Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades

This commit is contained in:
Joe Schr
2024-03-04 16:27:53 +01:00
40 changed files with 490 additions and 421 deletions
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@@ -450,6 +450,8 @@ If the trading range over the last 10 days is <1% or >99%, remove the pair from
]
```
Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting for this pairlist.
!!! Tip
This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
@@ -460,7 +462,7 @@ Volatility is the degree of historical variation of a pairs over time, it is mea
This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs.
This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs.
In the below example:
If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h.
@@ -477,6 +479,8 @@ If the volatility over the last 10 days is not in the range of 0.05-0.50, remove
]
```
Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting mode for this pairlist.
### Full example of Pairlist Handlers
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
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@@ -1,6 +1,6 @@
markdown==3.5.2
mkdocs==1.5.3
mkdocs-material==9.5.11
mkdocs-material==9.5.12
mdx_truly_sane_lists==1.3
pymdown-extensions==10.7
jinja2==3.1.3
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@@ -791,21 +791,21 @@ Returning a value more than the above (so remaining stake_amount would become ne
If you wish to buy additional orders with DCA, then make sure to leave enough funds in the wallet for that.
Using 'unlimited' stake amount with DCA orders requires you to also implement the `custom_stake_amount()` callback to avoid allocating all funds to the initial order.
!!! Warning
!!! Warning "Stoploss calculation"
Stoploss is still calculated from the initial opening price, not averaged price.
Regular stoploss rules still apply (cannot move down).
While `/stopentry` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
!!! Danger "Performance with many position adjustments"
Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively.
Each of the orders will be attached to the trade object for the duration of the trade - hence increasing memory usage.
Trades with long duration and 10s or even 100ds of position adjustments are therefore not recommended, and should be closed at regular intervals to not affect performance.
!!! Warning "Backtesting"
During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.
This can also cause deviating results between live and backtesting, since backtesting can adjust the trade only once per candle, whereas live could adjust the trade multiple times per candle.
!!! Warning "Performance with many position adjustments"
Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively.
Each of the orders will be attached to the trade object for the duration of the trade - hence increasing memory usage.
Trades with long duration and 10s or even 100ds of position adjustments are therefore not recommended, and should be closed at regular intervals to not affect performance.
``` python
from freqtrade.persistence import Trade
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@@ -6,7 +6,7 @@ To update your freqtrade installation, please use one of the below methods, corr
Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release.
For the develop branch, please follow PR's to avoid being surprised by changes.
## docker
## Docker
!!! Note "Legacy installations using the `master` image"
We're switching from master to stable for the release Images - please adjust your docker-file and replace `freqtradeorg/freqtrade:master` with `freqtradeorg/freqtrade:stable`
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@@ -219,207 +219,49 @@ optional arguments:
-a, --all Print all exchanges known to the ccxt library.
```
* Example: see exchanges available for the bot:
Example: see exchanges available for the bot:
```
$ freqtrade list-exchanges
Exchanges available for Freqtrade:
Exchange name Valid reason
--------------- ------- --------------------------------------------
aax True
ascendex True missing opt: fetchMyTrades
bequant True
bibox True
bigone True
binance True
binanceus True
bitbank True missing opt: fetchTickers
bitcoincom True
bitfinex True
bitforex True missing opt: fetchMyTrades, fetchTickers
bitget True
bithumb True missing opt: fetchMyTrades
bitkk True missing opt: fetchMyTrades
bitmart True
bitmax True missing opt: fetchMyTrades
bitpanda True
bitvavo True
bitz True missing opt: fetchMyTrades
btcalpha True missing opt: fetchTicker, fetchTickers
btcmarkets True missing opt: fetchTickers
buda True missing opt: fetchMyTrades, fetchTickers
bw True missing opt: fetchMyTrades, fetchL2OrderBook
bybit True
bytetrade True
cdax True
cex True missing opt: fetchMyTrades
coinbaseprime True missing opt: fetchTickers
coinbasepro True missing opt: fetchTickers
coinex True
crex24 True
deribit True
digifinex True
equos True missing opt: fetchTicker, fetchTickers
eterbase True
fcoin True missing opt: fetchMyTrades, fetchTickers
fcoinjp True missing opt: fetchMyTrades, fetchTickers
gateio True
gemini True
gopax True
hbtc True
hitbtc True
huobijp True
huobipro True
idex True
kraken True
kucoin True
lbank True missing opt: fetchMyTrades
mercado True missing opt: fetchTickers
ndax True missing opt: fetchTickers
novadax True
okcoin True
okex True
probit True
qtrade True
stex True
timex True
upbit True missing opt: fetchMyTrades
vcc True
zb True missing opt: fetchMyTrades
Exchange name Supported Markets Reason
------------------ ----------- ---------------------- ------------------------------------------------------------------------
binance Official spot, isolated futures
bitmart Official spot
bybit spot, isolated futures
gate Official spot, isolated futures
htx Official spot
huobi spot
kraken Official spot
okx Official spot, isolated futures
```
!!! info ""
Output reduced for clarity - supported and available exchanges may change over time.
!!! Note "missing opt exchanges"
Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will).
* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade)
```
$ freqtrade list-exchanges -a
All exchanges supported by the ccxt library:
Exchange name Valid reason
------------------ ------- ---------------------------------------------------------------------------------------
aax True
aofex False missing: fetchOrder
ascendex True missing opt: fetchMyTrades
bequant True
bibox True
bigone True
binance True
binanceus True
bit2c False missing: fetchOrder, fetchOHLCV
bitbank True missing opt: fetchTickers
bitbay False missing: fetchOrder
bitcoincom True
bitfinex True
bitfinex2 False missing: fetchOrder
bitflyer False missing: fetchOrder, fetchOHLCV
bitforex True missing opt: fetchMyTrades, fetchTickers
bitget True
bithumb True missing opt: fetchMyTrades
bitkk True missing opt: fetchMyTrades
bitmart True
bitmax True missing opt: fetchMyTrades
bitmex False Various reasons.
bitpanda True
bitso False missing: fetchOHLCV
bitstamp True missing opt: fetchTickers
bitstamp1 False missing: fetchOrder, fetchOHLCV
bitvavo True
bitz True missing opt: fetchMyTrades
bl3p False missing: fetchOrder, fetchOHLCV
bleutrade False missing: fetchOrder
braziliex False missing: fetchOHLCV
btcalpha True missing opt: fetchTicker, fetchTickers
btcbox False missing: fetchOHLCV
btcmarkets True missing opt: fetchTickers
btctradeua False missing: fetchOrder, fetchOHLCV
btcturk False missing: fetchOrder
buda True missing opt: fetchMyTrades, fetchTickers
bw True missing opt: fetchMyTrades, fetchL2OrderBook
bybit True
bytetrade True
cdax True
cex True missing opt: fetchMyTrades
chilebit False missing: fetchOrder, fetchOHLCV
coinbase False missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
coinbaseprime True missing opt: fetchTickers
coinbasepro True missing opt: fetchTickers
coincheck False missing: fetchOrder, fetchOHLCV
coinegg False missing: fetchOHLCV
coinex True
coinfalcon False missing: fetchOHLCV
coinfloor False missing: fetchOrder, fetchOHLCV
coingi False missing: fetchOrder, fetchOHLCV
coinmarketcap False missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
coinmate False missing: fetchOHLCV
coinone False missing: fetchOHLCV
coinspot False missing: fetchOrder, cancelOrder, fetchOHLCV
crex24 True
currencycom False missing: fetchOrder
delta False missing: fetchOrder
deribit True
digifinex True
equos True missing opt: fetchTicker, fetchTickers
eterbase True
exmo False missing: fetchOrder
exx False missing: fetchOHLCV
fcoin True missing opt: fetchMyTrades, fetchTickers
fcoinjp True missing opt: fetchMyTrades, fetchTickers
flowbtc False missing: fetchOrder, fetchOHLCV
foxbit False missing: fetchOrder, fetchOHLCV
gateio True
gemini True
gopax True
hbtc True
hitbtc True
hollaex False missing: fetchOrder
huobijp True
huobipro True
idex True
independentreserve False missing: fetchOHLCV
indodax False missing: fetchOHLCV
itbit False missing: fetchOHLCV
kraken True
kucoin True
kuna False missing: fetchOHLCV
lakebtc False missing: fetchOrder, fetchOHLCV
latoken False missing: fetchOrder, fetchOHLCV
lbank True missing opt: fetchMyTrades
liquid False missing: fetchOHLCV
luno False missing: fetchOHLCV
lykke False missing: fetchOHLCV
mercado True missing opt: fetchTickers
mixcoins False missing: fetchOrder, fetchOHLCV
ndax True missing opt: fetchTickers
novadax True
oceanex False missing: fetchOHLCV
okcoin True
okex True
paymium False missing: fetchOrder, fetchOHLCV
phemex False Does not provide history.
poloniex False missing: fetchOrder
probit True
qtrade True
rightbtc False missing: fetchOrder
ripio False missing: fetchOHLCV
southxchange False missing: fetchOrder, fetchOHLCV
stex True
surbitcoin False missing: fetchOrder, fetchOHLCV
therock False missing: fetchOHLCV
tidebit False missing: fetchOrder
tidex False missing: fetchOHLCV
timex True
upbit True missing opt: fetchMyTrades
vbtc False missing: fetchOrder, fetchOHLCV
vcc True
wavesexchange False missing: fetchOrder
whitebit False missing: fetchOrder, cancelOrder, createOrder, fetchBalance
xbtce False missing: fetchOrder, fetchOHLCV
xena False missing: fetchOrder
yobit False missing: fetchOHLCV
zaif False missing: fetchOrder, fetchOHLCV
zb True missing opt: fetchMyTrades
Exchange name Valid Supported Markets Reason
------------------ ------- ----------- ---------------------- ---------------------------------------------------------------------------------
binance True Official spot, isolated futures
bitflyer False spot missing: fetchOrder. missing opt: fetchTickers.
bitmart True Official spot
bybit True spot, isolated futures
gate True Official spot, isolated futures
htx True Official spot
kraken True Official spot
okx True Official spot, isolated futures
```
!!! info ""
Reduced output - supported and available exchanges may change over time.
## List Timeframes
Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.