179 lines
7.7 KiB
Markdown
179 lines
7.7 KiB
Markdown
# Exchange-specific Notes
|
|
|
|
This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
|
|
|
|
## Binance
|
|
|
|
Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
|
|
|
|
!!! Tip "Stoploss on Exchange"
|
|
Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
|
|
|
|
### Binance Blacklist
|
|
|
|
For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
|
|
Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
|
|
|
|
### Binance sites
|
|
|
|
Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
|
|
|
|
* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
|
|
* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
|
|
|
|
## Kraken
|
|
|
|
!!! Tip "Stoploss on Exchange"
|
|
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.
|
|
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
|
|
|
|
### Historic Kraken data
|
|
|
|
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.
|
|
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.
|
|
|
|
Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
|
|
|
|
``` json
|
|
"ccxt_async_config": {
|
|
"enableRateLimit": true,
|
|
"rateLimit": 3100
|
|
},
|
|
```
|
|
|
|
!!! Warning "Downloading data from kraken"
|
|
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.
|
|
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.
|
|
|
|
!!! Warning "rateLimit tuning"
|
|
Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
|
|
So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
|
|
|
|
## Bittrex
|
|
|
|
### Order types
|
|
|
|
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).
|
|
|
|
Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
|
|
Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
|
|
|
|
### Volume pairlist
|
|
|
|
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.
|
|
|
|
Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
|
|
|
|
### Restricted markets
|
|
|
|
Bittrex split its exchange into US and International versions.
|
|
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.
|
|
|
|
If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
|
|
|
|
The warning message will look similar to the following:
|
|
|
|
``` output
|
|
[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
|
|
```
|
|
|
|
If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
|
|
If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
|
|
|
|
You can get a list of restricted markets by using the following snippet:
|
|
|
|
``` python
|
|
import ccxt
|
|
ct = ccxt.bittrex()
|
|
lm = ct.load_markets()
|
|
|
|
res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
|
|
print(res)
|
|
```
|
|
|
|
## FTX
|
|
|
|
!!! Tip "Stoploss on Exchange"
|
|
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.
|
|
You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
|
|
|
|
### Using subaccounts
|
|
|
|
To use subaccounts with FTX, you need to edit the configuration and add the following:
|
|
|
|
``` json
|
|
"exchange": {
|
|
"ccxt_config": {
|
|
"headers": {
|
|
"FTX-SUBACCOUNT": "name"
|
|
}
|
|
},
|
|
}
|
|
```
|
|
|
|
## Kucoin
|
|
|
|
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:
|
|
|
|
```json
|
|
"exchange": {
|
|
"name": "kucoin",
|
|
"key": "your_exchange_key",
|
|
"secret": "your_exchange_secret",
|
|
"password": "your_exchange_api_key_password",
|
|
// ...
|
|
}
|
|
```
|
|
|
|
Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
|
|
|
|
### Kucoin Blacklists
|
|
|
|
For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
|
|
Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.
|
|
|
|
## All exchanges
|
|
|
|
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.
|
|
|
|
## Random notes for other exchanges
|
|
|
|
* The Ocean (exchange id: `theocean`) exchange uses Web3 functionality and requires `web3` python package to be installed:
|
|
|
|
```shell
|
|
$ pip3 install web3
|
|
```
|
|
|
|
### Getting latest price / Incomplete candles
|
|
|
|
Most exchanges return current incomplete candle via their OHLCV/klines API interface.
|
|
By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
|
|
|
|
Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
|
|
|
|
Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
|
|
|
|
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.
|
|
|
|
### Advanced Freqtrade Exchange configuration
|
|
|
|
Advanced options can be configured using the `_ft_has_params` setting, which will override Defaults and exchange-specific behavior.
|
|
|
|
Available options are listed in the exchange-class as `_ft_has_default`.
|
|
|
|
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):
|
|
|
|
```json
|
|
"exchange": {
|
|
"name": "kraken",
|
|
"_ft_has_params": {
|
|
"order_time_in_force": ["gtc", "fok"],
|
|
"ohlcv_candle_limit": 200
|
|
}
|
|
//...
|
|
}
|
|
```
|
|
|
|
!!! Warning
|
|
Please make sure to fully understand the impacts of these settings before modifying them.
|