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El-Castor avatar El-Castor commented on June 16, 2024

Hi SybrandDoev,

Thanks for your quick response. I didn't build the static pair list by myself, because I use mgm-hurry up command and I say yes for do the configuration following the instructions provide.

I will change my config by hand by maybe I didn't get something, but I have a question, It is not should be create/build by the framework right ? I mean when I follow these instruction :

 _ __ ___    __ _  _ __ ___         | |__   _   _  _ __  _ __  _   _ 
| '_ ` _ \  / _` || '_ ` _ \  _____ | '_ \ | | | || '__|| '__|| | | |
| | | | | || (_| || | | | | ||_____|| | | || |_| || |   | |   | |_| |
|_| |_| |_| \__, ||_| |_| |_|       |_| |_| \__,_||_|   |_|    \__, |
            |___/                                              |___/ 

INFO - 💨 💨 💨
       👉 The all in one command. Hurry up, turn it up!
       💨 💨 💨
? 💨 Do you want to update Freqtrade? No
? 💨 Do you want to update MoniGoMani? No
? 💨 Do you want to configure it now? Yes
? 💨 Do you want to generate a static pairlist now? Yes
? 💨 Do you want to download candle data now? Yes
? 💨 Do you want to hyperopt now? No
? 💨 Do you want to backtest now? No
? 💨 Do you want to start trading? Yes, Dry-Run please
INFO - 💨 💨 💨
       👉 Setup
       💨 💨 💨
INFO - 🤓 Let's answer some questions to make your life easier.
WARNING - ⚠️ The target file "mgm-config.json" already exists. Is cool.
WARNING - ⚠️ The target file "mgm-config-private.json" already exists. Is cool.
INFO - 👉 MoniGoMani config files prepared √
? Please enter the default timerange you want to use: 20210501-20210616
? Which HyperOpt Strategy do you want to use? MoniGoManiHyperStrategy
? Which HyperOpt Loss do you want to use? MGM_SortinoHyperOptLoss
? Which spaces do you want to HyperOpt? ['buy', 'sell']
? Please enter the default stake currency you want to use: USDT
? Please enter the amount of epochs you want to HyperOpt: 1000
? Do you want to also setup your exchange? Yes
? Which exchange do you want to use? kraken
? Please enter the exchange API key:  ********************************************************
? Please enter the exchange API secret:  ****************************************************************************************
? Please enter the username you want to use to share test results with the MoniGoMani community: johnyMalza
INFO - 🍺 Configuration data written to ".hurry" file
INFO - 🍺 Exchange settings written to "mgm-config-private.json"
? Do you want to also setup your Telegram bot?  No
INFO - 💨 💨 💨
       👉 Download Top Volume Static Pairlist
       💨 💨 💨
INFO - 🤖 Generating new static pairlist...
? How much pairs would you like in your TopVolumeStaticPairList? (1 - 200) 15

Because following these instruction, the config file should be build for static pair list right? The fact is that I have the previous error as you can see below :

INFO - 🤖 Generating new static pairlist...
? How much pairs would you like in your TopVolumeStaticPairList? (1 - 200) 15
INFO - 👉 Added 9 extra days to the timerange for the "startup_candle_count"
INFO - 👉 MGM-Hurry will now run the following command for you:
 . /Users/macbook/Development/Freqtrade-MGM/.env/bin/activate; freqtrade test-pairlist --config /Users/macbook/Development/Freqtrade-MGM/user_data/mgm_tools/RetrieveTopVolumeStaticPairList.json --quote USDT --print-json > /tmp/tmpqrk8v63q
INFO - Using config: /Users/macbook/Development/Freqtrade-MGM/user_data/mgm_tools/RetrieveTopVolumeStaticPairList.json ...
INFO - Verbosity set to 0
INFO - Using user-data directory: /Users/macbook/Development/Freqtrade-MGM/user_data ...
INFO - Using data directory: /Users/macbook/Development/Freqtrade-MGM/user_data/data/kraken ...
INFO - Checking exchange...
INFO - Exchange "kraken" is officially supported by the Freqtrade development team.
INFO - Using pairlist from configuration.
INFO - Validating configuration ...
INFO - Instance is running with dry_run enabled
INFO - Using CCXT 1.61.92
INFO - Applying additional ccxt config: {'enableRateLimit': True}
INFO - Applying additional ccxt config: {'enableRateLimit': True}
INFO - Using Exchange "Kraken"
INFO - Using resolved exchange 'Kraken'...
INFO - Using resolved pairlist VolumePairList from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolumePairList.py'...
INFO - Using resolved pairlist AgeFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/AgeFilter.py'...
INFO - Using resolved pairlist PriceFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/PriceFilter.py'...
INFO - Using resolved pairlist ShuffleFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/ShuffleFilter.py'...
INFO - Using resolved pairlist SpreadFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/SpreadFilter.py'...
INFO - Using resolved pairlist RangeStabilityFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/rangestabilityfilter.py'...
INFO - Using resolved pairlist VolatilityFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolatilityFilter.py'...
INFO - Using resolved pairlist VolumePairList from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolumePairList.py'...
WARNING - get_tickers() returned exception: "Could not load tickers due to ExchangeError. Message: kraken GET https://api.kraken.com/0/public/T

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El-Castor avatar El-Castor commented on June 16, 2024

Hi!

I have try to change the differents config files as you preconise but still have the same error.

here is my mgm-config.son file part related to pairlists and exchange:

    "exchange": {
        "pair_whitelist": [],
        "sandbox": false,
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 500,
            "aiohttp_trust_env": false
        },
        "pair_blacklist": [
            ".*USD.*/.*",
            ".*BULL.*/.*",
            ".*BEAR.*/.*",
            ".*UP.*/.*",
            ".*DOWN.*/.*",
            ".*HEDGE.*/.*",
            ".*PREMIUM.*/.*",
            ".*PERP.*/.*",
            ".*/BNB",
            "BNB/.*",
            "EPS/.*",
            "EUR/.*",
            "GBP/.*"
        ],
        "outdated_offset": 5,
        "markets_refresh_interval": 60
    },
    "pairlists": [
        {
            "method": "StaticPairList"
        }
    ],
    "_pairlists": [
        {
            "method": "VolumePairList",
            "number_assets": 60,
            "sort_key": "quoteVolume",
            "refresh_period": 1800
        },
        {
            "method": "AgeFilter",
            "min_days_listed": 7
        },
        {
            "method": "SpreadFilter",
            "max_spread_ratio": 0.005
        },
        {
            "method": "PriceFilter",
            "low_price_ratio": 0.001
        },
        {
            "method": "RangeStabilityFilter",
            "lookback_days": 3,
            "min_rate_of_change": 0.1,
            "refresh_period": 1440
        },
        {
            "method": "VolatilityFilter",
            "lookback_days": 4,
            "min_volatility": 0.02,
            "max_volatility": 0.75,
            "refresh_period": 86400
        },
        {
            "method": "VolumePairList",
            "number_assets": 10,
            "sort_key": "quoteVolume"
        }
    ],

When I am trying to download static pairlist using mgm-hurry command :

sudo  python3 -m pipenv run python3 ./mgm-hurry download_static_pairlist

I still have the same error. But I saw that mgm-hurry didn't use the mgm-config.json file but another located in the directory Freqtrade-MGM/user_data/mgm_tools/RetrieveTopVolumeStaticPairList.json

Here is the file:

{
    "pairlists": [
        {
            "method": "VolumePairList",
            "number_assets": 200,
            "sort_key": "quoteVolume",
            "refresh_period": 1800
        },
        {
            "method": "AgeFilter",
            "min_days_listed": 287
        },
        {
            "method": "PriceFilter",
            "low_price_ratio": 0.1
        },
        {
            "method": "ShuffleFilter"
        },
        {
            "method": "SpreadFilter",
            "max_spread_ratio": 0.005
        },
        {
            "method": "RangeStabilityFilter",
            "lookback_days": 10,
            "min_rate_of_change": 0.01,
            "refresh_period": 1440
        },
        {
            "method": "VolatilityFilter",
            "lookback_days": 5,
            "min_volatility": 0.05,
            "max_volatility": 0.5,
            "refresh_period": 1440
        },
        {
            "method": "VolumePairList",
            "number_assets": 15,
            "sort_key": "quoteVolume"
        }
    ],
    "exchange": {
        "pairlists":[],
        "name": "kraken",
        "pair_blacklist": [
            ".*USD.*/.*",
            ".*BULL.*/.*",
            ".*BEAR.*/.*",
            ".*UP.*/.*",
            ".*DOWN.*/.*",
            ".*HEDGE.*/.*",
            ".*PREMIUM.*/.*",
            ".*PERP.*/.*",
            ".*/BNB",
            "BNB/.*",
            "EPS/.*",
            "EUR/.*",
            "GBP/.*"
        ],
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true
        }
    }
}

I did'nt understand why I have this error and why any whitelist. I have check on the repository of the pairlist build by mgm-hurry in /user_data/mgm_pair_lists/Kraken-USDT-Top-Volume-StaticPairList.json but it is fill by false and not by pairs as the one for Binance exchange for exemple. See bellow the .json :

{
    "exchange": {
        "pair_whitelist": false
    }
}

I followed the step-by-step recommendations of the mgm documentation available here : https://monigomani.readthedocs.io/

I think iit has a trooble during mgm-hurry setup command in order to build Kraken static pair List or I just miss something during the configuration ?

Someone can help me to resolve this problem?
Thanks

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SybrandDoev avatar SybrandDoev commented on June 16, 2024

Hi El-Castor,

After looking deeper into it (especially in the Freqtrade GitHub), it doesn't seem to be a configuration error:

https://github.com/freqtrade/freqtrade/issues/6311

Reply from Matthias:


you should be able to use the develop image - as this was fixed this morning in #6309.
For stable, there is currently no workaround other than using a different exchange.```

Not something we can fix here. And kraken will always have a rate limit of 3100 in stead of 500. Also read some problems with downloading trading history for the pairs. Not the easiest exchange to work with tbh.

According to ```Filter tickers on stake-currency for kraken #6309``` it has been fixed. You might want to compare your ccxt file of kraken and enter the new code. Can't promise it will work though..

```https://github.com/ccxt/ccxt/blob/master/python/ccxt/kraken.py```

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El-Castor avatar El-Castor commented on June 16, 2024

Hi SybrandDoev,

Thanks for your response, I didn't it when I found on the freqtrade GitHub.

Maybe it's a newbie question, but how I can fin the good image tag in the compose file please? Or I just have to change this file https://github.com/ccxt/ccxt/blob/master/python/ccxt/kraken.py in my Freqtrade repository ?

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SybrandDoev avatar SybrandDoev commented on June 16, 2024

I would suggest to edit the code only for kraken. MGM needs a specific freqtrade version, so updating to the most recent when the other dependances aren't met will result in a disfunctional MGM.

And since the most recent freqtrade version - as far as I know - isn't supported, editing the kraken code might be the 'safest' option to try. @Rikj000 might have a definitive answer for that.

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El-Castor avatar El-Castor commented on June 16, 2024

I have change the kraken.py file by the one suggested in the issue#6309. But I have still the same error as you can see below :

(base) macbook@Johny-malza Freqtrade-MGM % sudo  python3 -m pipenv run python3 ./mgm-hurry download_static_pairlist
                                     _                               
 _ __ ___    __ _  _ __ ___         | |__   _   _  _ __  _ __  _   _ 
| '_ ` _ \  / _` || '_ ` _ \  _____ | '_ \ | | | || '__|| '__|| | | |
| | | | | || (_| || | | | | ||_____|| | | || |_| || |   | |   | |_| |
|_| |_| |_| \__, ||_| |_| |_|       |_| |_| \__,_||_|   |_|    \__, |
            |___/                                              |___/ 

INFO - 💨 💨 💨
       👉 Download Top Volume Static Pairlist
       💨 💨 💨
INFO - 🤖 Generating new static pairlist...
? How much pairs would you like in your TopVolumeStaticPairList? (1 - 200) 15
INFO - 👉 Added 9 extra days to the timerange for the "startup_candle_count"
INFO - 👉 MGM-Hurry will now run the following command for you:
 . /Users/macbook/Development/Freqtrade-MGM/.env/bin/activate; freqtrade test-pairlist --config /Users/macbook/Development/Freqtrade-MGM/user_data/mgm_tools/RetrieveTopVolumeStaticPairList.json --quote USDT --print-json > /tmp/tmptvlkqcwj
INFO - Using config: /Users/macbook/Development/Freqtrade-MGM/user_data/mgm_tools/RetrieveTopVolumeStaticPairList.json ...
INFO - Verbosity set to 0
INFO - Using user-data directory: /Users/macbook/Development/Freqtrade-MGM/user_data ...
INFO - Using data directory: /Users/macbook/Development/Freqtrade-MGM/user_data/data/kraken ...
INFO - Checking exchange...
INFO - Exchange "kraken" is officially supported by the Freqtrade development team.
INFO - Using pairlist from configuration.
INFO - Validating configuration ...
INFO - No Kraken specific subclass found. Using the generic class instead.
INFO - Instance is running with dry_run enabled
INFO - Using CCXT 1.61.92
INFO - Applying additional ccxt config: {'enableRateLimit': True}
INFO - Applying additional ccxt config: {'enableRateLimit': True}
INFO - Using Exchange "Kraken"
INFO - Using resolved pairlist VolumePairList from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolumePairList.py'...
INFO - Using resolved pairlist AgeFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/AgeFilter.py'...
INFO - Using resolved pairlist PriceFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/PriceFilter.py'...
INFO - Using resolved pairlist ShuffleFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/ShuffleFilter.py'...
INFO - Using resolved pairlist SpreadFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/SpreadFilter.py'...
INFO - Using resolved pairlist RangeStabilityFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/rangestabilityfilter.py'...
INFO - Using resolved pairlist VolatilityFilter from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolatilityFilter.py'...
INFO - Using resolved pairlist VolumePairList from '/Users/macbook/Development/Freqtrade-MGM/freqtrade/plugins/pairlist/VolumePairList.py'...
WARNING - get_tickers() returned exception: "Could not load tickers due to ExchangeError. Message: kraken GET https://api.kraken.com/0/public/Ticker?pair=1INCHEUR%2C1INCHU
 ...
...

CRITICAL - Unfortunately we could generate the static pairlist.
INFO - 🤖 Saving fresh static pairlist into mgm_pair_lists/Kraken-USDT-Top-Volume-StaticPairList.json
INFO - 🍺 Saving pairlist as whitelist to "mgm-config.json"...

Do you have any idea? I am very confuse I don't understand where can the problem come from.

Other idea, we can see that : INFO - Using Exchange "Kraken" but is not should be "kraken"?

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SybrandDoev avatar SybrandDoev commented on June 16, 2024

First let me answer your question about 'k/K'raken. If you look a few lines up, you can see that the log states that Kraken is officially supported by Freqtradem that means it recognizes kraken, with or without the caps. That shouldn't be a problem.

Second: cleaned up the topic, removed non-related my non-related answers.

And third: I'll dig into it!

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rodrigogs avatar rodrigogs commented on June 16, 2024

I'm having the same issue trying to use mgm-hurry on a Ubuntu docker container. Installation succeeds, but in the end freqtrade is not there :(

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