# pragma pylint: disable=too-few-public-methods """ bot constants """ from typing import Any, Dict, List, Literal, Tuple from freqtrade.enums import CandleType DEFAULT_CONFIG = 'config.json' DEFAULT_EXCHANGE = 'bittrex' PROCESS_THROTTLE_SECS = 5 # sec HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec TIMEOUT_UNITS = ['minutes', 'seconds'] EXPORT_OPTIONS = ['none', 'trades', 'signals'] DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite' DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite' UNLIMITED_STAKE_AMOUNT = 'unlimited' DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05 REQUIRED_ORDERTIF = ['entry', 'exit'] REQUIRED_ORDERTYPES = ['entry', 'exit', 'stoploss', 'stoploss_on_exchange'] PRICING_SIDES = ['ask', 'bid', 'same', 'other'] ORDERTYPE_POSSIBILITIES = ['limit', 'market'] _ORDERTIF_POSSIBILITIES = ['GTC', 'FOK', 'IOC', 'PO'] ORDERTIF_POSSIBILITIES = _ORDERTIF_POSSIBILITIES + [t.lower() for t in _ORDERTIF_POSSIBILITIES] HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss', 'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily', 'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily', 'CalmarHyperOptLoss', 'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss', 'ProfitDrawDownHyperOptLoss'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', 'AgeFilter', 'OffsetFilter', 'PerformanceFilter', 'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter'] AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard'] AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5'] AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet'] BACKTEST_BREAKDOWNS = ['day', 'week', 'month'] BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month'] BACKTEST_CACHE_DEFAULT = 'day' DRY_RUN_WALLET = 1000 DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S' MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume'] # Don't modify sequence of DEFAULT_TRADES_COLUMNS # it has wide consequences for stored trades files DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] TRADING_MODES = ['spot', 'margin', 'futures'] MARGIN_MODES = ['cross', 'isolated', ''] LAST_BT_RESULT_FN = '.last_result.json' FTHYPT_FILEVERSION = 'fthypt_fileversion' USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' USERPATH_NOTEBOOKS = 'notebooks' USERPATH_FREQAIMODELS = 'freqaimodels' TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent'] WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw'] ENV_VAR_PREFIX = 'FREQTRADE__' NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired') # Define decimals per coin for outputs # Only used for outputs. DECIMAL_PER_COIN_FALLBACK = 3 # Should be low to avoid listing all possible FIAT's DECIMALS_PER_COIN = { 'BTC': 8, 'ETH': 5, } DUST_PER_COIN = { 'BTC': 0.0001, 'ETH': 0.01 } # Source files with destination directories within user-directory USER_DATA_FILES = { 'sample_strategy.py': USERPATH_STRATEGIES, 'sample_hyperopt_loss.py': USERPATH_HYPEROPTS, 'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS, } SUPPORTED_FIAT = [ "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "UAH", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD", "BTC", "ETH", "XRP", "LTC", "BCH" ] MINIMAL_CONFIG = { "stake_currency": "", "dry_run": True, "exchange": { "name": "", "key": "", "secret": "", "pair_whitelist": [], "ccxt_async_config": { } } } # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, 'new_pairs_days': {'type': 'integer', 'default': 30}, 'timeframe': {'type': 'string'}, 'stake_currency': {'type': 'string'}, 'stake_amount': { 'type': ['number', 'string'], 'minimum': 0.0001, 'pattern': UNLIMITED_STAKE_AMOUNT }, 'tradable_balance_ratio': { 'type': 'number', 'minimum': 0.0, 'maximum': 1, 'default': 0.99 }, 'available_capital': { 'type': 'number', 'minimum': 0, }, 'amend_last_stake_amount': {'type': 'boolean', 'default': False}, 'last_stake_amount_min_ratio': { 'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5 }, 'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT}, 'dry_run': {'type': 'boolean'}, 'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET}, 'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False}, 'process_only_new_candles': {'type': 'boolean'}, 'minimal_roi': { 'type': 'object', 'patternProperties': { '^[0-9.]+$': {'type': 'number'} }, 'minProperties': 1 }, 'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5}, 'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1}, 'trailing_stop': {'type': 'boolean'}, 'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_only_offset_is_reached': {'type': 'boolean'}, 'use_exit_signal': {'type': 'boolean'}, 'exit_profit_only': {'type': 'boolean'}, 'exit_profit_offset': {'type': 'number'}, 'ignore_roi_if_entry_signal': {'type': 'boolean'}, 'ignore_buying_expired_candle_after': {'type': 'number'}, 'trading_mode': {'type': 'string', 'enum': TRADING_MODES}, 'margin_mode': {'type': 'string', 'enum': MARGIN_MODES}, 'liquidation_buffer': {'type': 'number', 'minimum': 0.0, 'maximum': 0.99}, 'backtest_breakdown': { 'type': 'array', 'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS} }, 'bot_name': {'type': 'string'}, 'unfilledtimeout': { 'type': 'object', 'properties': { 'entry': {'type': 'number', 'minimum': 1}, 'exit': {'type': 'number', 'minimum': 1}, 'exit_timeout_count': {'type': 'number', 'minimum': 0, 'default': 0}, 'unit': {'type': 'string', 'enum': TIMEOUT_UNITS, 'default': 'minutes'} } }, 'entry_pricing': { 'type': 'object', 'properties': { 'price_last_balance': { 'type': 'number', 'minimum': 0, 'maximum': 1, 'exclusiveMaximum': False, }, 'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'same'}, 'use_order_book': {'type': 'boolean'}, 'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, }, 'check_depth_of_market': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'bids_to_ask_delta': {'type': 'number', 'minimum': 0}, } }, }, 'required': ['price_side'] }, 'exit_pricing': { 'type': 'object', 'properties': { 'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'same'}, 'price_last_balance': { 'type': 'number', 'minimum': 0, 'maximum': 1, 'exclusiveMaximum': False, }, 'use_order_book': {'type': 'boolean'}, 'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, }, }, 'required': ['price_side'] }, 'custom_price_max_distance_ratio': { 'type': 'number', 'minimum': 0.0 }, 'order_types': { 'type': 'object', 'properties': { 'entry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'exit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'force_exit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'force_entry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'emergency_exit': { 'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES, 'default': 'market'}, 'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'stoploss_on_exchange': {'type': 'boolean'}, 'stoploss_on_exchange_interval': {'type': 'number'}, 'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0, 'maximum': 1.0} }, 'required': ['entry', 'exit', 'stoploss', 'stoploss_on_exchange'] }, 'order_time_in_force': { 'type': 'object', 'properties': { 'entry': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}, 'exit': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES} }, 'required': REQUIRED_ORDERTIF }, 'exchange': {'$ref': '#/definitions/exchange'}, 'edge': {'$ref': '#/definitions/edge'}, 'freqai': {'$ref': '#/definitions/freqai'}, 'external_message_consumer': {'$ref': '#/definitions/external_message_consumer'}, 'experimental': { 'type': 'object', 'properties': { 'block_bad_exchanges': {'type': 'boolean'} } }, 'pairlists': { 'type': 'array', 'items': { 'type': 'object', 'properties': { 'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS}, }, 'required': ['method'], } }, 'protections': { 'type': 'array', 'items': { 'type': 'object', 'properties': { 'method': {'type': 'string', 'enum': AVAILABLE_PROTECTIONS}, 'stop_duration': {'type': 'number', 'minimum': 0.0}, 'stop_duration_candles': {'type': 'number', 'minimum': 0}, 'trade_limit': {'type': 'number', 'minimum': 1}, 'lookback_period': {'type': 'number', 'minimum': 1}, 'lookback_period_candles': {'type': 'number', 'minimum': 1}, }, 'required': ['method'], } }, 'telegram': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'token': {'type': 'string'}, 'chat_id': {'type': 'string'}, 'balance_dust_level': {'type': 'number', 'minimum': 0.0}, 'notification_settings': { 'type': 'object', 'default': {}, 'properties': { 'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'entry': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'entry_fill': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'off' }, 'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, }, 'exit': { 'type': ['string', 'object'], 'additionalProperties': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS } }, 'exit_fill': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'on' }, 'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'protection_trigger': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'on' }, 'protection_trigger_global': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'on' }, 'show_candle': { 'type': 'string', 'enum': ['off', 'ohlc'], 'default': 'off' }, 'strategy_msg': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'on' }, } }, 'reload': {'type': 'boolean'}, }, 'required': ['enabled', 'token', 'chat_id'], }, 'webhook': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'url': {'type': 'string'}, 'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'}, 'retries': {'type': 'integer', 'minimum': 0}, 'retry_delay': {'type': 'number', 'minimum': 0}, 'webhookentry': {'type': 'object'}, 'webhookentrycancel': {'type': 'object'}, 'webhookentryfill': {'type': 'object'}, 'webhookexit': {'type': 'object'}, 'webhookexitcancel': {'type': 'object'}, 'webhookexitfill': {'type': 'object'}, 'webhookstatus': {'type': 'object'}, }, }, 'discord': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'webhook_url': {'type': 'string'}, "exit_fill": { 'type': 'array', 'items': {'type': 'object'}, 'default': [ {"Trade ID": "{trade_id}"}, {"Exchange": "{exchange}"}, {"Pair": "{pair}"}, {"Direction": "{direction}"}, {"Open rate": "{open_rate}"}, {"Close rate": "{close_rate}"}, {"Amount": "{amount}"}, {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"}, {"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"}, {"Profit": "{profit_amount} {stake_currency}"}, {"Profitability": "{profit_ratio:.2%}"}, {"Enter tag": "{enter_tag}"}, {"Exit Reason": "{exit_reason}"}, {"Strategy": "{strategy}"}, {"Timeframe": "{timeframe}"}, ] }, "entry_fill": { 'type': 'array', 'items': {'type': 'object'}, 'default': [ {"Trade ID": "{trade_id}"}, {"Exchange": "{exchange}"}, {"Pair": "{pair}"}, {"Direction": "{direction}"}, {"Open rate": "{open_rate}"}, {"Amount": "{amount}"}, {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"}, {"Enter tag": "{enter_tag}"}, {"Strategy": "{strategy} {timeframe}"}, ] }, } }, 'api_server': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'listen_ip_address': {'format': 'ipv4'}, 'listen_port': { 'type': 'integer', 'minimum': 1024, 'maximum': 65535 }, 'username': {'type': 'string'}, 'password': {'type': 'string'}, 'ws_token': {'type': ['string', 'array'], 'items': {'type': 'string'}}, 'jwt_secret_key': {'type': 'string'}, 'CORS_origins': {'type': 'array', 'items': {'type': 'string'}}, 'verbosity': {'type': 'string', 'enum': ['error', 'info']}, }, 'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password'] }, 'db_url': {'type': 'string'}, 'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'}, 'disableparamexport': {'type': 'boolean'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'force_entry_enable': {'type': 'boolean'}, 'disable_dataframe_checks': {'type': 'boolean'}, 'internals': { 'type': 'object', 'default': {}, 'properties': { 'process_throttle_secs': {'type': 'integer'}, 'interval': {'type': 'integer'}, 'sd_notify': {'type': 'boolean'}, } }, 'dataformat_ohlcv': { 'type': 'string', 'enum': AVAILABLE_DATAHANDLERS, 'default': 'json' }, 'dataformat_trades': { 'type': 'string', 'enum': AVAILABLE_DATAHANDLERS_TRADES, 'default': 'jsongz' }, 'position_adjustment_enable': {'type': 'boolean'}, 'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1}, }, 'definitions': { 'exchange': { 'type': 'object', 'properties': { 'name': {'type': 'string'}, 'sandbox': {'type': 'boolean', 'default': False}, 'key': {'type': 'string', 'default': ''}, 'secret': {'type': 'string', 'default': ''}, 'password': {'type': 'string', 'default': ''}, 'uid': {'type': 'string'}, 'pair_whitelist': { 'type': 'array', 'items': { 'type': 'string', }, 'uniqueItems': True }, 'pair_blacklist': { 'type': 'array', 'items': { 'type': 'string', }, 'uniqueItems': True }, 'unknown_fee_rate': {'type': 'number'}, 'outdated_offset': {'type': 'integer', 'minimum': 1}, 'markets_refresh_interval': {'type': 'integer'}, 'ccxt_config': {'type': 'object'}, 'ccxt_async_config': {'type': 'object'} }, 'required': ['name'] }, 'edge': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'process_throttle_secs': {'type': 'integer', 'minimum': 600}, 'calculate_since_number_of_days': {'type': 'integer'}, 'allowed_risk': {'type': 'number'}, 'stoploss_range_min': {'type': 'number'}, 'stoploss_range_max': {'type': 'number'}, 'stoploss_range_step': {'type': 'number'}, 'minimum_winrate': {'type': 'number'}, 'minimum_expectancy': {'type': 'number'}, 'min_trade_number': {'type': 'number'}, 'max_trade_duration_minute': {'type': 'integer'}, 'remove_pumps': {'type': 'boolean'} }, 'required': ['process_throttle_secs', 'allowed_risk'] }, 'external_message_consumer': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean', 'default': False}, 'producers': { 'type': 'array', 'items': { 'type': 'object', 'properties': { 'name': {'type': 'string'}, 'host': {'type': 'string'}, 'port': { 'type': 'integer', 'default': 8080, 'minimum': 0, 'maximum': 65535 }, 'ws_token': {'type': 'string'}, }, 'required': ['name', 'host', 'ws_token'] } }, 'wait_timeout': {'type': 'integer', 'minimum': 0}, 'sleep_time': {'type': 'integer', 'minimum': 0}, 'ping_timeout': {'type': 'integer', 'minimum': 0}, 'remove_entry_exit_signals': {'type': 'boolean', 'default': False}, 'initial_candle_limit': { 'type': 'integer', 'minimum': 0, 'maximum': 1500, 'default': 1500 }, 'message_size_limit': { # In megabytes 'type': 'integer', 'minimum': 1, 'maxmium': 20, 'default': 8, } }, 'required': ['producers'] }, "freqai": { "type": "object", "properties": { "enabled": {"type": "boolean", "default": False}, "keras": {"type": "boolean", "default": False}, "write_metrics_to_disk": {"type": "boolean", "default": False}, "purge_old_models": {"type": "boolean", "default": True}, "conv_width": {"type": "integer", "default": 2}, "train_period_days": {"type": "integer", "default": 0}, "backtest_period_days": {"type": "number", "default": 7}, "identifier": {"type": "string", "default": "example"}, "feature_parameters": { "type": "object", "properties": { "include_corr_pairlist": {"type": "array"}, "include_timeframes": {"type": "array"}, "label_period_candles": {"type": "integer"}, "include_shifted_candles": {"type": "integer", "default": 0}, "DI_threshold": {"type": "number", "default": 0}, "weight_factor": {"type": "number", "default": 0}, "principal_component_analysis": {"type": "boolean", "default": False}, "use_SVM_to_remove_outliers": {"type": "boolean", "default": False}, "plot_feature_importances": {"type": "integer", "default": 0}, "svm_params": {"type": "object", "properties": { "shuffle": {"type": "boolean", "default": False}, "nu": {"type": "number", "default": 0.1} }, } }, "required": ["include_timeframes", "include_corr_pairlist", ] }, "data_split_parameters": { "type": "object", "properties": { "test_size": {"type": "number"}, "random_state": {"type": "integer"}, "shuffle": {"type": "boolean", "default": False} }, }, "model_training_parameters": { "type": "object", "properties": { "n_estimators": {"type": "integer", "default": 1000} }, }, }, "required": [ "enabled", "train_period_days", "backtest_period_days", "identifier", "feature_parameters", "data_split_parameters", "model_training_parameters" ] }, }, } SCHEMA_TRADE_REQUIRED = [ 'exchange', 'timeframe', 'max_open_trades', 'stake_currency', 'stake_amount', 'tradable_balance_ratio', 'last_stake_amount_min_ratio', 'dry_run', 'dry_run_wallet', 'exit_pricing', 'entry_pricing', 'stoploss', 'minimal_roi', 'internals', 'dataformat_ohlcv', 'dataformat_trades', ] SCHEMA_BACKTEST_REQUIRED = [ 'exchange', 'max_open_trades', 'stake_currency', 'stake_amount', 'dry_run_wallet', 'dataformat_ohlcv', 'dataformat_trades', ] SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [ 'stoploss', 'minimal_roi', ] SCHEMA_MINIMAL_REQUIRED = [ 'exchange', 'dry_run', 'dataformat_ohlcv', 'dataformat_trades', ] CANCEL_REASON = { "TIMEOUT": "cancelled due to timeout", "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open", "PARTIALLY_FILLED": "partially filled", "FULLY_CANCELLED": "fully cancelled", "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)", "CANCELLED_ON_EXCHANGE": "cancelled on exchange", "FORCE_EXIT": "forcesold", "REPLACE": "cancelled to be replaced by new limit order", "USER_CANCEL": "user requested order cancel" } # List of pairs with their timeframes PairWithTimeframe = Tuple[str, str, CandleType] ListPairsWithTimeframes = List[PairWithTimeframe] # Type for trades list TradeList = List[List] LongShort = Literal['long', 'short'] EntryExit = Literal['entry', 'exit'] BuySell = Literal['buy', 'sell'] MakerTaker = Literal['maker', 'taker'] Config = Dict[str, Any]