258 lines
8.7 KiB
Markdown
258 lines
8.7 KiB
Markdown
# freqtrade
|
|
|
|
[](https://travis-ci.org/gcarq/freqtrade)
|
|
[](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
|
|
|
|
|
|
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 [table]: Lists all open trades
|
|
* /count: Displays number of open trades
|
|
* /profit: Lists cumulative profit from all finished trades
|
|
* /forcesell <trade_id>|all: Instantly sells the given trade (Ignoring `minimum_roi`).
|
|
* /performance: Show performance of each finished trade grouped by pair
|
|
* /balance: Show account balance per currency
|
|
* /daily <n>: Shows profit or loss per day, over the last n days
|
|
* /help: Show help message
|
|
* /version: Show version
|
|
|
|
### 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": {
|
|
"40": 0.0, # Sell after 40 minutes if the profit is not negative
|
|
"30": 0.01, # Sell after 30 minutes if there is at least 1% profit
|
|
"20": 0.02, # Sell after 20 minutes if there is at least 2% profit
|
|
"0": 0.04 # Sell immediately if there is at least 4% 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.
|
|
|
|
`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
|
|
use the `last` price and values between those interpolate between ask and last
|
|
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](https://github.com/mrjbq7/ta-lib#dependencies) binaries
|
|
* Minimal (advised) system requirements: 2GB RAM, 1GB data, 2vCPU
|
|
|
|
### Install
|
|
|
|
#### Arch Linux
|
|
|
|
Use your favorite AUR helper and install `python-freqtrade-git`.
|
|
|
|
#### Manually
|
|
|
|
`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](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE).
|
|
|
|
```
|
|
$ 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](https://www.sales4k.com/blockchain/high-frequency-trading-bot-tutorial/) about how to setup the bot (thanks [@gurghet](https://github.com/gurghet)).*
|
|
|
|
\* *Note:* that article was written for an earlier version, so it may be outdated
|
|
|
|
#### 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 tradesv3.sqlite
|
|
$ docker run -d \
|
|
--name freqtrade \
|
|
-v ~/.freq/config.json:/freqtrade/config.json \
|
|
-v ~/.freq/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
|
|
freqtrade
|
|
```
|
|
If you are using `dry_run=True` it's not necessary to mount `tradesv3.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.
|
|
|
|
#### systemd service file
|
|
Copy `./freqtrade.service` to your systemd user directory (usually `~/.config/systemd/user`)
|
|
and update `WorkingDirectory` and `ExecStart` to match your setup.
|
|
After that you can start the daemon with:
|
|
```bash
|
|
$ systemctl --user start freqtrade
|
|
```
|
|
|
|
### Usage
|
|
```
|
|
usage: main.py [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist [INT]]
|
|
[--dry-run-db]
|
|
{backtesting,hyperopt} ...
|
|
|
|
Simple High Frequency Trading Bot for crypto currencies
|
|
|
|
positional arguments:
|
|
{backtesting,hyperopt}
|
|
backtesting backtesting module
|
|
hyperopt hyperopt module
|
|
|
|
optional arguments:
|
|
-h, --help show this help message and exit
|
|
-c PATH, --config PATH
|
|
specify configuration file (default: config.json)
|
|
-v, --verbose be verbose
|
|
--version show program's version number and exit
|
|
--dynamic-whitelist [INT]
|
|
dynamically generate and update whitelist based on 24h
|
|
BaseVolume (Default 20 currencies)
|
|
--dry-run-db Force dry run to use a local DB
|
|
"tradesv3.dry_run.sqlite" instead of memory DB. Work
|
|
only if dry_run is enabled.
|
|
```
|
|
|
|
#### Dynamic whitelist example
|
|
Per default `--dynamic-whitelist` will retrieve the 20 currencies based
|
|
on BaseVolume. This value can be changed when you run the script.
|
|
|
|
**By Default**
|
|
Get the 20 currencies based on BaseVolume.
|
|
```bash
|
|
freqtrade --dynamic-whitelist
|
|
```
|
|
|
|
**Customize the number of currencies to retrieve**
|
|
Get the 30 currencies based on BaseVolume.
|
|
```bash
|
|
freqtrade --dynamic-whitelist 30
|
|
```
|
|
|
|
**Exception**
|
|
`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
|
|
negative value (e.g -2), `--dynamic-whitelist` will use the default
|
|
value (20).
|
|
|
|
### Backtesting
|
|
|
|
Backtesting also uses the config specified via `-c/--config`.
|
|
|
|
```
|
|
usage: freqtrade backtesting [-h] [-l] [-i INT] [--realistic-simulation]
|
|
[-r]
|
|
|
|
optional arguments:
|
|
-h, --help show this help message and exit
|
|
-l, --live using live data
|
|
-i INT, --ticker-interval INT
|
|
specify ticker interval in minutes (default: 5)
|
|
--realistic-simulation
|
|
uses max_open_trades from config to simulate real
|
|
world limitations
|
|
-r, --refresh-pairs-cached
|
|
refresh the pairs files in tests/testdata with
|
|
the latest data from Bittrex. Use it if you want
|
|
to run your backtesting with up-to-date data.
|
|
```
|
|
|
|
#### How to use --refresh-pairs-cached parameter?
|
|
The first time your run Backtesting, it will take the pairs your have
|
|
set in your config file and download data from Bittrex.
|
|
|
|
If for any reason you want to update your data set, you use
|
|
`--refresh-pairs-cached` to force Backtesting to update the data it has.
|
|
**Use it only if you want to update your data set. You will not be able
|
|
to come back to the previous version.**
|
|
|
|
To test your strategy with latest data, we recommend to continue using
|
|
the parameter `-l` or `--live`.
|
|
|
|
|
|
### Hyperopt
|
|
|
|
It is possible to use hyperopt for trading strategy optimization.
|
|
Hyperopt uses an internal config named `OPTIMIZE_CONFIG` located in `freqtrade/optimize/hyperopt.py`.
|
|
|
|
```
|
|
usage: freqtrade hyperopt [-h] [-e INT] [--use-mongodb]
|
|
|
|
optional arguments:
|
|
-h, --help show this help message and exit
|
|
-e INT, --epochs INT specify number of epochs (default: 100)
|
|
--use-mongodb parallelize evaluations with mongodb (requires mongod
|
|
in PATH)
|
|
|
|
```
|
|
|
|
### Execute tests
|
|
|
|
```
|
|
$ pytest freqtrade
|
|
```
|
|
|
|
### Contributing
|
|
|
|
We welcome contributions. See our [contribution guide](https://github.com/gcarq/freqtrade/blob/develop/README.md)
|
|
for more details. |