stable/freqtrade/main.py

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#!/usr/bin/env python
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import copy
import json
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import logging
import time
import traceback
from datetime import datetime
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from typing import Dict, Optional
from signal import signal, SIGINT, SIGABRT, SIGTERM
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import requests
from jsonschema import validate
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from freqtrade import __version__, exchange, persistence
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from freqtrade.analyze import get_buy_signal
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from freqtrade.misc import CONF_SCHEMA, State, get_state, update_state
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from freqtrade.persistence import Trade
from freqtrade.rpc import telegram
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logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
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_CONF = {}
def _process() -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
try:
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
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trade = create_trade(float(_CONF['stake_amount']))
if trade:
Trade.session.add(trade)
else:
logging.info('Got no buy signal...')
except ValueError:
logger.exception('Unable to create trade')
for trade in trades:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if not close_trade_if_fulfilled(trade):
# Check if we can sell our current pair
handle_trade(trade)
Trade.session.flush()
except (requests.exceptions.ConnectionError, json.JSONDecodeError) as error:
msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__)
logger.exception(msg)
time.sleep(30)
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def close_trade_if_fulfilled(trade: Trade) -> bool:
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"""
Checks if the trade is closable, and if so it is being closed.
:param trade: Trade
:return: True if trade has been closed else False
"""
# If we don't have an open order and the close rate is already set,
# we can close this trade.
if trade.close_profit is not None \
and trade.close_date is not None \
and trade.close_rate is not None \
and trade.open_order_id is None:
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trade.is_open = False
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
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return True
return False
def execute_sell(trade: Trade, limit: float) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:return: None
"""
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
trade.open_order_id = order_id
trade.close_date = datetime.utcnow()
exp_profit = round(trade.calc_profit(limit), 2)
message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format(
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trade.exchange,
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trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
limit,
exp_profit
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)
logger.info(message)
telegram.send_msg(message)
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def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bool:
"""
Based an earlier trade and current price and configuration, decides whether bot should sell
:return True if bot should sell at current rate
"""
current_profit = trade.calc_profit(current_rate)
if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
logger.debug('Stop loss hit.')
return True
for duration, threshold in sorted(_CONF['minimal_roi'].items()):
# Check if time matches and current rate is above threshold
time_diff = (current_time - trade.open_date).total_seconds() / 60
if time_diff > float(duration) and current_profit > threshold:
return True
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
return False
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def handle_trade(trade: Trade) -> None:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
:return: None
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"""
try:
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
if should_sell(trade, current_rate, datetime.utcnow()):
execute_sell(trade, current_rate)
return
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except ValueError:
logger.exception('Unable to handle open order')
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def get_target_bid(ticker: Dict[str, float]) -> float:
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""" Calculates bid target between current ask price and last price """
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = _CONF['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
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def create_trade(stake_amount: float) -> Optional[Trade]:
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"""
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Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
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:param stake_amount: amount of btc to spend
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
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whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
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# Check if stake_amount is fulfilled
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if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError(
'stake amount is not fulfilled (currency={}'.format(_CONF['stake_currency'])
)
# Remove currently opened and latest pairs from whitelist
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise ValueError('No pair in whitelist')
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# Pick pair based on StochRSI buy signals
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for _pair in whitelist:
if get_buy_signal(_pair):
pair = _pair
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break
else:
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return None
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# Calculate amount and subtract fee
fee = exchange.get_fee()
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = (1 - fee) * stake_amount / buy_limit
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order_id = exchange.buy(pair, buy_limit, amount)
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# Create trade entity and return
message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format(
exchange.get_name().upper(),
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pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit
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)
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logger.info(message)
telegram.send_msg(message)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
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return Trade(pair=pair,
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stake_amount=stake_amount,
amount=amount,
fee=fee * 2,
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id,
is_open=True)
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def init(config: dict, db_url: Optional[str] = None) -> None:
"""
Initializes all modules and updates the config
:param config: config as dict
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:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
telegram.init(config)
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persistence.init(config, db_url)
exchange.init(config)
# Set initial application state
initial_state = config.get('initial_state')
if initial_state:
update_state(State[initial_state.upper()])
else:
update_state(State.STOPPED)
# Register signal handlers
for sig in (SIGINT, SIGTERM, SIGABRT):
signal(sig, cleanup)
def cleanup(*args, **kwargs) -> None:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
telegram.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
update_state(State.STOPPED)
persistence.cleanup()
telegram.cleanup()
exit(0)
def app(config: dict) -> None:
"""
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Main loop which handles the application state
:param config: config as dict
:return: None
"""
logger.info('Starting freqtrade %s', __version__)
init(config)
try:
old_state = get_state()
logger.info('Initial State: %s', old_state)
telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower()))
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logging.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
_process()
# We need to sleep here because otherwise we would run into bittrex rate limit
time.sleep(exchange.get_sleep_time())
old_state = new_state
except RuntimeError:
telegram.send_msg(
'*Status:* Got RuntimeError:\n```\n{}\n```'.format(traceback.format_exc())
)
logger.exception('RuntimeError. Trader stopped!')
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def main():
"""
Loads and validates the config and starts the main loop
:return: None
"""
global _CONF
with open('config.json') as file:
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_CONF = json.load(file)
validate(_CONF, CONF_SCHEMA)
app(_CONF)
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if __name__ == '__main__':
main()