Freqtrade Exchange Configuration, Order Support, and Historical Data Caveats
Summary
This reference summarizes exchange-specific behavior relevant to configuring an automated cryptocurrency trading system. It compares supported spot and futures markets, margin modes, and available on-exchange stop orders, then discusses API rate limits, time-in-force options, exchange identifiers, and account settings. It highlights practical differences such as the need for order-book pricing on Binance futures and the limited candle history available from Kraken’s API.
For Kraken backtests, the notes recommend obtaining trade history and converting trades into candle data; missing history can create gaps and invalidate results. The page also explains that incomplete current candles are excluded to avoid repainting, and that custom exchange overrides may cause unexpected behavior. These are operational guidance rather than evidence for a trading edge: exchange support and API behavior can change, so configurations and venue-specific requirements need current verification.
Key ideas
- Exchange capabilities vary by venue and market, including margin modes and whether stop orders can be placed on the exchange.
- API rate-limit settings represent delays between requests and may need adjustment when exchanges return rate-limit errors.
- Binance futures require order-book-based pricing and specific account modes, while Kraken offers limited historical candles through its API.
- Kraken backtests need complete trade history converted to candles; gaps in source data can produce invalid results.
- Freqtrade excludes incomplete candles to reduce repainting risk, and custom exchange overrides can cause unexpected behavior.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.