parametrize outdated_offset to simplify sandbox usage
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Matthias
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@ -41,7 +41,8 @@
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],
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"pair_blacklist": [
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"DOGE/BTC"
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]
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],
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"outdated_offset": 5
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},
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"experimental": {
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"use_sell_signal": false,
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@ -1,4 +1,5 @@
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# Sandbox API testing
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Where an exchange provides a sandbox for risk-free integration, or end-to-end, testing CCXT provides access to these.
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This document is a *light overview of configuring Freqtrade and GDAX sandbox.
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@ -11,8 +12,11 @@ https://public.sandbox.gdax.com
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https://api-public.sandbox.gdax.com
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---
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# Configure a Sandbox account on Gdax
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Aim of this document section
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- An sanbox account
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- create 2FA (needed to create an API)
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- Add test 50BTC to account
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@ -30,29 +34,34 @@ After registration and Email confimation you wil be redirected into your sanbox
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> https://public.sandbox.pro.coinbase.com/
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## Enable 2Fa (a prerequisite to creating sandbox API Keys)
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From within sand box site select your profile, top right.
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>Or as a direct link: https://public.sandbox.pro.coinbase.com/profile
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From the menu panel to the left of the screen select
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> Security: "*View or Update*"
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In the new site select "enable authenticator" as typical google Authenticator.
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- open Google Authenticator on your phone
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- scan barcode
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- enter your generated 2fa
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## Enable API Access
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From within sandbox select profile>api>create api-keys
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>or as a direct link: https://public.sandbox.pro.coinbase.com/profile/api
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Click on "create one" and ensure **view** and **trade** are "checked" and sumbit your 2Fa
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Click on "create one" and ensure **view** and **trade** are "checked" and sumbit your 2FA
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- **Copy and paste the Passphase** into a notepade this will be needed later
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- **Copy and paste the API Secret** popup into a notepad this will needed later
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- **Copy and paste the API Key** into a notepad this will needed later
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## Add 50 BTC test funds
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To add funds, use the web interface deposit and withdraw buttons.
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To add funds, use the web interface deposit and withdraw buttons.
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To begin select 'Wallets' from the top menu.
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> Or as a direct link: https://public.sandbox.pro.coinbase.com/wallets
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@ -64,88 +73,69 @@ To begin select 'Wallets' from the top menu.
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- - - - - Deposit
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*This process may be repeated for other currencies, ETH as example*
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---
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# Configure Freqtrade to use Gax Sandbox
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The aim of this document section
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- Enable sandbox URLs in Freqtrade
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- Configure API
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- - secret
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- - key
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- - passphrase
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- Enable sandbox URLs in Freqtrade
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- Configure API
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- - secret
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- - key
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- - passphrase
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## Sandbox URLs
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Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
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These include `['test']` and `['api']`.
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- `[Test]` if available will point to an Exchanges sandbox.
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- `[Api]` normally used, and resolves to live API target on the exchange
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To make use of sandbox / test add "sandbox": true, to your config.json
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```
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```json
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"exchange": {
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"name": "gdax",
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"sandbox": true,
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"key": "5wowfxemogxeowo;heiohgmd",
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"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
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"password": "1bkjfkhfhfu6sr",
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"outdated_offset": 5
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"pair_whitelist": [
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"BTC/USD"
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```
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Also insert your
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- api-key (noted earlier)
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- api-secret (noted earlier)
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- password (the passphrase - noted earlier)
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---
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## You should now be ready to test your sandbox!
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## You should now be ready to test your sandbox
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Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox.
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** Typically the BTC/USD has the most activity in sandbox to test against.
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## GDAX - Old Candles problem
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It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks
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To disable this check, edit:
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>strategy/interface.py
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Look for the following section:
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```
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
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if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
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logger.warning(
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'Outdated history for pair %s. Last tick is %s minutes old',
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pair,
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(arrow.utcnow() - signal_date).seconds // 60
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)
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return False, False
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```
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It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks.
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You could Hash out the entire check as follows:
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```
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# # Check if dataframe is out of date
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# signal_date = arrow.get(latest['date'])
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# interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
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# if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
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# logger.warning(
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# 'Outdated history for pair %s. Last tick is %s minutes old',
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# pair,
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# (arrow.utcnow() - signal_date).seconds // 60
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# )
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# return False, False
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```
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To disable this check, add / change the `"outdated_offset"` parameter in the exchange section of your configuration to adjust for this delay.
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Example based on the above configuration:
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Or inrease the timeout to offer a level of protection/alignment of this test to freqtrade in live.
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As example, to allow an additional 30 minutes. "(interval_minutes * 2 + 5 + 30)"
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```
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
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if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5 + 30))):
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logger.warning(
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'Outdated history for pair %s. Last tick is %s minutes old',
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pair,
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(arrow.utcnow() - signal_date).seconds // 60
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)
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return False, False
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```json
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"exchange": {
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"name": "gdax",
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"sandbox": true,
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"key": "5wowfxemogxeowo;heiohgmd",
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"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
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"password": "1bkjfkhfhfu6sr",
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"outdated_offset": 30
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"pair_whitelist": [
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"BTC/USD"
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```
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@ -145,7 +145,8 @@ CONF_SCHEMA = {
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'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
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},
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'uniqueItems': True
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}
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},
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'outdated_offset': {'type': 'integer', 'minimum': 1}
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},
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'required': ['name', 'key', 'secret', 'pair_whitelist']
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}
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@ -155,7 +155,8 @@ class IStrategy(ABC):
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
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if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + 5))):
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offset = self.config.get('outdated_offset', 5)
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if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
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logger.warning(
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'Outdated history for pair %s. Last tick is %s minutes old',
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pair,
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