Issue with volitility filter
kkasberg opened this issue · 5 comments
Below is an example of where volatility is not correct. I know for a fact that many of these have much higher volitility.
2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed BTC/USDT from whitelist, because volatility over 3 days is: 0.001 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed ETH/USDT from whitelist, because volatility over 3 days is: 0.001 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed LUNA/USDT from whitelist, because volatility over 3 days is: 0.002 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed SAND/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed GALAX/USDT from whitelist, because volatility over 3 days is: 0.005 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed MANA/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed SHIB/USDT from whitelist, because volatility over 3 days is: 0.002 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed CRO/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed KDA/USDT from whitelist, because volatility over 3 days is: 0.002 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed XRP/USDT from whitelist, because volatility over 3 days is: 0.001 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed AVAX/USDT from whitelist, because volatility over 3 days is: 0.002 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed BLOK/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed REQ/USDT from whitelist, because volatility over 3 days is: 1.328 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed FTM/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed BNB/USDT from whitelist, because volatility over 3 days is: 0.001 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed DOT/USDT from whitelist, because volatility over 3 days is: 0.001 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed PYR/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed VRA/USDT from whitelist, because volatility over 3 days is: 0.002 which is not in the configured range of 0.02-0.75. 2021-11-26 15:08:02 - VolatilityFilter - INFO - Removed LRC/USDT from whitelist, because volatility over 3 days is: 0.003 which is not in the configured range of 0.02-0.75.
Bot version? Proxy version? Show the output of "docker images"
Problem is w/ FT and not the proxy... See freqtrade/freqtrade#5978, fixed in freqtrade/freqtrade@409a801
binary run
latest FT 2021.11
latest Proxy version 1.0.11 amd
freqtrade.exchange.common - WARNING - Kucoin 429 error, avoid triggering DDosProtection..
could not fetch historical candle (OHLCV) data for pair GHST/USDT due to RequestTimeout..
WARNING - retrying _async_get_candle_history() still for 3 times..
WARNING - Empty candle (OHLCV) data for pair IDEA/USDT..
WARNING - _async_get_candle_history() returned exception: "Could not fetch historical candle (OHLCV) data for pair KRL/USDT due to RequestTimeout. Message: kucoin GET http://127.0.0.1:8089/kucoin/api/v1/market/candles?symbol=KRL-USDT&type=1day&startAt=1638057600&endAt=1681257600"
freqtrade-proxy-linux-arm64[108485]: time="2021-12-02T04:37:28Z" level=fatal msg="[HTTP]Failure: status code is NOT 200, POST /api/v1/bullet-public wi" level=fatal msg="[HTTP]Failure: status code is NOT 200, POST /api/v1/bullet-public with body={}, respond code=503 body={\"code\":\"503000\",\"msg\":\"Service Unavailable\"}"h body={}, respond code=503 body={\"code\":\"503000\",\"msg\":\"Service Unavailable\"}" caller="github.com/mikekonan/freqtradeProxy/proxy/kucoin/kucoin.go:71 newWs" stack="gitcaller="github.com/mikekonan/freqtradeProxy/proxy/kucoin/kucoin.go:71 newWs" stack="github.com/mikekonan/freqtradeProxy/proxy/kucoin/kucoin.go:71 newWs\ngithub.com/mikekonan/fub.com/mikekonan/freqtradeProxy/proxy/kucoin/kucoin.go:71 newWs\ngithub.com/mikekonan/freqtradeProxy/proxy/kucoin/kucoin.go:53 (*subscriptionManager).Subscribe\nruntime/asm_areqtradeProxy/proxy/kucoin/kucoin.go:53 (*subscriptionManager).Subscribe\nruntime/asm_arm64.s:1133 goexit
Closing due to no response