Merge pull request #9027 from freqtrade/remove_sandbox

Remove sandbox
This commit is contained in:
Matthias
2023-08-09 20:24:19 +02:00
committed by GitHub
8 changed files with 1 additions and 174 deletions

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@@ -89,7 +89,6 @@
],
"exchange": {
"name": "binance",
"sandbox": false,
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"password": "",

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@@ -188,7 +188,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
| | **Exchange**
| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
| `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
| `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
| `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

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@@ -1,121 +0,0 @@
# Sandbox API testing
Some exchanges provide sandboxes or testbeds for risk-free testing, while running the bot against a real exchange.
With some configuration, freqtrade (in combination with ccxt) provides access to these.
This document is an overview to configure Freqtrade to be used with sandboxes.
This can be useful to developers and trader alike.
!!! Warning
Sandboxes usually have very low volume, and either a very wide spread, or no orders available at all.
Therefore, sandboxes will usually not do a good job of showing you how a strategy would work in real trading.
## Exchanges known to have a sandbox / testnet
* [binance](https://testnet.binance.vision/)
* [coinbasepro](https://public.sandbox.pro.coinbase.com)
* [gemini](https://exchange.sandbox.gemini.com/)
* [huobipro](https://www.testnet.huobi.pro/)
* [kucoin](https://sandbox.kucoin.com/)
* [phemex](https://testnet.phemex.com/)
!!! Note
We did not test correct functioning of all of the above testnets. Please report your experiences with each sandbox.
---
## Configure a Sandbox account
When testing your API connectivity, make sure to use the appropriate sandbox / testnet URL.
In general, you should follow these steps to enable an exchange's sandbox:
* Figure out if an exchange has a sandbox (most likely by using google or the exchange's support documents)
* Create a sandbox account (often the sandbox-account requires separate registration)
* [Add some test assets to account](#add-test-funds)
* Create API keys
### Add test funds
Usually, sandbox exchanges allow depositing funds directly via web-interface.
You should make sure to have a realistic amount of funds available to your test-account, so results are representable of your real account funds.
!!! Warning
Test exchanges will **NEVER** require your real credit card or banking details!
## Configure freqtrade to use a exchange's sandbox
### Sandbox URLs
Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
These include `['test']` and `['api']`.
* `[Test]` if available will point to an Exchanges sandbox.
* `[Api]` normally used, and resolves to live API target on the exchange.
To make use of sandbox / test add "sandbox": true, to your config.json
```json
"exchange": {
"name": "coinbasepro",
"sandbox": true,
"key": "5wowfxemogxeowo;heiohgmd",
"secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
"password": "1bkjfkhfhfu6sr",
"outdated_offset": 5
"pair_whitelist": [
"BTC/USD"
]
},
"datadir": "user_data/data/coinbasepro_sandbox"
```
Also the following information:
* api-key (created for the sandbox webpage)
* api-secret (noted earlier)
* password (the passphrase - noted earlier)
!!! Tip "Different data directory"
We also recommend to set `datadir` to something identifying downloaded data as sandbox data, to avoid having sandbox data mixed with data from the real exchange.
This can be done by adding the `"datadir"` key to the configuration.
Now, whenever you use this configuration, your data directory will be set to this directory.
---
## You should now be ready to test your sandbox
Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox. Also make sure to select a pair which shows at least some decent value (which very often is BTC/<somestablecoin>).
## Common problems with sandbox exchanges
Sandbox exchange instances often have very low volume, which can cause some problems which usually are not seen on a real exchange instance.
### Old Candles problem
Since Sandboxes often have low volume, candles can be quite old and show no volume.
To disable the error "Outdated history for pair ...", best increase the parameter `"outdated_offset"` to a number that seems realistic for the sandbox you're using.
### Unfilled orders
Sandboxes often have very low volumes - which means that many trades can go unfilled, or can go unfilled for a very long time.
To mitigate this, you can try to match the first order on the opposite orderbook side using the following configuration:
``` jsonc
"order_types": {
"entry": "limit",
"exit": "limit"
// ...
},
"entry_pricing": {
"price_side": "other",
// ...
},
"exit_pricing":{
"price_side": "other",
// ...
},
```
The configuration is similar to the suggested configuration for market orders - however by using limit-orders you can avoid moving the price too much, and you can set the worst price you might get.

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@@ -461,7 +461,6 @@ CONF_SCHEMA = {
'type': 'object',
'properties': {
'name': {'type': 'string'},
'sandbox': {'type': 'boolean', 'default': False},
'key': {'type': 'string', 'default': ''},
'secret': {'type': 'string', 'default': ''},
'password': {'type': 'string', 'default': ''},

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@@ -263,8 +263,6 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
self.set_sandbox(api, exchange_config, name)
return api
@property
@@ -465,16 +463,6 @@ class Exchange:
return amount_to_contract_precision(amount, self.get_precision_amount(pair),
self.precisionMode, contract_size)
def set_sandbox(self, api: ccxt.Exchange, exchange_config: dict, name: str) -> None:
if exchange_config.get('sandbox'):
if api.urls.get('test'):
api.urls['api'] = api.urls['test']
logger.info("Enabled Sandbox API on %s", name)
else:
logger.warning(
f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self, reload: bool = False) -> None:
try:
if self._api_async:

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@@ -47,7 +47,6 @@ nav:
- Advanced Hyperopt: advanced-hyperopt.md
- Producer/Consumer mode: producer-consumer.md
- Edge Positioning: edge.md
- Sandbox Testing: sandbox-testing.md
- FAQ: faq.md
- SQL Cheat-sheet: sql_cheatsheet.md
- Strategy migration: strategy_migration.md

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@@ -556,41 +556,6 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
assert result == 4000
def test_set_sandbox(default_conf, mocker):
"""
Test working scenario
"""
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
url_mock = PropertyMock(return_value={'test': "api-public.sandbox.gdax.com",
'api': 'https://api.gdax.com'})
type(api_mock).urls = url_mock
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liveurl = exchange._api.urls['api']
default_conf['exchange']['sandbox'] = True
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
assert exchange._api.urls['api'] != liveurl
def test_set_sandbox_exception(default_conf, mocker):
"""
Test Fail scenario
"""
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
url_mock = PropertyMock(return_value={'api': 'https://api.gdax.com'})
type(api_mock).urls = url_mock
with pytest.raises(OperationalException, match=r'does not provide a sandbox api'):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
default_conf['exchange']['sandbox'] = True
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
def test__load_async_markets(default_conf, mocker, caplog):
mocker.patch(f'{EXMS}._init_ccxt')
mocker.patch(f'{EXMS}.validate_pairs')

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@@ -1038,8 +1038,7 @@ def test_load_config_stoploss_exchange_limit_ratio(all_conf) -> None:
validate_config_schema(all_conf)
@pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
("exchange", "key", ""),
@pytest.mark.parametrize("keys", [("exchange", "key", ""),
("exchange", "secret", ""),
("exchange", "password", ""),
])