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Merge pull request #5524 from freqtrade/kucoin_tif

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Improve generated configuration templates, support kucoin TIF
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Matthias 2021-09-03 19:46:58 +02:00 committed by GitHub
commit 91779ee0cc
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12 changed files with 56 additions and 64 deletions
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4
docs/configuration.md
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@ -444,8 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
```
!!! Warning
This is ongoing work. For now, it is supported only for binance.
Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
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

8
docs/exchanges.md
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@ -4,6 +4,8 @@ This page combines common gotchas and informations which are exchange-specific a
## Binance
Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
!!! Tip "Stoploss on Exchange"
Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
@ -113,8 +115,12 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "your_exchange_api_key_password",
// ...
}
```
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
### Kucoin Blacklists
For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
@ -158,6 +164,8 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
"order_time_in_force": ["gtc", "fok"],
"ohlcv_candle_limit": 200
}
//...
}
```
!!! Warning

12
freqtrade/commands/build_config_commands.py
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@ -61,13 +61,13 @@ def ask_user_config() -> Dict[str, Any]:
"type": "text",
"name": "stake_currency",
"message": "Please insert your stake currency:",
"default": 'BTC',
"default": 'USDT',
},
{
"type": "text",
"name": "stake_amount",
"message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "0.01",
"default": "100",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
"filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
if val == UNLIMITED_STAKE_AMOUNT
@ -105,6 +105,8 @@ def ask_user_config() -> Dict[str, Any]:
"bittrex",
"kraken",
"ftx",
"kucoin",
"gateio",
Separator(),
"other",
],
@ -128,6 +130,12 @@ def ask_user_config() -> Dict[str, Any]:
"message": "Insert Exchange Secret",
"when": lambda x: not x['dry_run']
},
{
"type": "password",
"name": "exchange_key_password",
"message": "Insert Exchange API Key password",
"when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
},
{
"type": "confirm",
"name": "telegram",

1
freqtrade/exchange/binance.py
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@ -18,6 +18,7 @@ class Binance(Exchange):
_ft_has: Dict = {
"stoploss_on_exchange": True,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
"ohlcv_candle_limit": 1000,
"trades_pagination": "id",
"trades_pagination_arg": "fromId",

4
freqtrade/exchange/exchange.py
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@ -63,6 +63,7 @@ class Exchange:
_ft_has_default: Dict = {
"stoploss_on_exchange": False,
"order_time_in_force": ["gtc"],
"time_in_force_parameter": "timeInForce",
"ohlcv_params": {},
"ohlcv_candle_limit": 500,
"ohlcv_partial_candle": True,
@ -723,7 +724,8 @@ class Exchange:
params = self._params.copy()
if time_in_force != 'gtc' and ordertype != 'market':
params.update({'timeInForce': time_in_force})
param = self._ft_has.get('time_in_force_parameter', '')
params.update({param: time_in_force})
try:
# Set the precision for amount and price(rate) as accepted by the exchange

2
freqtrade/exchange/kucoin.py
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@ -21,4 +21,6 @@ class Kucoin(Exchange):
_ft_has: Dict = {
"l2_limit_range": [20, 100],
"l2_limit_range_required": False,
"order_time_in_force": ['gtc', 'fok', 'ioc'],
"time_in_force_parameter": "timeInForce",
}

9
freqtrade/templates/base_config.json.j2
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@ -1,3 +1,10 @@
{%set volume_pairlist = '{
"method": "VolumePairList",
"number_assets": 20,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 1800
}' %}
{
"max_open_trades": {{ max_open_trades }},
"stake_currency": "{{ stake_currency }}",
@ -29,7 +36,7 @@
},
{{ exchange | indent(4) }},
"pairlists": [
{"method": "StaticPairList"}
{{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else volume_pairlist }}
],
"edge": {
"enabled": false,

28
freqtrade/templates/subtemplates/exchange_binance.j2
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@ -8,34 +8,8 @@
"rateLimit": 200
},
"pair_whitelist": [
"ALGO/BTC",
"ATOM/BTC",
"BAT/BTC",
"BCH/BTC",
"BRD/BTC",
"EOS/BTC",
"ETH/BTC",
"IOTA/BTC",
"LINK/BTC",
"LTC/BTC",
"NEO/BTC",
"NXS/BTC",
"XMR/BTC",
"XRP/BTC",
"XTZ/BTC"
],
"pair_blacklist": [
"BNB/BTC",
"BNB/BUSD",
"BNB/ETH",
"BNB/EUR",
"BNB/NGN",
"BNB/PAX",
"BNB/RUB",
"BNB/TRY",
"BNB/TUSD",
"BNB/USDC",
"BNB/USDS",
"BNB/USDT"
"BNB/.*"
]
}

10
freqtrade/templates/subtemplates/exchange_bittrex.j2
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@ -15,16 +15,6 @@
"rateLimit": 500
},
"pair_whitelist": [
"ETH/BTC",
"LTC/BTC",
"ETC/BTC",
"DASH/BTC",
"ZEC/BTC",
"XLM/BTC",
"XRP/BTC",
"TRX/BTC",
"ADA/BTC",
"XMR/BTC"
],
"pair_blacklist": [
]

22
freqtrade/templates/subtemplates/exchange_kraken.j2
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@ -7,28 +7,10 @@
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 1000
// Enable the below for downoading data.
//"rateLimit": 3100
},
"pair_whitelist": [
"ADA/EUR",
"ATOM/EUR",
"BAT/EUR",
"BCH/EUR",
"BTC/EUR",
"DAI/EUR",
"DASH/EUR",
"EOS/EUR",
"ETC/EUR",
"ETH/EUR",
"LINK/EUR",
"LTC/EUR",
"QTUM/EUR",
"REP/EUR",
"WAVES/EUR",
"XLM/EUR",
"XMR/EUR",
"XRP/EUR",
"XTZ/EUR",
"ZEC/EUR"
],
"pair_blacklist": [

18
freqtrade/templates/subtemplates/exchange_kucoin.j2 Normal file
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@ -0,0 +1,18 @@
"exchange": {
"name": "{{ exchange_name | lower }}",
"key": "{{ exchange_key }}",
"secret": "{{ exchange_secret }}",
"password": "{{ exchange_key_password }}",
"ccxt_config": {
"enableRateLimit": true
"rateLimit": 200
},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
],
"pair_blacklist": [
]
}

2
mkdocs.yml
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@ -23,10 +23,10 @@ nav:
- Hyperopt: hyperopt.md
- Utility Sub-commands: utils.md
- Plotting: plotting.md
- Exchange-specific Notes: exchanges.md
- Data Analysis:
- Jupyter Notebooks: data-analysis.md
- Strategy analysis: strategy_analysis_example.md
- Exchange-specific Notes: exchanges.md
- Advanced Topics:
- Advanced Post-installation Tasks: advanced-setup.md
- Edge Positioning: edge.md