Merge pull request #1078 from creslinux/sandbox2
Allow sandbox API use on exchanges
This commit is contained in:
commit
d048f3ce6d
@ -50,6 +50,7 @@ hesitate to read the source code and understand the mechanism of this bot.
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- [Strategy Optimization](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md)
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- [Backtesting](https://github.com/freqtrade/freqtrade/blob/develop/docs/backtesting.md)
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- [Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)
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- [Sandbox Testing](https://github.com/freqtrade/freqtrade/blob/develop/docs/sandbox-testing.md)
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- [Basic Usage](#basic-usage)
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- [Bot commands](#bot-commands)
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- [Telegram RPC commands](#telegram-rpc-commands)
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@ -62,6 +63,7 @@ hesitate to read the source code and understand the mechanism of this bot.
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- [Min hardware required](#min-hardware-required)
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- [Software requirements](#software-requirements)
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## Quick start
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Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
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@ -33,3 +33,4 @@ Pull-request. Do not hesitate to reach us on
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- [Run tests & Check PEP8 compliance](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
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- [FAQ](https://github.com/freqtrade/freqtrade/blob/develop/docs/faq.md)
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- [SQL cheatsheet](https://github.com/freqtrade/freqtrade/blob/develop/docs/sql_cheatsheet.md)
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- [Sandbox Testing](https://github.com/freqtrade/freqtrade/blob/develop/docs/sandbox-testing.md))
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151
docs/sandbox-testing.md
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151
docs/sandbox-testing.md
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@ -0,0 +1,151 @@
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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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This can be useful to developers and trader alike as Freqtrade is quite customisable.
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When testing your API connectivity, make sure to use the following URLs.
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***Website**
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https://public.sandbox.gdax.com
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***REST API**
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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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- Create :
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- - API-KEY
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- - API-Secret
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- - API Password
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## Acccount
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This link will redirect to the sandbox main page to login / create account dialogues:
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https://public.sandbox.pro.coinbase.com/orders/
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After registration and Email confimation you wil be redirected into your sanbox account. It is easy to verify you're in sandbox by checking the URL bar.
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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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- **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 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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- Deposits (bottom left of screen)
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- - Deposit Funds Bitcoin
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- - - Coinbase BTC Wallet
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- - - - Max (50 BTC)
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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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## 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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"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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"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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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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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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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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```
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@ -125,6 +125,7 @@ CONF_SCHEMA = {
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'type': 'object',
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'properties': {
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'name': {'type': 'string'},
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'sandbox': {'type': 'boolean'},
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'key': {'type': 'string'},
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'secret': {'type': 'string'},
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'password': {'type': 'string'},
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@ -96,6 +96,8 @@ class Exchange(object):
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except (KeyError, AttributeError):
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raise OperationalException(f'Exchange {name} is not supported')
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self.set_sandbox(api, exchange_config, name)
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return api
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@property
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@ -108,6 +110,16 @@ class Exchange(object):
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"""exchange ccxt id"""
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return self._api.id
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def set_sandbox(self, api, exchange_config: dict, name: str):
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if exchange_config.get('sandbox'):
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if api.urls.get('test'):
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api.urls['api'] = api.urls['test']
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logger.info("Enabled Sandbox API on %s", name)
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else:
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logger.warning(self, "No Sandbox URL in CCXT, exiting. "
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"Please check your config.json")
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raise OperationalException(f'Exchange {name} does not provide a sandbox api')
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def validate_pairs(self, pairs: List[str]) -> None:
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"""
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Checks if all given pairs are tradable on the current exchange.
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@ -98,6 +98,47 @@ def test_symbol_price_prec(default_conf, mocker):
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assert price == 2.3456
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def test_set_sandbox(default_conf, mocker):
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"""
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Test working scenario
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"""
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
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})
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url_mock = PropertyMock(return_value={'test': "api-public.sandbox.gdax.com",
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'api': 'https://api.gdax.com'})
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type(api_mock).urls = url_mock
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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exchange = Exchange(default_conf)
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liveurl = exchange._api.urls['api']
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default_conf['exchange']['sandbox'] = True
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exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
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assert exchange._api.urls['api'] != liveurl
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def test_set_sandbox_exception(default_conf, mocker):
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"""
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Test Fail scenario
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"""
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
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})
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url_mock = PropertyMock(return_value={'api': 'https://api.gdax.com'})
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type(api_mock).urls = url_mock
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
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with pytest.raises(OperationalException, match=r'does not provide a sandbox api'):
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exchange = Exchange(default_conf)
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default_conf['exchange']['sandbox'] = True
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exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
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def test_validate_pairs(default_conf, mocker):
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api_mock = MagicMock()
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api_mock.load_markets = MagicMock(return_value={
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