201 lines
6.7 KiB
Markdown
201 lines
6.7 KiB
Markdown
# freqtrade
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[![Build Status](https://travis-ci.org/gcarq/freqtrade.svg?branch=develop)](https://travis-ci.org/gcarq/freqtrade)
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[![Coverage Status](https://coveralls.io/repos/github/gcarq/freqtrade/badge.svg?branch=develop)](https://coveralls.io/github/gcarq/freqtrade?branch=develop)
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Simple High frequency trading bot for crypto currencies.
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Currently supports trading on Bittrex exchange.
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This software is for educational purposes only.
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Don't risk money which you are afraid to lose.
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The command interface is accessible via Telegram (not required).
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Just register a new bot on https://telegram.me/BotFather
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and enter the telegram `token` and your `chat_id` in `config.json`
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Persistence is achieved through sqlite.
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### Telegram RPC commands:
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* /start: Starts the trader
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* /stop: Stops the trader
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* /status [table]: Lists all open trades
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* /count: Displays number of open trades
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* /profit: Lists cumulative profit from all finished trades
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* /forcesell <trade_id>|all: Instantly sells the given trade (Ignoring `minimum_roi`).
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* /performance: Show performance of each finished trade grouped by pair
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* /balance: Show account balance per currency
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* /help: Show help message
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* /version: Show version
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### Config
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`minimal_roi` is a JSON object where the key is a duration
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in minutes and the value is the minimum ROI in percent.
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See the example below:
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```
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"minimal_roi": {
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"40": 0.0, # Sell after 40 minutes if the profit is not negative
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"30": 0.01, # Sell after 30 minutes if there is at least 1% profit
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"20": 0.02, # Sell after 20 minutes if there is at least 2% profit
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"0": 0.04 # Sell immediately if there is at least 4% profit
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},
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```
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`stoploss` is loss in percentage that should trigger a sale.
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For example value `-0.10` will cause immediate sell if the
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profit dips below -10% for a given trade. This parameter is optional.
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`initial_state` is an optional field that defines the initial application state.
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Possible values are `running` or `stopped`. (default=`running`)
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If the value is `stopped` the bot has to be started with `/start` first.
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`ask_last_balance` sets the bidding price. Value `0.0` will use `ask` price, `1.0` will
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use the `last` price and values between those interpolate between ask and last
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price. Using `ask` price will guarantee quick success in bid, but bot will also
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end up paying more then would probably have been necessary.
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The other values should be self-explanatory,
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if not feel free to raise a github issue.
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### Prerequisites
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* python3.6
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* sqlite
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* [TA-lib](https://github.com/mrjbq7/ta-lib#dependencies) binaries
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### Install
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#### Arch Linux
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Use your favorite AUR helper and install `python-freqtrade-git`.
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#### Manually
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`master` branch contains the latest stable release.
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`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).
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```bash
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$ mkdir freqtrade && cd freqtrade/
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# Create an isolated Python virtual environment
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$ pip install virtualenv
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$ virtualenv ./virtualenv --python=$(which python3)
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# Activate the virtualenv
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$ . virtualenv/bin/activate
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# Copy example config. Dont forget to insert your api keys
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$ cp config.json.example config.json
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# Install requirements
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$ pip install -r requirements.txt
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# Install Freqtrade
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$ pip install -e .
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# Run Freqtrade
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$ ./freqtrade/main.py
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```
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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)).*
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\* *Note:* that article was written for an earlier version, so it may be outdated
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#### Docker
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Building the image:
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```
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$ cd freqtrade
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$ docker build -t freqtrade .
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```
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For security reasons, your configuration file will not be included in the
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image, you will need to bind mount it. It is also advised to bind mount
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a SQLite database file (see second example) to keep it between updates.
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You can run a one-off container that is immediately deleted upon exiting with
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the following command (config.json must be in the current working directory):
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```
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$ docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
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```
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To run a restartable instance in the background (feel free to place your
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configuration and database files wherever it feels comfortable on your
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filesystem):
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```
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$ cd ~/.freq
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$ touch tradesv3.sqlite
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$ docker run -d \
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--name freqtrade \
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-v ~/.freq/config.json:/freqtrade/config.json \
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-v ~/.freq/tradesv3.sqlite:/freqtrade/tradesv3.sqlite \
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freqtrade
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```
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If you are using `dry_run=True` it's not necessary to mount `tradesv3.sqlite`.
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You can then use the following commands to monitor and manage your container:
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```
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$ docker logs freqtrade
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$ docker logs -f freqtrade
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$ docker restart freqtrade
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$ docker stop freqtrade
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$ docker start freqtrade
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```
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You do not need to rebuild the image for configuration
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changes, it will suffice to edit `config.json` and restart the container.
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### Usage
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```
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usage: freqtrade [-h] [-c PATH] [-v] [--version] [--dynamic-whitelist]
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{backtesting} ...
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Simple High Frequency Trading Bot for crypto currencies
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positional arguments:
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{backtesting}
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backtesting backtesting module
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optional arguments:
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-h, --help show this help message and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-v, --verbose be verbose
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--version show program's version number and exit
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--dynamic-whitelist dynamically generate and update whitelist based on 24h
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BaseVolume
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```
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### Backtesting
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Backtesting also uses the config specified via `-c/--config`.
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```
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usage: freqtrade backtesting [-h] [-l] [-i INT]
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optional arguments:
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-h, --help show this help message and exit
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-l, --live using live data
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-i INT, --ticker-interval INT
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specify ticker interval in minutes (default: 5)
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```
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### Execute tests
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```
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$ pytest
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```
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This will by default skip the slow running backtest set. To run backtest set:
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```
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$ BACKTEST=true pytest -s freqtrade/tests/test_backtesting.py
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```
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### Contributing
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Feel like our bot is missing a feature? We welcome your pull requests! Few pointers for contributions:
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- Create your PR against the `develop` branch, not `master`.
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- New features need to contain unit tests.
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- If you are unsure, discuss the feature on [slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtMjQ5NTM0OTYzMzY3LWMxYzE3M2MxNDdjMGM3ZTYwNzFjMGIwZGRjNTc3ZGU3MGE3NzdmZGMwNmU3NDM5ZTNmM2Y3NjRiNzk4NmM4OGE) or in a [issue](https://github.com/gcarq/freqtrade/issues) before a PR.
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