300 lines
13 KiB
Markdown
300 lines
13 KiB
Markdown
# Exchange-specific Notes
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This page combines common gotchas and Information which are exchange-specific and most likely don't apply to other exchanges.
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## Exchange configuration
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Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
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exchange markets and trading APIs. The complete up-to-date list can be found in the
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[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
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However, the bot was tested by the development team with only a few exchanges.
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A current list of these can be found in the "Home" section of this documentation.
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Feel free to test other exchanges and submit your feedback or PR to improve the bot or confirm exchanges that work flawlessly..
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Some exchanges require special configuration, which can be found below.
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### Sample exchange configuration
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A exchange configuration for "binance" would look as follows:
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```json
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"exchange": {
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"name": "binance",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"ccxt_config": {},
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"ccxt_async_config": {},
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// ...
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```
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### Setting rate limits
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Usually, rate limits set by CCXT are reliable and work well.
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In case of problems related to rate-limits (usually DDOS Exceptions in your logs), it's easy to change rateLimit settings to other values.
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```json
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"exchange": {
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"name": "kraken",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"ccxt_config": {"enableRateLimit": true},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 3100
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},
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```
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This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
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`"rateLimit": 3100` defines a wait-event of 3.1s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
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!!! Note
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Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
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We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
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## Binance
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Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
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!!! Tip "Stoploss on Exchange"
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Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
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On futures, Binance supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
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### Binance Blacklist recommendation
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For Binance, it is suggested to add `"BNB/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `BNB` on the account or unless you're willing to disable using `BNB` for fees.
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Binance accounts may use `BNB` for fees, and if a trade happens to be on `BNB`, further trades may consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
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### Binance sites
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Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
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* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
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* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
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### Binance Futures
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Binance has specific (unfortunately complex) [Futures Trading Quantitative Rules](https://www.binance.com/en/support/faq/4f462ebe6ff445d4a170be7d9e897272) which need to be followed, and which prohibit a too low stake-amount (among others) for too many orders.
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Violating these rules will result in a trading restriction.
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When trading on Binance Futures market, orderbook must be used because there is no price ticker data for futures.
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``` jsonc
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"entry_pricing": {
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"use_order_book": true,
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"order_book_top": 1,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"exit_pricing": {
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"use_order_book": true,
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"order_book_top": 1
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},
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```
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#### Binance futures settings
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Users will also have to have the futures-setting "Position Mode" set to "One-way Mode", and "Asset Mode" set to "Single-Asset Mode".
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These settings will be checked on startup, and freqtrade will show an error if this setting is wrong.
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Freqtrade will not attempt to change these settings.
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## Kraken
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!!! Tip "Stoploss on Exchange"
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Kraken supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
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You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
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### Historic Kraken data
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The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
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To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
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Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
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``` json
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 3100
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},
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```
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!!! Warning "Downloading data from kraken"
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Downloading kraken data will require significantly more memory (RAM) than any other exchange, as the trades-data needs to be converted into candles on your machine.
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It will also take a long time, as freqtrade will need to download every single trade that happened on the exchange for the pair / timerange combination, therefore please be patient.
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!!! Warning "rateLimit tuning"
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Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
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So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
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## Bittrex
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### Order types
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Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
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Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
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Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
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### Volume pairlist
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Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
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Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
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### Restricted markets
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Bittrex split its exchange into US and International versions.
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The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
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If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
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The warning message will look similar to the following:
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``` output
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[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
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```
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If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
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If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
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You can get a list of restricted markets by using the following snippet:
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``` python
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import ccxt
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ct = ccxt.bittrex()
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lm = ct.load_markets()
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res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
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print(res)
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```
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## FTX
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!!! Tip "Stoploss on Exchange"
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FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
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You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
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### Using subaccounts
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To use subaccounts with FTX, you need to edit the configuration and add the following:
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``` json
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"exchange": {
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"ccxt_config": {
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"headers": {
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"FTX-SUBACCOUNT": "name"
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}
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},
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}
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```
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## Kucoin
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Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
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```json
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"exchange": {
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"name": "kucoin",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"password": "your_exchange_api_key_password",
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// ...
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}
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```
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Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
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!!! Tip "Stoploss on Exchange"
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Kucoin supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
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You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
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### Kucoin Blacklists
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For Kucoin, it is suggested to add `"KCS/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `KCS` on the account or unless you're willing to disable using `KCS` for fees.
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Kucoin accounts may use `KCS` for fees, and if a trade happens to be on `KCS`, further trades may consume this position and make the initial `KCS` trade unsellable as the expected amount is not there anymore.
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## Huobi
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!!! Tip "Stoploss on Exchange"
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Huobi supports `stoploss_on_exchange` and uses `stop-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
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## OKX (former OKEX)
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OKX requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
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```json
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"exchange": {
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"name": "okx",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"password": "your_exchange_api_key_password",
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// ...
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}
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```
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!!! Warning
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OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
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!!! Warning "Futures"
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OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
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Freqtrade supports both modes (we recommend to use net mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
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OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
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## Gate.io
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!!! Tip "Stoploss on Exchange"
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Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
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Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
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The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
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## All exchanges
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Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.
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## Random notes for other exchanges
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* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
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```shell
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$ pip3 install web3
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```
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### Getting latest price / Incomplete candles
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Most exchanges return current incomplete candle via their OHLCV/klines API interface.
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By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
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Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
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Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
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However, if it is based on the need for the latest price for your strategy - then this requirement can be acquired using the [data provider](strategy-customization.md#possible-options-for-dataprovider) from within the strategy.
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### Advanced Freqtrade Exchange configuration
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Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behavior.
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Available options are listed in the exchange-class as `_ft_has_default`.
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For example, to test the order type `FOK` with Kraken, and modify candle limit to 200 (so you only get 200 candles per API call):
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```json
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"exchange": {
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"name": "kraken",
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"_ft_has_params": {
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"order_time_in_force": ["GTC", "FOK"],
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"ohlcv_candle_limit": 200
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}
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//...
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}
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```
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!!! Warning
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Please make sure to fully understand the impacts of these settings before modifying them.
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