
"name": "ftx",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 50
},
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"BTC/USD",
"ETH/USD",

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@ -84,12 +84,8 @@
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 500,
"aiohttp_trust_env": false
},
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",

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@ -28,10 +28,8 @@
"name": "kraken",
"key": "your_exchange_key",
"secret": "your_exchange_key",
"ccxt_config": {"enableRateLimit": true},
"ccxt_config": {},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 1000
},
"pair_whitelist": [
"ADA/EUR",

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@ -447,45 +447,6 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
This is ongoing work. For now, it is supported only for binance and kucoin.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
### Exchange configuration
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 by the development team with only Bittrex, Binance and Kraken,
so these are the only officially supported exchanges:
- [Bittrex](https://bittrex.com/): "bittrex"
- [Binance](https://www.binance.com/): "binance"
- [Kraken](https://kraken.com/): "kraken"
Feel free to test other exchanges and submit your PR to improve the bot.
Some exchanges require special configuration, which can be found on the [Exchange-specific Notes](exchanges.md) documentation page.
#### 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

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@ -2,6 +2,56 @@
This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
## Exchange configuration
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 by the development team with only a few exchanges.
A current list of these can be found in the "Home" section of this documentation.
Feel free to test other exchanges and submit your feedback or PR to improve the bot or confirm exchanges that work flawlessly..
Some exchanges require special configuration, which can be found below.
### 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": {},
"ccxt_async_config": {},
// ...
```
### Setting rate limits
Usually, rate limits set by CCXT are reliable and work well.
In case of problems related to rate-limits (usually DDOS Exceptions in your logs), it's easy to change rateLimit settings to other values.
```json
"exchange": {
"name": "kraken",
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 3100
},
```
This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
`"rateLimit": 3100` 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.
## Binance
Binance supports [time_in_force](configuration.md#understand-order_time_in_force).

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@ -82,11 +82,11 @@ Currently known to happen for US Bittrex users.
Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
To fix this, redefine order types in the strategy to use "limit" instead of "market":
```
order_types = {
@ -136,6 +136,8 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
> type \path\to\mylogfile.log | findstr "something"
```
## Hyperopt module
### Why does freqtrade not have GPU support?
First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
@ -152,8 +154,6 @@ The benefit of using GPU would therefore be pretty slim - and will not justify t
There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
## Hyperopt module
### How many epochs do I need to get a good Hyperopt result?
Per default Hyperopt called without the `-e`/`--epochs` command line option will only

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@ -2,11 +2,8 @@
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
],
"pair_blacklist": [

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@ -2,10 +2,8 @@
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {
"enableRateLimit": true
},
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
],