Merge pull request #3398 from freqtrade/ccxt_config_combine

combine CCXT configurations ...

docs/configuration.md

@@ -83,7 +83,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
 | `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
-| `exchange.ccxt_config` | 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) <br> **Datatype:** Dict
+| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
+| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) 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) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | 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) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.

docs/exchanges.md

@@ -62,6 +62,25 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket
 print(res)
 ```
 
+## FTX
+
+### Using subaccounts
+
+To use subaccounts with FTX, you need to edit the configuration and add the following:
+
+``` json
+"exchange": {
+    "ccxt_config": {
+        "headers": {
+            "FTX-SUBACCOUNT": "name"
+        }
+    },
+}
+```
+
+!!! Note
+    Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

freqtrade/exchange/exchange.py

@@ -98,12 +98,14 @@ class Exchange:
 
         # Initialize ccxt objects
         ccxt_config = self._ccxt_config.copy()
-        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
-                                       ccxt_config)
-        self._api = self._init_ccxt(
-            exchange_config, ccxt_kwargs=ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
+
+        self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
 
         ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
+                                             ccxt_async_config)
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
                                              ccxt_async_config)
         self._api_async = self._init_ccxt(

tests/exchange/test_exchange.py

@@ -88,15 +88,19 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     caplog.clear()
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
+    conf['exchange']['ccxt_sync_config'] = {'TestKWARG44': 11}
     conf['exchange']['ccxt_async_config'] = {'asyncio_loop': True}
-
+    asynclogmsg = "Applying additional ccxt config: {'TestKWARG': 11, 'asyncio_loop': True}"
     ex = Exchange(conf)
-    assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog)
     assert not ex._api_async.aiohttp_trust_env
     assert hasattr(ex._api, 'TestKWARG')
     assert ex._api.TestKWARG == 11
-    assert not hasattr(ex._api_async, 'TestKWARG')
-    assert log_has("Applying additional ccxt config: {'TestKWARG': 11}", caplog)
+    # ccxt_config is assigned to both sync and async
+    assert not hasattr(ex._api_async, 'TestKWARG44')
+
+    assert hasattr(ex._api_async, 'TestKWARG')
+    assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
+    assert log_has(asynclogmsg, caplog)
 
 
 def test_destroy(default_conf, mocker, caplog):