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Merge pull request #696 from julian-molina/develop

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Contribution: Reorganization of testing exchanges topics
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Julian Molina authored and GitHub committed 2021-03-17 20:42:21 +01:00
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Projects/Superalgos/Schemas/Docs-Topics/crypto-ecosystem-004-how-to-set-up-a-new-exchange.json
-49
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@@ -1,49 +0,0 @@
{
"topic": "Crypto Ecosystem",
"pageNumber": "4",
"type": "How to Set Up a New Exchange",
"definition": {
"text": "To set up a new exchange, find it in the Untested crypto exchanges node and bring it to a less crowded crypto exchanges node to make room for the new setup. Then add the assets and the markets you wish to work with, and finally, install the markets.",
"updated": 1611651356918
},
"paragraphs": [
{
"style": "Text",
"text": "Not all tested exchanges are set up in the default workspace. If you wish to use an exchange that is not set up in the workspace, you may set it up yourself following the instructions below.",
"updated": 1611651386757
},
{
"style": "Title",
"text": "Start Here",
"updated": 1611651407421
},
{
"style": "Text",
"text": "1. Expand the Untested crypto exchanges node in the crypto ecosystem hierarchy."
},
{
"style": "Text",
"text": "2. Locate the desired exchange, detach it from its parent, and attach it to the Testing Queue crypto exchanges node. You may choose to attach your select exchange node to any other crypto exchanges node, or even add a new one. This is merely for organizational purposes and to keep the workspace tidy."
},
{
"style": "Note",
"text": "If the exchange you are looking for is not available there, it means it can not be setup in Superalgos at this point, likely for either or both of the following reasons: 1. The exchange does not provide one-minute candles; 2. The exchange does not provide a list of markets. Not all exchanges supported by the CCXT library comply in full with the standards proposed.",
"updated": 1611651421882
},
{
"style": "Success",
"text": "There are over 60 exchanges complying with the CCXT library API standard, an open-source effort to standardize communications with crypto exchanges, to the level required by Superalgos. If your exchange is not among those 60 plus exchanges, you may want to consider trading somewhere else. This is why: automating trading at your exchange requires building and maintaining a custom connector to speak with their API. It is unlikely that you will find an open-source project—or even a commercial solution—willing to do that, unless your exchange is in the top-10 list of exchanges in the world by volume traded.",
"updated": 1611651429157
},
{
"style": "Success",
"text": "Alternative approach 1: Convince your exchange to comply with the standard.",
"updated": 1611651439395
},
{
"style": "Success",
"text": "Alternative approach 2: Develop your own connector. We’ll be happy to guide you and help you along the way!",
"updated": 1611651447177
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/crypto-ecosystem-006-how-to-test-new-exchanges.json
-80
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@@ -1,80 +0,0 @@
{
"topic": "Crypto Ecosystem",
"pageNumber": "6",
"type": "How to Test New Exchanges",
"definition": {
"text": "While only a few exchanges have been tested by the team, you may wish to test other exchanges you may be interested in. This is how.",
"updated": 1611651607248
},
"paragraphs": [
{
"style": "Text",
"text": "Testing new exchanges is a technical endeavor that requires a good understanding of how Superalgos works with data. These are a few logical steps you should take to test the OHLCV and trading capabilities…",
"updated": 1611651621128
},
{
"style": "Title",
"text": "Start Here"
},
{
"style": "Text",
"text": "1. Set up the exchange you wish to test."
},
{
"style": "Text",
"text": "2. Install the market you wish to test."
},
{
"style": "Text",
"text": "3. Run the Sensor Bot task and monitor the console for errors. If everything seems to be working fine, then proceed."
},
{
"style": "Text",
"text": "4. Run the indicator bot tasks required to run a trading session with the trading system of your choice."
},
{
"style": "Text",
"text": "5. Run a backtesting session."
},
{
"style": "Text",
"text": "6. Run a paper trading session."
},
{
"style": "Text",
"text": "7. Run a live trading session."
},
{
"style": "Title",
"text": "What to Do If You Encounter Problems"
},
{
"style": "Text",
"text": "You may encounter all sorts of issues while testing a new exchange, at any one of the steps listed above. If you are really interested in working with the exchange and are willing to put some time and effort into investigating the issues, we will be happy to work with you and develop fixes that may help overcome any problems you may run into. Superalgos is prepared to send arbitrary parameters to API calls, so solving the issue may be quite easy. All we need from you is to point us in the right direction by contributing the initial research."
},
{
"style": "Text",
"text": "These are a few things we’ve learnt while testing exchanges, that may help you in the process:"
},
{
"style": "List",
"text": "Study the exchange’s API documentation."
},
{
"style": "List",
"text": "Be aware that exchanges may publish more than one API, or an API with mutliple versions."
},
{
"style": "List",
"text": "There may be more than one way to make a certain request and Superalgos may be making it in the non-optimal way for that particular exchange. For example, we may be querying the wrong API."
},
{
"style": "List",
"text": "Some exchanges may behave differently when the user is authenticated with API keys, even when retrieving data. For example, Binance allows downloading up to one-day worth of historical trades information when the user is not authenticated, but allows downloading trades spanning the whole market when authenticated."
},
{
"style": "Text",
"text": ""
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/how-to-debug-exchange-raw-data-sensor-bot-001-exchange-raw-data-your-favorite-exchange-is-not-working.json
-93
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@@ -1,93 +0,0 @@
{
"topic": "How To Debug Exchange Raw Data Sensor Bot",
"pageNumber": "1",
"type": "Exchange Raw Data - Your Favorite Exchange Is Not Working",
"definition": {
"text": "This is not really a surprise, since there are hundreds of exchanges and if noone tried to put the one you like most to work before, it will most likely don't work with the default configuration.",
"updated": 1614590122351
},
"paragraphs": [
{
"style": "Title",
"text": "CCXT Library",
"updated": 1614590456998
},
{
"style": "Text",
"text": "CCXT is a popular open source library that acts as a gateway to exchanges API. It's goal is to standarize the access to diverse APIs so that software built using CCXT does not need to know the special dealings of each exchange. Even though it does a pretty good job, it is not perfect and there are still special configurations that needs to be applied to different exchanges."
},
{
"style": "Text",
"text": "The root of this problems is that there is no starndard at all across the industry and each exchange invents it's own way to deal with each functionality."
},
{
"style": "Link",
"text": "CCXT at Github->https://github.com/ccxt/ccxt",
"updated": 1614590739125
},
{
"style": "Title",
"text": "Tested on Binance"
},
{
"style": "Text",
"text": "Superalgos a system develops fast but it leaves to its users te fine details and setups, and this is the most common case. We testes only Binance just because it is the most popular exchange as of today. It did not work by itself with the default configuration so a special setting was done and it is at the config of the Binance Crypto Exchange node."
},
{
"style": "Subtitle",
"text": "Biance Config"
},
{
"style": "Json",
"text": "{\n \"codeName\": \"binance\",\n \"API\": [\n {\n \"method\": \"fetchTrades\",\n \"fetchType\": \"by Id\",\n \"fetchTradesMethod\": \"publicGetHistoricalTrades\",\n \"firstId\": \"f\"\n }\n ]\n}",
"updated": 1614590679126
},
{
"style": "Title",
"text": "Other Exchanges"
},
{
"style": "Text",
"text": "Over time some users tested Binanceus, which works with the same config as Binance and some other users ventured into others with unknown results. If you manage to put an exhange to work please let us know with which config so that we can move that exchange to the Tested Exchanges branch of the Crypto Ecosystem."
},
{
"style": "Title",
"text": "Your Favorite Exchange is not Listed"
},
{
"style": "Text",
"text": "There are many reasons why an exchange might not be listed even at the Untested Exchanges node. Hera are some of them:",
"updated": 1614949670526
},
{
"style": "Text",
"text": "1. When the list was created it did not exist (you can try Add Missing Exchanges menu item of the Crypto Exchanges node)"
},
{
"style": "Text",
"text": "2. It is not listed at the CCXT library included with Superalgos (an npm update would be needed at the right folder to update the library). If it appears after the update, please inform the team so as to update it for all.",
"updated": 1614949724133
},
{
"style": "Text",
"text": "3. The exchange does not support historical data at 1 min (you can check the exchange API docs). Escahnges that do not support this are filtered out while running Add Missing Exchanges command.",
"updated": 1614949756265
},
{
"style": "Text",
"text": "4. The exchange does not support the function to list it's markets. (Also check the exchange API docs)"
},
{
"style": "Title",
"text": "Getting Started"
},
{
"style": "Text",
"text": "We will assume for the rest of this guide, that you are currently at the Getting Started worksace that comes as a Plugin. If you are not, please load that workpace and close the tutorial that auto starts."
},
{
"style": "Text",
"text": ""
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/how-to-debug-exchange-raw-data-sensor-bot-001-how-to-test-new-exchanges.json
+103
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@@ -0,0 +1,103 @@
{
"topic": "How To Debug Exchange Raw Data Sensor Bot",
"pageNumber": "1",
"type": "How to Test New Exchanges",
"definition": {
"text": "Testing exchanges is an ongoing Community effort. If you wish to work with an exchange that is not tested, this topic covers everything you need to know to debug the Sensor Bot and find out what needs to be done to achieve the goal.",
"updated": 1616007833424
},
"paragraphs": [
{
"style": "Title",
"text": "CCXT Library",
"updated": 1614590456998
},
{
"style": "Text",
"text": "CCXT is a popular open-source library that acts as a gateway to exchanges APIs. Its goal is to standardize access to different APIs so that software built using CCXT does not need to know the special dealings of each exchange. Even though it does a pretty good job, it is not perfect and there are still special configurations that must be used with different exchanges.",
"updated": 1616008057862
},
{
"style": "Text",
"text": "The root of this problem is that there is no standard across the industry and each exchange invents its own way to deal with each functionality."
},
{
"style": "Link",
"text": "CCXT at Github->https://github.com/ccxt/ccxt",
"updated": 1614590739125
},
{
"style": "Title",
"text": "Original Tests on Binance",
"updated": 1616008377556
},
{
"style": "Text",
"text": "The Superalgos software evolves fast as the team chooses to leave the fine-tuning and setups to the Community. The team tested Binance early on because it is the most popular exchange. It didn't work on the first try with the default configuration, so a special configuration was created.",
"updated": 1616009190093
},
{
"style": "Subtitle",
"text": "Binance Configuration",
"updated": 1616007864841
},
{
"style": "Json",
"text": "{\n \"codeName\": \"binance\",\n \"API\": [\n {\n \"method\": \"fetchTrades\",\n \"fetchType\": \"by Id\",\n \"fetchTradesMethod\": \"publicGetHistoricalTrades\",\n \"firstId\": \"f\"\n }\n ]\n}",
"updated": 1614590679126
},
{
"style": "Title",
"text": "Community Effort",
"updated": 1616008789934
},
{
"style": "Text",
"text": "If you get to test an untested exchange, please participate in a Community Effort to Test Exchanges documenting the results!",
"updated": 1616009463804
},
{
"style": "Title",
"text": "Your Favorite Exchange Is Not Listed",
"updated": 1616008875311
},
{
"style": "Text",
"text": "There are many reasons why an exchange may not be listed even at the Untested Exchanges node. Here are some of them:",
"updated": 1616009095135
},
{
"style": "List",
"text": "When the list was created it did not exist (you can try the Add Missing Exchanges menu item of the Crypto Exchanges node).",
"updated": 1616009129072
},
{
"style": "List",
"text": "It is not listed at the CCXT library included with Superalgos (an npm update would be needed at the right folder to update the library). If the exchange appears after the update, please inform the team so as to update it for all users.",
"updated": 1616009133874
},
{
"style": "List",
"text": "The exchange does not provide historical data in 1-minute candles (you can check the exchange API docs). Exchanges that do not support this basic feature are filtered out while running Add Missing Exchanges command.",
"updated": 1616009139987
},
{
"style": "List",
"text": "The exchange does not support the function to list markets (check the exchange API docs).",
"updated": 1616009144377
},
{
"style": "Title",
"text": "Getting Started"
},
{
"style": "Text",
"text": "For the rest of this guide, we will assume that you are using the Getting Started workspace that comes as a Plugin. If you are not, please load that workpace and close the Welcome tutorial.",
"updated": 1616009292308
},
{
"style": "Text",
"text": ""
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-001-community-effort-to-test-exchanges.json
+41
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@@ -0,0 +1,41 @@
{
"topic": "Tested Exchanges",
"pageNumber": 1,
"type": "Community Effort to Test Exchanges",
"definition": {
"text": "This topic covers the results of the Community work testing exchanges. Each page in the topic describes the results of the tests performed on one exchange, and whether the exchange is usable or not.",
"updated": 1616005878606
},
"paragraphs": [
{
"style": "Text",
"text": "Superalgos uses the CCXT library to communicate with exchanges. CCXT is an open-source project attempting to standardize access to exchanges APIs.",
"updated": 1616009621936
},
{
"style": "Text",
"text": "The project lists more than 120 exchanges as \"supported\" and a few dozen exchanges as \"certified\". See the list in the following ink:",
"updated": 1616006648441
},
{
"style": "Link",
"text": "CCXT List of Exchange Markets->github.com/ccxt/ccxt/wiki/Exchange-Markets",
"updated": 1616006289241
},
{
"style": "Text",
"text": "However, it is not clear what exactly is supported nor what is certified. Current experience shows that standardization has still a long way to go.",
"updated": 1616006593509
},
{
"style": "Success",
"text": "To know if your preferred exchange is ready to be used in Superalgos, consult the corresponding page in this topic.",
"updated": 1616006719622
},
{
"style": "Note",
"text": "If your preferred exchange doesn't show up in this list, it means that it hasn't been tested. You may want to ask in the Develop Group to see if anyone has started tests. If you are a developer, you may want to learn How to Test New Exchanges.",
"updated": 1616009576971
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-001-binance-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-002-binance-test-status.json
+5 -12
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@@ -1,6 +1,6 @@
{
"topic": "Tested Exchanges",
"pageNumber": "1",
"pageNumber": 2,
"type": "Binance Test Status",
"definition": {
"text": "Binance is fully tested for data mining and trading.",
@@ -14,7 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes."
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616003523813
},
{
"style": "List",
@@ -23,22 +24,14 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Yes.",
"updated": 1615143016205
"text": "Trading Capability: Yes. The ability to run strategies in live-trading mode has been verified.",
"updated": 1616003541160
},
{
"style": "List",
"text": "Comments: Fully tested. Starting with Binance is recommended as the experience is seamless.",
"updated": 1615142951363
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has been verified."
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has been verified."
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-002-ftx-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-003-ftx-test-status.json
+7 -16
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@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "2",
"pageNumber": 3,
"type": "FTX Test Status",
"definition": {
"text": "FTX is tested for data mining but not for live trading",
"updated": 1615204721150
"text": "FTX is tested for data mining but not for live trading.",
"updated": 1616003850379
},
"paragraphs": [
{
@@ -14,8 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616003666832
},
{
"style": "List",
@@ -24,23 +24,14 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability: Unknown. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616003699055
},
{
"style": "List",
"text": "Comments: Raw Data mining can be slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API",
"updated": 1615205045729
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has been verified."
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified.",
"updated": 1615211002861
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-003-binance-us-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-004-binance-us-test-status.json
+7 -16
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "3",
"pageNumber": 4,
"type": "Binance-US Test Status",
"definition": {
"text": "Binance US is tested for data mining and live trading",
"updated": 1615210764406
"text": "Binance US is tested for data mining and live trading.",
"updated": 1616003840094
},
"paragraphs": [
{
@@ -14,8 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616003754475
},
{
"style": "List",
@@ -24,23 +24,14 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Yes",
"updated": 1615210793722
"text": "Trading Capability: Yes. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616003748968
},
{
"style": "List",
"text": "Comments: Raw Data mining can be slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API",
"updated": 1615205045729
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has been verified."
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified.",
"updated": 1615210884706
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-004-bitfinex-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-005-bitfinex-test-status.json
+11 -20
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "4",
"pageNumber": 5,
"type": "Bitfinex Test Status",
"definition": {
"text": "Bitfinex is tested for data mining but not for live trading",
"updated": 1615211117153
"text": "Bitfinex is tested for data mining but not for live trading.",
"updated": 1616003876885
},
"paragraphs": [
{
@@ -14,32 +14,23 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616003797511
},
{
"style": "List",
"text": "Market History: Starting on Genuary 2020",
"updated": 1615211056787
"text": "Market History: 1 year.",
"updated": 1616004049653
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability: Unknown. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616003817998
},
{
"style": "List",
"text": "Comments: Raw Data mining can be slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API",
"updated": 1615205045729
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has been verified."
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified.",
"updated": 1615211026605
"text": "Comments: Raw Data mining can be slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API.",
"updated": 1616004065179
},
{
"style": "Title",
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-005-kucoin-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-006-kucoin-test-status.json
+7 -17
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "5",
"pageNumber": 6,
"type": "Kucoin Test Status",
"definition": {
"text": "Kucoin is not tested for data mining nor for live trading",
"updated": 1615211178818
"text": "Kucoin is not tested for data mining nor for live trading.",
"updated": 1616003885667
},
"paragraphs": [
{
@@ -14,8 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Unknown. The ability to fetch historic data for backtesting purposes has not been verified.",
"updated": 1616003998850
},
{
"style": "List",
@@ -24,24 +24,14 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability: Unknown. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616003950201
},
{
"style": "List",
"text": "Comments: While testing with standard configuration it was possible to fetch 1 day of historical Raw Data",
"updated": 1615211286656
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has not been verified",
"updated": 1615211296452
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified",
"updated": 1615211304255
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-006-luno-test-status.json
-59
View File
@@ -1,59 +0,0 @@
{
"topic": "Tested Exchanges",
"pageNumber": "6",
"type": "Luno Test Status",
"definition": {
"text": "Luno is tested for data mining and for live trading",
"updated": 1615550142553
},
"paragraphs": [
{
"style": "Title",
"text": "Properties",
"updated": 1615143100216
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
},
{
"style": "List",
"text": "Market History: Unknown",
"updated": 1615204614502
},
{
"style": "List",
"text": "Trading Capability [**]: Yes",
"updated": 1615550165906
},
{
"style": "List",
"text": "Comments: Raw Data mining is extremely slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API. One day of Raw Data takes about 5 minutes to download. Keep this in mind when setting a start date. The reason for this is because they do not support fetching of OHCLV data - this data has to be compiled by fetching individual trades. The fetching of trades is limited to 100 trades per request, and the rate limit is 1 second.",
"updated": 1615456853257
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1615456911815
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode is now possible. Ensure that the version of the CCXT library being used by Superalgos is 1.42.77 or better - earlier versions of this library did not correctly apply the precision settings of the exchange in the amounts specified for creating orders.",
"updated": 1615550355806
},
{
"style": "Title",
"text": "Configuration"
},
{
"style": "Json",
"text": "{\n \"codeName\": \"luno\",\n \"API\": [\n {\n \"method\": \"fetch_ohlcv\",\n \"useFetchTradesForFetchOHLCVs\": true,\n \"maxTradesPerFetch\": 100,\n \"limit\": 200,\n \"rateLimit\": 1100\n }\n ]\n}",
"updated": 1615211372349
},
{
"style": "Text",
"text": ""
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-007-luno-test-status.json
+40
View File
@@ -0,0 +1,40 @@
{
"topic": "Tested Exchanges",
"pageNumber": 7,
"type": "Luno Test Status",
"definition": {
"text": "Luno is tested for data mining and for live trading.",
"updated": 1616004109619
},
"paragraphs": [
{
"style": "Title",
"text": "Properties",
"updated": 1615143100216
},
{
"style": "List",
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616004152806
},
{
"style": "List",
"text": "Trading Capability [**]: Yes. The ability to run strategies in live-trading mode is now possible. Ensure that the version of the CCXT library being used by Superalgos is 1.42.77 or better - earlier versions of this library did not correctly apply the precision settings of the exchange in the amounts specified for creating orders.",
"updated": 1616004171327
},
{
"style": "List",
"text": "Comments: Raw Data mining is extremely slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API. One day of Raw Data takes about 5 minutes to download. Keep this in mind when setting a start date. The reason for this is because they do not support fetching of OHCLV data - this data has to be compiled by fetching individual trades. The fetching of trades is limited to 100 trades per request, and the rate limit is 1 second.",
"updated": 1616004526344
},
{
"style": "Title",
"text": "Configuration"
},
{
"style": "Json",
"text": "{\n \"codeName\": \"luno\",\n \"API\": [\n {\n \"method\": \"fetch_ohlcv\",\n \"useFetchTradesForFetchOHLCVs\": true,\n \"maxTradesPerFetch\": 100,\n \"limit\": 200,\n \"rateLimit\": 1100\n }\n ]\n}",
"updated": 1615211372349
}
]
}
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-007-kraken-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-008-kraken-test-status.json
+7 -17
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "7",
"pageNumber": 8,
"type": "Kraken Test Status",
"definition": {
"text": "Kraken is tested for data mining but not for live trading",
"updated": 1615204721150
"text": "Kraken is tested for data mining but not for live trading.",
"updated": 1616005542987
},
"paragraphs": [
{
@@ -14,8 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has been verified.",
"updated": 1616005497164
},
{
"style": "List",
@@ -24,24 +24,14 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability [**]: Unknown. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616005523609
},
{
"style": "List",
"text": "Comments: With standard settings only one day worth of Raw Data is fetched. To retrieve Raw Data in Kraken, pairs in config are reversed. Backtesting and Live Trading behaviour unknown",
"updated": 1615278620667
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has not been verified",
"updated": 1615211359233
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified",
"updated": 1615211364516
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-008-bittrex-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-009-bittrex-test-status.json
+9 -19
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "8",
"pageNumber": 9,
"type": "Bittrex Test Status",
"definition": {
"text": "Bittrex is not fully tested for data mining nor for live trading",
"updated": 1615450372178
"text": "Bittrex is not fully tested for data mining nor for live trading.",
"updated": 1616005578529
},
"paragraphs": [
{
@@ -14,34 +14,24 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Unknown. The ability to fetch historic data for backtesting purposes has not been verified.",
"updated": 1616005666238
},
{
"style": "List",
"text": "Market History: Unknown",
"updated": 1615450231832
"text": "Market History: Unknown.",
"updated": 1616005647200
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability [**]: Unknown. The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616005641922
},
{
"style": "List",
"text": "Comments: Raw Data mining it's extremely slow due to API restriction",
"updated": 1615450349464
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has not been verified",
"updated": 1615211296452
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified",
"updated": 1615211304255
},
{
"style": "Title",
"text": "Configuration"
Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-009-coinbasepro-test-status.json → Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-010-coinbasepro-test-status.json
+9 -19
View File
@@ -1,10 +1,10 @@
{
"topic": "Tested Exchanges",
"pageNumber": "9",
"pageNumber": 10,
"type": "CoinbasePro Test Status",
"definition": {
"text": "Coinbase Pro is not fully tested for data mining nor for live trading",
"updated": 1615453123690
"text": "Coinbase Pro is not fully tested for data mining nor for live trading.",
"updated": 1616005773803
},
"paragraphs": [
{
@@ -14,8 +14,8 @@
},
{
"style": "List",
"text": "1-min OHLCVs Capability [*]: Yes",
"updated": 1615204617519
"text": "1-min OHLCVs Capability: Yes. The ability to fetch historic data for backtesting purposes has not been fully verified.",
"updated": 1616005829277
},
{
"style": "List",
@@ -24,23 +24,13 @@
},
{
"style": "List",
"text": "Trading Capability [**]: Unknown",
"updated": 1615204866750
"text": "Trading Capability: Unknown.The ability to run strategies in live-trading mode has not been verified.",
"updated": 1616005834904
},
{
"style": "List",
"text": "Comments: Raw Data fetching extremely slow due to API restrictions, see config",
"updated": 1615453110186
},
{
"style": "Text",
"text": "[*] The ability to fetch historic data for backtesting purposes has not been fully verified",
"updated": 1615453130798
},
{
"style": "Text",
"text": "[**] The ability to run strategies in live-trading mode has not been verified",
"updated": 1615211304255
"text": "Comments: Raw Data fetching extremely slow due to API restrictions, see config.",
"updated": 1616005813658
},
{
"style": "Title",
Projects/Superalgos/Schemas/Docs-Tutorials/basic-education-045-tutorial-step-talking-exchanges.json
+30
View File
@@ -0,0 +1,30 @@
{
"tutorial": "Basic Education",
"pageNumber": "45",
"type": "Tutorial Step - Talking Exchanges",
"definition": {
"text": "Now that I mentioned testing exchanges, let's talk a bit about how Superalgos deals with them and which ones you may use...",
"icon": {
"name": "crypto-exchange",
"project": "Superalgos"
},
"updated": 1615999626738
},
"paragraphs": [
{
"style": "Text",
"text": "Superalgos uses CCXT, an open-source library proposing a standard for exchange API comms. The system works with exchanges complying with the standard:",
"updated": 1616000957350
},
{
"style": "Link",
"text": "List of Exchanges Pledging Compliance With CCXT->github.com/ccxt/ccxt/wiki/Exchange-Markets?r=Superalgos",
"updated": 1616001030925
},
{
"style": "Note",
"text": "However, appearing in the list is not enough! Many exchanges don't really comply! As a result, there is an ongoing community effort to test exchanges and document which may be used with Superalgos and how! This is the topic in the Docs covering the effort. Look at this list to find which exchanges have been tested and to which extent.",
"updated": 1616001183797
}
]
}