Merge pull request freqtrade#5977 from freqtrade/new_release

New release 2021.11

.github/ISSUE_TEMPLATE/bug_report.md

@@ -9,7 +9,7 @@ assignees: ''
 <!-- 
 Have you searched for similar issues before posting it?
 
-If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
+If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
 If it hasn't been reported, please create a new issue.
 
 Please do not use bug reports to request new features.

.github/ISSUE_TEMPLATE/question.md

@@ -22,4 +22,4 @@ Please do not use the question template to report bugs or to request new feature
 
 ## Your question
 
-*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*
+*Ask the question you have not been able to find an answer in the [Documentation](https://www.freqtrade.io/en/latest/)*

CONTRIBUTING.md

@@ -56,6 +56,13 @@ To help with that, we encourage you to install the git pre-commit
 hook that will warn you when you try to commit code that fails these checks. 
 Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html).
 
+##### Additional styles applied
+
+* Have docstrings on all public methods
+* Use double-quotes for docstrings
+* Multiline docstrings should be indented to the level of the first quote
+* Doc-strings should follow the reST format (`:param xxx: ...`, `:return: ...`, `:raises KeyError: ... `)
+
 ### 3. Test if all type-hints are correct
 
 #### Run mypy

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.9.7-slim-buster as base
+FROM python:3.9.9-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

README.md

@@ -28,9 +28,10 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 
 - [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
+- [X] [Kraken](https://kraken.com/)
+- [X] [OKEX](https://www.okex.com/)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
@@ -44,7 +45,7 @@ Exchanges confirmed working by the community:
 
 We invite you to read the bot documentation to ensure you understand how the bot is working.
 
-Please find the complete documentation on our [website](https://www.freqtrade.io).
+Please find the complete documentation on the [freqtrade website](https://www.freqtrade.io).
 
 ## Features
 
@@ -121,7 +122,7 @@ optional arguments:
 
 ### Telegram RPC commands
 
-Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on our [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
+Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
 
 - `/start`: Starts the trader.
 - `/stop`: Stops the trader.
@@ -152,10 +153,10 @@ For any questions not covered by the documentation or for further information ab
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
 If you discover a bug in the bot, please
-[search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
+[search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 first. If it hasn't been reported, please
 [create a new issue](https://github.com/freqtrade/freqtrade/issues/new/choose) and
-ensure you follow the template guide so that our team can assist you as
+ensure you follow the template guide so that the team can assist you as
 quickly as possible.
 
 ### [Feature Requests](https://github.com/freqtrade/freqtrade/labels/enhancement)
@@ -169,13 +170,13 @@ in the bug reports.
 
 ### [Pull Requests](https://github.com/freqtrade/freqtrade/pulls)
 
-Feel like our bot is missing a feature? We welcome your pull requests!
+Feel like the bot is missing a feature? We welcome your pull requests!
 
-Please read our
+Please read the
 [Contributing document](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
 to understand the requirements before sending your pull-requests.
 
-Coding is not a necessity to contribute - maybe start with improving our documentation?
+Coding is not a necessity to contribute - maybe start with improving the documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
 **Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.

config_examples/config_full.example.json

@@ -28,6 +28,7 @@
     "unfilledtimeout": {
         "buy": 10,
         "sell": 30,
+        "exit_timeout_count": 0,
         "unit": "minutes"
     },
     "bid_strategy": {

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.7.10-slim-buster as base
+FROM python:3.9.9-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docs/backtesting.md

@@ -459,7 +459,7 @@ The output will show a table containing the realized absolute Profit (in stake c
 ### Further backtest-result analysis
 
 To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
-You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+You can then load the trades to perform further analysis as shown in the [data analysis](data-analysis.md#backtesting) backtesting section.
 
 ## Assumptions made by backtesting
 
@@ -478,6 +478,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
   - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
+  - On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies

docs/configuration.md

@@ -37,6 +37,15 @@ Using this scheme, all configuration settings will also be available as environm
 
 Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
 
+Common example:
+
+```
+FREQTRADE__TELEGRAM__CHAT_ID=<telegramchatid>
+FREQTRADE__TELEGRAM__TOKEN=<telegramToken>
+FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>
+FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
+```
+
 !!! Note
     Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
 
@@ -93,6 +102,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `unfilledtimeout.buy` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
+| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency sell is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
@@ -192,9 +202,8 @@ There are several methods to configure how much of the stake currency the bot wi
 #### Minimum trade stake
 
 The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
-Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
 
-The minimum stake amount to buy this pair is, therefore, `20 * 0.6 ~= 12`.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$, the minimum stake amount to buy this pair is `20 * 0.6 ~= 12`.
 This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
 
 To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
@@ -204,7 +213,7 @@ With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)
 To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
 
 !!! Warning
-    Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
+    Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange. Freqtrade adjusts the stake-amount to this value, unless it's > 30% more than the calculated/desired stake-amount - in which case the trade is rejected.
 
 #### Tradable balance
 

docs/developer.md

@@ -26,6 +26,8 @@ Alternatively (e.g. if your system is not supported by the setup.sh script), fol
 
 This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
 
+Before opening a pull request, please familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
+
 ### Devcontainer setup
 
 The fastest and easiest way to get started is to use [VSCode](https://code.visualstudio.com/) with the Remote container extension.
@@ -250,7 +252,23 @@ Most exchanges supported by CCXT should work out of the box.
 To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
 Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
 
-Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+Also try to use `freqtrade download-data` for an extended timerange (multiple months) and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+
+These are prerequisites to have an exchange listed as either Supported or Community tested (listed on the homepage).
+The below are "extras", which will make an exchange better (feature-complete) - but are not absolutely necessary for either of the 2 categories.
+
+Additional tests / steps to complete:
+
+* Verify data provided by `fetch_ohlcv()` - and eventually adjust `ohlcv_candle_limit` for this exchange
+* Check L2 orderbook limit range (API documentation) - and eventually set as necessary
+* Check if balance shows correctly (*)
+* Create market order (*)
+* Create limit order (*)
+* Complete trade (buy + sell) (*)
+  * Compare result calculation between exchange and bot
+  * Ensure fees are applied correctly (check the database against the exchange)
+
+(*) Requires API keys and Balance on the exchange.
 
 ### Stoploss On Exchange
 

docs/exchanges.md

@@ -46,7 +46,7 @@ In case of problems related to rate-limits (usually DDOS Exceptions in your logs
 ```
 
 This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
-`"rateLimit": 3100` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
+`"rateLimit": 3100` defines a wait-event of 3.1s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
 
 !!! Note
     Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
@@ -182,6 +182,23 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)
 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.
 
+## OKEX
+
+OKEX 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": "okex",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "password": "your_exchange_api_key_password",
+    // ...
+}
+```
+
+!!! Warning
+    OKEX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
+
 ## 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.

docs/faq.md

@@ -42,7 +42,7 @@ position for a trade. Be patient!
 ### I have made 12 trades already, why is my total profit negative?
 
 I understand your disappointment but unfortunately 12 trades is just
-not enough to say anything. If you run backtesting, you can see that our
+not enough to say anything. If you run backtesting, you can see that the
 current algorithm does leave you on the plus side, but that is after
 thousands of trades and even there, you will be left with losses on
 specific coins that you have traded tens if not hundreds of times. We
@@ -54,6 +54,21 @@ you can't say much from few trades.
 
 Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
+### Why does my bot not sell everything it bought?
+
+This is called "coin dust" and can happen on all exchanges.
+It happens because many exchanges subtract fees from the "receiving currency" - so you buy 100 COIN - but you only get 99.9 COIN.
+As COIN is trading in full lot sizes (1COIN steps), you cannot sell 0.9 COIN (or 99.9 COIN) - but you need to round down to 99 COIN.
+
+This is not a bot-problem, but will also happen while manual trading.
+
+While freqtrade can handle this (it'll sell 99 COIN), fees are often below the minimum tradable lot-size (you can only trade full COIN, not 0.9 COIN).
+Leaving the dust (0.9 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).
+
+Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this.  
+On binance, it's sufficient to have BNB in your account, and have "Pay fees in BNB" enabled in your profile. Your BNB balance will slowly decline (as it's used to pay fees) - but you'll no longer encounter dust (Freqtrade will include the fees in the profit calculations).
+Other exchanges don't offer such possibilities, where it's simply something you'll have to accept or move to a different exchange.
+
 ### I want to use incomplete candles
 
 Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
@@ -78,6 +93,18 @@ If this happens for all pairs in the pairlist, this might indicate a recent exch
 
 Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
 
+### I'm getting "Outdated history for pair xxx" in the log
+
+The bot is trying to tell you that it got an outdated last candle (not the last complete candle).
+As a consequence, Freqtrade will not enter a trade for this pair - as trading on old information is usually not what is desired.
+
+This warning can point to one of the below problems:
+
+* Exchange downtime -> Check your exchange status page / blog / twitter feed for details.
+* Wrong system time -> Ensure your system-time is correct.
+* Barely traded pair -> Check the pair on the exchange webpage, look at the timeframe your strategy uses. If the pair does not have any volume in some candles (usually visualized with a "volume 0" bar, and a "_" as candle), this pair did not have any trades in this timeframe. These pairs should ideally be avoided, as they can cause problems with order-filling.
+* API problem -> API returns wrong data (this only here for completeness, and should not happen with supported exchanges).
+
 ### I'm getting the "RESTRICTED_MARKET" message in the log
 
 Currently known to happen for US Bittrex users.  

docs/hyperopt.md

@@ -116,7 +116,7 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily,
-                        MaxDrawDownHyperOptLoss
+                        CalmarHyperOptLoss, MaxDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
   --ignore-missing-spaces, --ignore-unparameterized-spaces
@@ -524,6 +524,7 @@ Currently, the following loss functions are builtin:
 * `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
 * `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
 * `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
+* `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.