285 lines
10 KiB
Python
285 lines
10 KiB
Python
# pragma pylint: disable=too-few-public-methods
|
|
|
|
"""
|
|
bot constants
|
|
"""
|
|
DEFAULT_CONFIG = 'config.json'
|
|
DEFAULT_EXCHANGE = 'bittrex'
|
|
PROCESS_THROTTLE_SECS = 5 # sec
|
|
HYPEROPT_EPOCH = 100 # epochs
|
|
RETRY_TIMEOUT = 30 # sec
|
|
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
|
|
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
|
|
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
|
|
UNLIMITED_STAKE_AMOUNT = 'unlimited'
|
|
DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
|
|
REQUIRED_ORDERTIF = ['buy', 'sell']
|
|
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
|
|
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
|
|
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
|
|
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
|
|
DRY_RUN_WALLET = 999.9
|
|
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
|
|
|
|
USERPATH_HYPEROPTS = 'hyperopts'
|
|
USERPATH_STRATEGY = 'strategies'
|
|
|
|
# Soure files with destination directories within user-directory
|
|
USER_DATA_FILES = {
|
|
'sample_strategy.py': USERPATH_STRATEGY,
|
|
'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
|
|
'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
|
|
'sample_hyperopt.py': USERPATH_HYPEROPTS,
|
|
'strategy_analysis_example.ipynb': 'notebooks',
|
|
}
|
|
|
|
TIMEFRAMES = [
|
|
'1m', '3m', '5m', '15m', '30m',
|
|
'1h', '2h', '4h', '6h', '8h', '12h',
|
|
'1d', '3d', '1w',
|
|
]
|
|
|
|
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", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
|
|
]
|
|
|
|
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},
|
|
'ticker_interval': {'type': 'string', 'enum': TIMEFRAMES},
|
|
'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
|
|
'stake_amount': {
|
|
'type': ['number', 'string'],
|
|
'minimum': 0.0001,
|
|
'pattern': UNLIMITED_STAKE_AMOUNT
|
|
},
|
|
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
|
|
'dry_run': {'type': 'boolean'},
|
|
'dry_run_wallet': {'type': 'number'},
|
|
'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'},
|
|
'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,
|
|
'use_order_book': {'type': 'boolean'},
|
|
'order_book_top': {'type': 'number', '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': {
|
|
'use_order_book': {'type': 'boolean'},
|
|
'order_book_min': {'type': 'number', 'minimum': 1},
|
|
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50},
|
|
'use_sell_signal': {'type': 'boolean'},
|
|
'sell_profit_only': {'type': 'boolean'},
|
|
'ignore_roi_if_buy_signal': {'type': 'boolean'}
|
|
}
|
|
},
|
|
'order_types': {
|
|
'type': 'object',
|
|
'properties': {
|
|
'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
|
|
'sell': {'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'}
|
|
},
|
|
'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': {
|
|
'use_sell_signal': {'type': 'boolean'},
|
|
'sell_profit_only': {'type': 'boolean'},
|
|
'ignore_roi_if_buy_signal': {'type': 'boolean'},
|
|
'block_bad_exchanges': {'type': 'boolean'}
|
|
}
|
|
},
|
|
'pairlists': {
|
|
'type': 'array',
|
|
'items': {
|
|
'type': 'object',
|
|
'properties': {
|
|
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
|
|
'config': {'type': 'object'}
|
|
},
|
|
'required': ['method'],
|
|
}
|
|
},
|
|
'telegram': {
|
|
'type': 'object',
|
|
'properties': {
|
|
'enabled': {'type': 'boolean'},
|
|
'token': {'type': 'string'},
|
|
'chat_id': {'type': 'string'},
|
|
},
|
|
'required': ['enabled', 'token', 'chat_id']
|
|
},
|
|
'webhook': {
|
|
'type': 'object',
|
|
'properties': {
|
|
'enabled': {'type': 'boolean'},
|
|
'webhookbuy': {'type': 'object'},
|
|
'webhooksell': {'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'},
|
|
},
|
|
'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
|
|
},
|
|
'db_url': {'type': 'string'},
|
|
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
|
|
'forcebuy_enable': {'type': 'boolean'},
|
|
'internals': {
|
|
'type': 'object',
|
|
'properties': {
|
|
'process_throttle_secs': {'type': 'number'},
|
|
'interval': {'type': 'integer'},
|
|
'sd_notify': {'type': 'boolean'},
|
|
}
|
|
}
|
|
},
|
|
'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',
|
|
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
|
},
|
|
'uniqueItems': True
|
|
},
|
|
'pair_blacklist': {
|
|
'type': 'array',
|
|
'items': {
|
|
'type': 'string',
|
|
'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
|
|
},
|
|
'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'},
|
|
'capital_available_percentage': {'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', 'capital_available_percentage']
|
|
}
|
|
},
|
|
'anyOf': [
|
|
{'required': ['exchange']}
|
|
],
|
|
'required': [
|
|
'max_open_trades',
|
|
'stake_currency',
|
|
'stake_amount',
|
|
'dry_run',
|
|
'bid_strategy',
|
|
'unfilledtimeout',
|
|
'stoploss',
|
|
]
|
|
}
|