385 lines
15 KiB
Python
385 lines
15 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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from typing import List, Tuple
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DEFAULT_CONFIG = 'config.json'
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DEFAULT_EXCHANGE = 'bittrex'
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PROCESS_THROTTLE_SECS = 5 # sec
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HYPEROPT_EPOCH = 100 # epochs
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RETRY_TIMEOUT = 30 # sec
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DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
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DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.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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ORDERBOOK_SIDES = ['ask', 'bid']
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ORDERTYPE_POSSIBILITIES = ['limit', 'market']
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ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
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HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
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'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
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'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
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AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
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'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
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'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
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'SpreadFilter']
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AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
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AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
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DRY_RUN_WALLET = 1000
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DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
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MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
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DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
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# Don't modify sequence of DEFAULT_TRADES_COLUMNS
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# it has wide consequences for stored trades files
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DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
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LAST_BT_RESULT_FN = '.last_result.json'
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USERPATH_HYPEROPTS = 'hyperopts'
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USERPATH_STRATEGIES = 'strategies'
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USERPATH_NOTEBOOKS = 'notebooks'
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TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
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# Soure files with destination directories within user-directory
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USER_DATA_FILES = {
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'sample_strategy.py': USERPATH_STRATEGIES,
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'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
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'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
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'sample_hyperopt.py': USERPATH_HYPEROPTS,
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'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
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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", "ETH", "XRP", "LTC", "BCH"
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]
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MINIMAL_CONFIG = {
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'stake_currency': '',
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'dry_run': True,
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'exchange': {
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'name': '',
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'key': '',
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'secret': '',
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'pair_whitelist': [],
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'ccxt_async_config': {
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'enableRateLimit': True,
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}
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}
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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', 'number'], 'minimum': -1},
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'timeframe': {'type': 'string'},
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'stake_currency': {'type': 'string'},
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'stake_amount': {
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'type': ['number', 'string'],
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'minimum': 0.0001,
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'pattern': UNLIMITED_STAKE_AMOUNT
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},
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'tradable_balance_ratio': {
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'type': 'number',
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'minimum': 0.1,
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'maximum': 1,
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'default': 0.99
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},
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'amend_last_stake_amount': {'type': 'boolean', 'default': False},
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'last_stake_amount_min_ratio': {
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'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
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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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'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
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'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False},
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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': 1},
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'sell': {'type': 'number', 'minimum': 1}
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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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},
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'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'bid'},
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'use_order_book': {'type': 'boolean'},
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'order_book_top': {'type': 'integer', '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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'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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'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'ask'},
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'use_order_book': {'type': 'boolean'},
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'order_book_min': {'type': 'integer', 'minimum': 1},
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'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
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'use_sell_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'},
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'sell_profit_offset': {'type': 'number', 'minimum': 0.0},
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'ignore_roi_if_buy_signal': {'type': 'boolean'}
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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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'emergencysell': {'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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'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
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'maximum': 1.0}
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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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'block_bad_exchanges': {'type': 'boolean'}
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}
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},
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'pairlists': {
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'type': 'array',
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'items': {
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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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},
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'required': ['method'],
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}
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},
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'protections': {
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'type': 'array',
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'items': {
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'type': 'object',
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'properties': {
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'method': {'type': 'string', 'enum': AVAILABLE_PROTECTIONS},
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'stop_duration': {'type': 'number', 'minimum': 0.0},
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'stop_duration_candles': {'type': 'number', 'minimum': 0},
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'trade_limit': {'type': 'number', 'minimum': 1},
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'lookback_period': {'type': 'number', 'minimum': 1},
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'lookback_period_candles': {'type': 'number', 'minimum': 1},
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},
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'required': ['method'],
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}
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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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'notification_settings': {
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'type': 'object',
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'properties': {
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'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
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'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}
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}
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}
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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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'webhookbuycancel': {'type': 'object'},
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'webhooksell': {'type': 'object'},
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'webhooksellcancel': {'type': 'object'},
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'webhookstatus': {'type': 'object'},
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},
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},
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'api_server': {
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'type': 'object',
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'properties': {
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'enabled': {'type': 'boolean'},
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'listen_ip_address': {'format': 'ipv4'},
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'listen_port': {
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'type': 'integer',
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'minimum': 1024,
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'maximum': 65535
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},
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'username': {'type': 'string'},
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'password': {'type': 'string'},
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'jwt_secret_key': {'type': 'string'},
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'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
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'verbosity': {'type': 'string', 'enum': ['error', 'info']},
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},
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'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
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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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'disable_dataframe_checks': {'type': 'boolean'},
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'internals': {
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'type': 'object',
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'default': {},
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'properties': {
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'process_throttle_secs': {'type': 'integer'},
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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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'dataformat_ohlcv': {
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'type': 'string',
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'enum': AVAILABLE_DATAHANDLERS,
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'default': 'json'
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},
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'dataformat_trades': {
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'type': 'string',
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'enum': AVAILABLE_DATAHANDLERS,
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'default': 'jsongz'
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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', 'default': False},
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'key': {'type': 'string', 'default': ''},
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'secret': {'type': 'string', 'default': ''},
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'password': {'type': 'string', 'default': ''},
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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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},
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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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},
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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']
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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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'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']
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}
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},
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}
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SCHEMA_TRADE_REQUIRED = [
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'exchange',
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'timeframe',
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'max_open_trades',
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'stake_currency',
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'stake_amount',
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'tradable_balance_ratio',
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'last_stake_amount_min_ratio',
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'dry_run',
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'dry_run_wallet',
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'ask_strategy',
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'bid_strategy',
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'unfilledtimeout',
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'stoploss',
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'minimal_roi',
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'internals',
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'dataformat_ohlcv',
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'dataformat_trades',
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]
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SCHEMA_MINIMAL_REQUIRED = [
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'exchange',
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'dry_run',
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'dataformat_ohlcv',
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'dataformat_trades',
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]
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CANCEL_REASON = {
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"TIMEOUT": "cancelled due to timeout",
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"PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
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"PARTIALLY_FILLED": "partially filled",
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"FULLY_CANCELLED": "fully cancelled",
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"ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
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"CANCELLED_ON_EXCHANGE": "cancelled on exchange",
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"FORCE_SELL": "forcesold",
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}
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# List of pairs with their timeframes
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PairWithTimeframe = Tuple[str, str]
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ListPairsWithTimeframes = List[PairWithTimeframe]
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# Type for trades list
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TradeList = List[List]
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