stable/README.md
2017-10-15 19:15:24 +02:00

5.2 KiB

freqtrade

Build Status Coverage Status

Simple High frequency trading bot for crypto currencies. Currently supports trading on Bittrex exchange.

This software is for educational purposes only. Don't risk money which you are afraid to lose.

The command interface is accessible via Telegram (not required). Just register a new bot on https://telegram.me/BotFather and enter the telegram token and your chat_id in config.json

Persistence is achieved through sqlite.

Telegram RPC commands:

  • /start: Starts the trader
  • /stop: Stops the trader
  • /status: Lists all open trades
  • /profit: Lists cumulative profit from all finished trades
  • /forcesell <trade_id>: Instantly sells the given trade (Ignoring minimum_roi).
  • /performance: Show performance of each finished trade grouped by pair

Config

minimal_roi is a JSON object where the key is a duration in minutes and the value is the minimum ROI in percent. See the example below:

"minimal_roi": {
    "50": 0.0,    # Sell after 30 minutes if the profit is not negative
    "40": 0.01,   # Sell after 25 minutes if there is at least 1% profit
    "30": 0.02,   # Sell after 15 minutes if there is at least 2% profit
    "0":  0.045  # Sell immediately if there is at least 4.5% profit
},

stoploss is loss in percentage that should trigger a sale. For example value -0.10 will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.

initial_state is an optional field that defines the initial application state. Possible values are running or stopped. (default=running) If the value is stopped the bot has to be started with /start first.

bid_ask_balance sets the bidding price. Value 0.0 will use bid price, 1.0 will use the ask price and values between those interpolate between bid and ask price. Using ask price will guarantee quick success in bid, but bot will also end up paying more then would probably have been necessary.

The other values should be self-explanatory, if not feel free to raise a github issue.

Prerequisites

  • python3.6
  • sqlite
  • TA-lib binaries

Install

master branch contains the latest stable release.

develop branch has often new features, but might also cause breaking changes. To use it, you are encouraged to join our slack channel.

$ cd freqtrade/
# copy example config. Dont forget to insert your api keys
$ cp config.json.example config.json
$ python -m venv .env
$ source .env/bin/activate
$ pip install -r requirements.txt
$ pip install -e .
$ ./freqtrade/main.py

There is also an article about how to setup the bot (thanks @gurghet).

Execute tests

$ pytest

This will by default skip the slow running backtest set. To run backtest set:

$ BACKTEST=true pytest -s freqtrade/tests/test_backtesting.py

Docker

Building the image:

$ cd freqtrade
$ docker build -t freqtrade .

For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount a SQLite database file (see second example) to keep it between updates.

You can run a one-off container that is immediately deleted upon exiting with the following command (config.json must be in the current working directory):

$ docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade

To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem):

$ cd ~/.freq
$ touch tradesv2.sqlite
$ docker run -d \
  --name freqtrade \
  -v ~/.freq/config.json:/freqtrade/config.json \
  -v ~/.freq/tradesv2.sqlite:/freqtrade/tradesv2.sqlite \
  freqtrade

If you are using dry_run=True you need to bind tradesv2.dry_run.sqlite instead of tradesv2.sqlite.

You can then use the following commands to monitor and manage your container:

$ docker logs freqtrade
$ docker logs -f freqtrade
$ docker restart freqtrade
$ docker stop freqtrade
$ docker start freqtrade

You do not need to rebuild the image for configuration changes, it will suffice to edit config.json and restart the container.

Contributing

Feel like our bot is missing a feature? We welcome your pull requests! Few pointers for contributions:

  • Create your PR against the develop branch, not master.
  • New features need to contain unit tests.
  • If you are unsure, discuss the feature on slack or in a issue before a PR.