245 lines
8.8 KiB
Python
245 lines
8.8 KiB
Python
# pragma pylint: disable=too-few-public-methods
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"""
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bot constants
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"""
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DEFAULT_CONFIG = 'config.json'
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DYNAMIC_WHITELIST = 20 # pairs
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PROCESS_THROTTLE_SECS = 5 # sec
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TICKER_INTERVAL = 5 # min
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HYPEROPT_EPOCH = 100 # epochs
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RETRY_TIMEOUT = 30 # sec
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DEFAULT_STRATEGY = 'DefaultStrategy'
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DEFAULT_HYPEROPT = 'DefaultHyperOpts'
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DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
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DEFAULT_DB_DRYRUN_URL = 'sqlite://'
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UNLIMITED_STAKE_AMOUNT = 'unlimited'
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DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
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REQUIRED_ORDERTIF = ['buy', 'sell']
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REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
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ORDERTYPE_POSSIBILITIES = ['limit', 'market']
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ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
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AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
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TICKER_INTERVAL_MINUTES = {
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'1m': 1,
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'3m': 3,
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'5m': 5,
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'15m': 15,
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'30m': 30,
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'1h': 60,
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'2h': 120,
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'4h': 240,
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'6h': 360,
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'8h': 480,
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'12h': 720,
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'1d': 1440,
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'3d': 4320,
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'1w': 10080,
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}
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SUPPORTED_FIAT = [
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"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
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"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
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"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
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"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
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"BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
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]
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# Required json-schema for user specified config
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CONF_SCHEMA = {
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'type': 'object',
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'properties': {
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'max_open_trades': {'type': 'integer', 'minimum': -1},
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'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
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'stake_currency': {'type': 'string', 'enum': ['BTC', 'XBT', 'ETH', 'USDT', 'EUR', 'USD']},
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'stake_amount': {
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"type": ["number", "string"],
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"minimum": 0.0005,
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"pattern": UNLIMITED_STAKE_AMOUNT
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},
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'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
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'dry_run': {'type': 'boolean'},
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'process_only_new_candles': {'type': 'boolean'},
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'minimal_roi': {
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'type': 'object',
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'patternProperties': {
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'^[0-9.]+$': {'type': 'number'}
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},
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'minProperties': 1
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},
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'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
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'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
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'trailing_stop': {'type': 'boolean'},
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'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_only_offset_is_reached': {'type': 'boolean'},
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'unfilledtimeout': {
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'type': 'object',
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'properties': {
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'buy': {'type': 'number', 'minimum': 3},
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'sell': {'type': 'number', 'minimum': 10}
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}
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},
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'bid_strategy': {
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'type': 'object',
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'properties': {
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'ask_last_balance': {
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'type': 'number',
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'minimum': 0,
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'maximum': 1,
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'exclusiveMaximum': False,
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'use_order_book': {'type': 'boolean'},
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'order_book_top': {'type': 'number', 'maximum': 20, 'minimum': 1},
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'check_depth_of_market': {
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'type': 'object',
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'properties': {
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'enabled': {'type': 'boolean'},
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'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
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}
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},
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},
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},
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'required': ['ask_last_balance']
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},
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'ask_strategy': {
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'type': 'object',
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'properties': {
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'use_order_book': {'type': 'boolean'},
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'order_book_min': {'type': 'number', 'minimum': 1},
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'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
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}
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},
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'order_types': {
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'type': 'object',
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'properties': {
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'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
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'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
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'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
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'stoploss_on_exchange': {'type': 'boolean'},
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'stoploss_on_exchange_interval': {'type': 'number'}
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},
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'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
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},
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'order_time_in_force': {
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'type': 'object',
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'properties': {
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'buy': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES},
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'sell': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}
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},
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'required': ['buy', 'sell']
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},
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'exchange': {'$ref': '#/definitions/exchange'},
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'edge': {'$ref': '#/definitions/edge'},
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'experimental': {
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'type': 'object',
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'properties': {
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'use_sell_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'},
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'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
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}
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},
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'pairlist': {
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'type': 'object',
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'properties': {
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'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
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'config': {'type': 'object'}
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},
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'required': ['method']
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},
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'telegram': {
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'type': 'object',
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'properties': {
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'enabled': {'type': 'boolean'},
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'token': {'type': 'string'},
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'chat_id': {'type': 'string'},
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},
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'required': ['enabled', 'token', 'chat_id']
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},
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'webhook': {
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'type': 'object',
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'properties': {
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'enabled': {'type': 'boolean'},
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'webhookbuy': {'type': 'object'},
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'webhooksell': {'type': 'object'},
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'webhookstatus': {'type': 'object'},
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},
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},
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'db_url': {'type': 'string'},
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'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
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'forcebuy_enable': {'type': 'boolean'},
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'internals': {
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'type': 'object',
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'properties': {
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'process_throttle_secs': {'type': 'number'},
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'interval': {'type': 'integer'},
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'sd_notify': {'type': 'boolean'},
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}
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}
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},
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'definitions': {
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'exchange': {
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'type': 'object',
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'properties': {
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'name': {'type': 'string'},
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'sandbox': {'type': 'boolean'},
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'key': {'type': 'string'},
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'secret': {'type': 'string'},
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'password': {'type': 'string'},
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'uid': {'type': 'string'},
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'pair_whitelist': {
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'type': 'array',
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
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},
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'uniqueItems': True
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},
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'pair_blacklist': {
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'type': 'array',
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+/[0-9A-Z]+$'
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},
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'uniqueItems': True
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},
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'outdated_offset': {'type': 'integer', 'minimum': 1},
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'markets_refresh_interval': {'type': 'integer'},
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'ccxt_config': {'type': 'object'},
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'ccxt_async_config': {'type': 'object'}
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},
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'required': ['name', 'key', 'secret', 'pair_whitelist']
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},
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'edge': {
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'type': 'object',
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'properties': {
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"enabled": {'type': 'boolean'},
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"process_throttle_secs": {'type': 'integer', 'minimum': 600},
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"calculate_since_number_of_days": {'type': 'integer'},
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"allowed_risk": {'type': 'number'},
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"capital_available_percentage": {'type': 'number'},
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"stoploss_range_min": {'type': 'number'},
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"stoploss_range_max": {'type': 'number'},
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"stoploss_range_step": {'type': 'number'},
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"minimum_winrate": {'type': 'number'},
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"minimum_expectancy": {'type': 'number'},
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"min_trade_number": {'type': 'number'},
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"max_trade_duration_minute": {'type': 'integer'},
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"remove_pumps": {'type': 'boolean'}
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},
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'required': ['process_throttle_secs', 'allowed_risk', 'capital_available_percentage']
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}
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},
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'anyOf': [
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{'required': ['exchange']}
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],
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'required': [
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'max_open_trades',
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'stake_currency',
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'stake_amount',
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'dry_run',
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'bid_strategy',
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'telegram'
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]
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}
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