stable/main.py

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#!/usr/bin/env python
import logging
import random
import threading
import time
import traceback
from datetime import datetime
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from wrapt import synchronized
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logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
from persistence import Trade, Session
from exchange import get_exchange_api
from rpc.telegram import TelegramHandler
from utils import get_conf
__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "custom"
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__version__ = "0.5.1"
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conf = get_conf()
api_wrapper = get_exchange_api(conf)
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@synchronized
def get_instance(recreate=False):
"""
Get the current instance of this thread. This is a singleton.
:param recreate: Must be True if you want to start the instance
:return: TradeThread instance
"""
global _instance, _should_stop
if recreate and not _instance.is_alive():
logger.debug('Creating TradeThread instance')
_should_stop = False
_instance = TradeThread()
return _instance
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def stop_instance():
global _should_stop
_should_stop = True
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class TradeThread(threading.Thread):
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def run(self):
"""
Threaded main function
:return: None
"""
try:
TelegramHandler.send_msg('*Status:* `trader started`')
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logger.info('Trader started')
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while not _should_stop:
try:
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self._process()
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except ValueError:
logger.exception('ValueError')
finally:
Session.flush()
time.sleep(25)
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except RuntimeError:
TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
logger.exception('RuntimeError. Stopping trader ...')
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finally:
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TelegramHandler.send_msg('*Status:* `Trader has stopped`')
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@staticmethod
def _process():
"""
Queries the persistence layer for new trades and handles them
:return: None
"""
# Query trades from persistence layer
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
if not trade:
# Create entity and execute trade
Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
return
# Check if there is already an open order for this trade
orders = api_wrapper.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
.format(round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
return
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
return
# Check if we can sell our current pair
handle_trade(trade)
# Initial stopped TradeThread instance
_instance = TradeThread()
_should_stop = False
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def close_trade_if_fulfilled(trade):
"""
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.
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if trade.close_profit and trade.close_date and trade.close_rate and not trade.open_order_id:
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trade.is_open = False
return True
return False
def handle_trade(trade):
"""
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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 open trade {} ...'.format(trade))
# Get current rate
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current_rate = api_wrapper.get_ticker(trade.pair)['bid']
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current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
# Get available balance
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
for duration, threshold in sorted(conf['trade_thresholds'].items()):
duration, threshold = float(duration), float(threshold)
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# Check if time matches and current rate is above threshold
time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate:
# Execute sell and update trade record
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order_id = api_wrapper.sell(trade.pair, current_rate, balance)
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trade.close_rate = current_rate
trade.close_profit = current_profit
trade.close_date = datetime.utcnow()
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trade.open_order_id = order_id
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message = '*{}:* Selling {} at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
trade.close_rate,
round(current_profit, 2)
)
logger.info(message)
TelegramHandler.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2)))
except ValueError:
logger.exception('Unable to handle open order')
def create_trade(stake_amount: float, exchange):
"""
Creates a new trade record with a random pair
:param stake_amount: amount of btc to spend
:param exchange: exchange to use
"""
whitelist = conf[exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance('BTC') < stake_amount:
raise ValueError('BTC amount is not fulfilled')
# Remove latest trade pair from whitelist
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latest_trade = Trade.query.order_by(Trade.id.desc()).first()
if latest_trade and latest_trade.pair in whitelist:
whitelist.remove(latest_trade.pair)
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logger.debug('Ignoring {} in pair whitelist'.format(latest_trade.pair))
if not whitelist:
raise ValueError('No pair in whitelist')
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# Pick random pair and execute trade
idx = random.randint(0, len(whitelist) - 1)
pair = whitelist[idx]
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open_rate = api_wrapper.get_ticker(pair)['ask']
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amount = stake_amount / open_rate
exchange = exchange
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order_id = api_wrapper.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying {} at rate `{:f}`'.format(exchange.name, pair.replace('_', '/'), open_rate)
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logger.info(message)
TelegramHandler.send_msg(message)
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return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
amount=amount,
exchange=exchange,
open_order_id=order_id)
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if __name__ == '__main__':
logger.info('Starting marginbot {}'.format(__version__))
TelegramHandler.listen()
while True:
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time.sleep(0.5)