# pragma pylint: disable=too-few-public-methods """ bot constants """ from typing import List, Tuple DEFAULT_CONFIG = 'config.json' DEFAULT_EXCHANGE = 'bittrex' PROCESS_THROTTLE_SECS = 5 # sec HYPEROPT_EPOCH = 100 # epochs RETRY_TIMEOUT = 30 # sec 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 = ['buy', 'sell'] REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] ORDERBOOK_SIDES = ['ask', 'bid'] ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss', 'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily', 'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'AgeFilter', 'PerformanceFilter', 'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter', 'SpreadFilter'] AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5'] 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'] LAST_BT_RESULT_FN = '.last_result.json' USERPATH_HYPEROPTS = 'hyperopts' USERPATH_STRATEGIES = 'strategies' USERPATH_NOTEBOOKS = 'notebooks' TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent'] # 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 } # Soure files with destination directories within user-directory USER_DATA_FILES = { 'sample_strategy.py': USERPATH_STRATEGIES, 'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS, 'sample_hyperopt_loss.py': USERPATH_HYPEROPTS, 'sample_hyperopt.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", "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': { 'enableRateLimit': True, } } } # Required json-schema for user specified config CONF_SCHEMA = { 'type': 'object', 'properties': { 'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1}, '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': 0.1, 'maximum': 1, 'default': 0.99 }, '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}, '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'}, 'bot_name': {'type': 'string'}, 'unfilledtimeout': { 'type': 'object', 'properties': { 'buy': {'type': 'number', 'minimum': 1}, 'sell': {'type': 'number', 'minimum': 1} } }, 'bid_strategy': { 'type': 'object', 'properties': { 'ask_last_balance': { 'type': 'number', 'minimum': 0, 'maximum': 1, 'exclusiveMaximum': False, }, 'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'bid'}, 'use_order_book': {'type': 'boolean'}, 'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1}, 'check_depth_of_market': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'bids_to_ask_delta': {'type': 'number', 'minimum': 0}, } }, }, 'required': ['ask_last_balance'] }, 'ask_strategy': { 'type': 'object', 'properties': { 'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'ask'}, 'use_order_book': {'type': 'boolean'}, 'order_book_min': {'type': 'integer', 'minimum': 1}, 'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50}, 'use_sell_signal': {'type': 'boolean'}, 'sell_profit_only': {'type': 'boolean'}, 'sell_profit_offset': {'type': 'number', 'minimum': 0.0}, 'ignore_roi_if_buy_signal': {'type': 'boolean'} } }, 'order_types': { 'type': 'object', 'properties': { 'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'forcesell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'forcebuy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, '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': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] }, 'order_time_in_force': { 'type': 'object', 'properties': { 'buy': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}, 'sell': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES} }, 'required': ['buy', 'sell'] }, 'exchange': {'$ref': '#/definitions/exchange'}, 'edge': {'$ref': '#/definitions/edge'}, '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', 'properties': { 'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS} } } }, 'required': ['enabled', 'token', 'chat_id'], }, 'webhook': { 'type': 'object', 'properties': { 'enabled': {'type': 'boolean'}, 'webhookbuy': {'type': 'object'}, 'webhookbuycancel': {'type': 'object'}, 'webhooksell': {'type': 'object'}, 'webhooksellcancel': {'type': 'object'}, 'webhookstatus': {'type': 'object'}, }, }, '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'}, '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'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'forcebuy_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, 'default': 'jsongz' } }, '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 }, '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'] } }, } 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', 'ask_strategy', 'bid_strategy', 'unfilledtimeout', '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_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_SELL": "forcesold", } # List of pairs with their timeframes PairWithTimeframe = Tuple[str, str] ListPairsWithTimeframes = List[PairWithTimeframe] # Type for trades list TradeList = List[List]