[pull] develop from freqtrade:develop

build_helpers/schema.json

@@ -1273,13 +1273,19 @@
           "description": "Name of the exchange.",
           "type": "string"
         },
+        "api_key": {
+          "description": "API key for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__API_KEY",
+          "type": [
+            "string",
+            "null"
+          ]
+        },
         "key": {
-          "description": "API key for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__KEY",
+          "description": "API key for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__KEY Deprecated, use api_key instead.",
           "type": [
             "string",
             "null"
-          ],
-          "default": null
+          ]
         },
         "secret": {
           "description": "API secret for the exchange. Recommended to be set via environment variable FREQTRADE__EXCHANGE__SECRET",

config_examples/config_binance.example.json

@@ -31,7 +31,7 @@
     },
     "exchange": {
         "name": "binance",
-        "key": "your_exchange_key",
+        "api_key": "your_exchange_api_key",
         "secret": "your_exchange_secret",
         "ccxt_config": {},
         "ccxt_async_config": {

config_examples/config_freqai.example.json

@@ -17,8 +17,8 @@
     },
     "exchange": {
         "name": "binance",
-        "key": "",
-        "secret": "",
+        "api_key": "your_exchange_api_key",
+        "secret": "your_exchange_secret",
         "ccxt_config": {},
         "ccxt_async_config": {},
         "pair_whitelist": [

config_examples/config_full.example.json

@@ -111,7 +111,7 @@
     ],
     "exchange": {
         "name": "binance",
-        "key": "your_exchange_key",
+        "api_key": "your_exchange_api_key",
         "secret": "your_exchange_secret",
         "password": "",
         "log_responses": false,

config_examples/config_kraken.example.json

@@ -31,8 +31,8 @@
     },
     "exchange": {
         "name": "kraken",
-        "key": "your_exchange_key",
-        "secret": "your_exchange_key",
+        "api_key": "your_exchange_api_key",
+        "secret": "your_exchange_secret",
         "ccxt_config": {},
         "ccxt_async_config": {
         },

docs/configuration.md

@@ -217,7 +217,7 @@ 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. <br> **Datatype:** String
-| `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.api_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
 | `exchange.uid` | API uid to use for the exchange. Only required when you are in production mode and for exchanges that use uid for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -699,7 +699,7 @@ creating trades on the exchange.
 ```json
 "exchange": {
     "name": "binance",
-    "key": "key",
+    "api_key": "api_key",
     "secret": "secret",
     ...
 }
@@ -749,7 +749,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 {
     "exchange": {
         "name": "binance",
-        "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
+        "api_key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
         //"password": "", // Optional, not needed by all exchanges)
         // ...

docs/exchanges.md

@@ -25,7 +25,7 @@ A exchange configuration for "binance" would look as follows:
 ```json
 "exchange": {
     "name": "binance",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret",
     "ccxt_config": {},
     "ccxt_async_config": {},
@@ -40,7 +40,7 @@ In case of problems related to rate-limits (usually DDOS Exceptions in your logs
 ```json
 "exchange": {
     "name": "kraken",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret",
     "ccxt_config": {"enableRateLimit": true},
     "ccxt_async_config": {
@@ -95,7 +95,7 @@ They can however also be configured via configuration file. Since json doesn't s
 
 ``` json
 // ...
- "key": "<someapikey>",
+ "api_key": "<someapikey>",
  "secret": "-----BEGIN PRIVATE KEY-----\nMIIEvQIBABACAFQA<...>s8KX8=\n-----END PRIVATE KEY-----"
 // ...
 ```
@@ -224,7 +224,7 @@ Kraken Futures uses the exchange id `krakenfutures` and supports isolated future
 ```jsonc
 "exchange": {
     "name": "krakenfutures",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret"
 },
 "trading_mode": "futures",
@@ -250,7 +250,7 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
 ```json
 "exchange": {
     "name": "kucoin",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret",
     "password": "your_exchange_api_key_password",
     // ...
@@ -283,7 +283,7 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 ```json
 "exchange": {
     "name": "okx",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret",
     "password": "your_exchange_api_key_password",
     // ...
@@ -364,7 +364,7 @@ Bitget requires a passphrase for each api key, you will therefore need to add th
 ```json
 "exchange": {
     "name": "bitget",
-    "key": "your_exchange_key",
+    "api_key": "your_exchange_api_key",
     "secret": "your_exchange_secret",
     "password": "your_exchange_api_key_password",
     // ...
@@ -511,7 +511,7 @@ If your account is required to use an operatorId, you can set it in the configur
 ``` json
 "exchange": {
         "name": "bitvavo",
-        "key": "",
+        "api_key": "",
         "secret": "",
         "ccxt_config": {
             "options": {

docs/includes/pairlists.md

@@ -181,7 +181,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
 * `max_value`: Sets a maximum percentage change threshold. Pairs with a percentage change above this value will be filtered out.
 * `sort_direction`: Specifies the order in which pairs are sorted based on their percentage change. Accepts two values: `asc` for ascending order and `desc` for descending order.
 * `refresh_period`: Defines the interval (in seconds) at which the pairlist will be refreshed. The default is 1800 seconds (30 minutes).
-* `lookback_days`: Number of days to look back. When `lookback_days` is selected, the `lookback_timeframe` is defaulted to 1 day.
+* `lookback_days`: Number of days to look back. `lookback_days` implies a `lookback_timeframe` of 1 day - combining it with a different `lookback_timeframe` will result in an error.
 * `lookback_timeframe`: Timeframe to use for the lookback period.
 * `lookback_period`: Number of periods to look back at.
 
@@ -635,7 +635,9 @@ If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio
 
 #### RangeStabilityFilter
 
-Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+Removes pairs where the difference between lowest low and highest high over `lookback_period` candles of `lookback_timeframe` (defaults to `1d`) is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+For convenience, `lookback_days` can be used instead, which implies daily candles (equivalent to setting `lookback_period` with a `lookback_timeframe` of `1d`). One of `lookback_days` or `lookback_period` must be set - setting both is ambiguous and will result in an error, as does combining `lookback_days` with a `lookback_timeframe` other than `1d`. Setting neither is deprecated and currently falls back to a lookback of 10 days - this fallback will be removed in a future version.
 
 In the below example:
 If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
@@ -644,14 +646,30 @@ If the trading range over the last 10 days is <1% or >99%, remove the pair from
 "pairlists": [
     {
         "method": "RangeStabilityFilter",
-        "lookback_days": 10,
+        "lookback_timeframe": "1d",
+        "lookback_period": 10,
         "min_rate_of_change": 0.01,
         "max_rate_of_change": 0.99,
         "refresh_period": 86400
     }
 ]
 ```
 
+The same filter based on a trading range of 72 1h candles (3 days) would look as follows:
+
+```json
+"pairlists": [
+    {
+        "method": "RangeStabilityFilter",
+        "lookback_timeframe": "1h",
+        "lookback_period": 72,
+        "min_rate_of_change": 0.01,
+        "max_rate_of_change": 0.99,
+        "refresh_period": 3600
+    }
+]
+```
+
 Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting for this pairlist.
 
 !!! Tip
@@ -660,9 +678,11 @@ Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting f
 
 #### VolatilityFilter
 
-Volatility is the degree of historical variation of a pairs over time, it is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
+Volatility is the degree of historical variation of a pairs over time, it is measured by the standard deviation of logarithmic candle-to-candle returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).
 
-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 removes pairs if the average volatility over `lookback_period` candles of `lookback_timeframe` (defaults to `1d`) is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+
+For convenience, `lookback_days` can be used instead, which implies daily candles (equivalent to setting `lookback_period` with a `lookback_timeframe` of `1d`). One of `lookback_days` or `lookback_period` must be set - setting both is ambiguous and will result in an error, as does combining `lookback_days` with a `lookback_timeframe` other than `1d`. Setting neither is deprecated and currently falls back to a lookback of 10 days - this fallback will be removed in a future version.
 
 This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs.
 
@@ -673,14 +693,30 @@ If the volatility over the last 10 days is not in the range of 0.05-0.50, remove
 "pairlists": [
     {
         "method": "VolatilityFilter",
-        "lookback_days": 10,
+        "lookback_timeframe": "1d",
+        "lookback_period": 10,
         "min_volatility": 0.05,
         "max_volatility": 0.50,
         "refresh_period": 86400
     }
 ]
 ```
 
+The same filter based on the volatility of 72 1h candles (3 days) would look as follows:
+
+```json
+"pairlists": [
+    {
+        "method": "VolatilityFilter",
+        "lookback_timeframe": "1h",
+        "lookback_period": 72,
+        "min_volatility": 0.05,
+        "max_volatility": 0.50,
+        "refresh_period": 3600
+    }
+]
+```
+
 Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting mode for this pairlist.
 
 ### Full example of Pairlist Handlers

docs/utils.md

@@ -70,7 +70,7 @@ Your combined configuration is:
   "stake_currency": "USDT",
   "exchange": {
     "name": "binance",
-    "key": "REDACTED",
+    "api_key": "REDACTED",
     "secret": "REDACTED",
     "ccxt_config": {},
     "ccxt_async_config": {},

freqtrade/config_schema/config_schema.py

@@ -936,12 +936,18 @@
             "type": "object",
             "properties": {
                 "name": {"description": "Name of the exchange.", "type": "string"},
+                "api_key": {
+                    "description": (
+                        f"API key for the exchange. {__VIA_ENV} FREQTRADE__EXCHANGE__API_KEY"
+                    ),
+                    "type": ["string", "null"],
+                },
                 "key": {
                     "description": (
                         f"API key for the exchange. {__VIA_ENV} FREQTRADE__EXCHANGE__KEY"
+                        " Deprecated, use api_key instead."
                     ),
                     "type": ["string", "null"],
-                    "default": None,
                 },
                 "secret": {
                     "description": (

freqtrade/configuration/deploy_config.py

@@ -137,8 +137,8 @@ def ask_user_config() -> dict[str, Any]:
         },
         {
             "type": "password",
-            "name": "exchange_key",
-            "message": "Insert Exchange Key",
+            "name": "exchange_api_key",
+            "message": "Insert Exchange API Key",
             "when": lambda x: not x["dry_run"],
         },
         {
@@ -149,7 +149,7 @@ def ask_user_config() -> dict[str, Any]:
         },
         {
             "type": "password",
-            "name": "exchange_key_password",
+            "name": "exchange_api_key_password",
             "message": "Insert Exchange API Key password",
             "when": lambda x: not x["dry_run"] and x["exchange_name"] in ("kucoin", "okx"),
         },

freqtrade/constants.py

@@ -196,7 +196,7 @@
     "dry_run": True,
     "exchange": {
         "name": "",
-        "key": None,
+        "api_key": None,
         "secret": None,
         "pair_whitelist": [],
         "ccxt_async_config": {},

freqtrade/exchange/exchange.py

@@ -2923,37 +2923,43 @@ async def gather_coroutines(coro):
         return results_df
 
     def refresh_ohlcv_with_cache(
-        self, pairs: list[PairWithTimeframe], since_ms: int
+        self, pairs: list[PairWithTimeframe], *, lookback_period: int
     ) -> dict[PairWithTimeframe, DataFrame]:
         """
         Refresh ohlcv data for all pairs in needed_pairs if necessary.
-        Caches data with expiring per timeframe.
-        Should only be used for pairlists which need "on time" expirarion, and no longer cache.
+        Caches data per (timeframe, lookback_period), expiring with each new candle.
+        Should only be used for pairlists which need "on time" expiration, and no longer cache.
+        :param pairs: List of pairs, timeframes to refresh
+        :param lookback_period: Amount of candles to fetch.
+            Downloads lookback_period + 1 candles, as measuring a change over N candles
+            requires N + 1 candles of data.
         """
 
         timeframes = {p[1] for p in pairs}
         for timeframe in timeframes:
-            if (timeframe, since_ms) not in self._expiring_candle_cache:
+            if (timeframe, lookback_period) not in self._expiring_candle_cache:
                 timeframe_in_sec = timeframe_to_seconds(timeframe)
                 # Initialise cache
-                self._expiring_candle_cache[(timeframe, since_ms)] = PeriodicCache(
+                self._expiring_candle_cache[(timeframe, lookback_period)] = PeriodicCache(
                     ttl=timeframe_in_sec, maxsize=1000
                 )
 
         # Get candles from cache
         candles = {
-            c: self._expiring_candle_cache[(c[1], since_ms)].get(c, None)
+            c: self._expiring_candle_cache[(c[1], lookback_period)].get(c, None)
             for c in pairs
-            if c in self._expiring_candle_cache[(c[1], since_ms)]
+            if c in self._expiring_candle_cache[(c[1], lookback_period)]
         }
         pairs_to_download = [p for p in pairs if p not in candles]
-        if pairs_to_download:
-            candles_new = self.refresh_latest_ohlcv(
-                pairs_to_download, since_ms=since_ms, cache=False
-            )
+        for timeframe in timeframes:
+            tf_pairs = [p for p in pairs_to_download if p[1] == timeframe]
+            if not tf_pairs:
+                continue
+            since_ms = dt_ts(date_minus_candles(timeframe, lookback_period + 1))
+            candles_new = self.refresh_latest_ohlcv(tf_pairs, since_ms=since_ms, cache=False)
             for c, val in candles_new.items():
                 candles[c] = val
-                self._expiring_candle_cache[(c[1], since_ms)][c] = val
+                self._expiring_candle_cache[(c[1], lookback_period)][c] = val
         return candles
 
     def _now_is_time_to_refresh(self, pair: str, timeframe: str, candle_type: CandleType) -> bool: