2018-02-04 09:21:16 +00:00
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"""
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|
|
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Freqtrade is the main module of this bot. It contains the class Freqtrade()
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"""
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import copy
|
2018-03-25 19:37:14 +00:00
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import logging
|
2018-02-04 09:21:16 +00:00
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import time
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import traceback
|
2018-03-02 15:22:00 +00:00
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from datetime import datetime
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2018-07-04 07:31:35 +00:00
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from typing import Any, Callable, Dict, List, Optional
|
2018-03-17 21:44:47 +00:00
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2018-03-02 15:22:00 +00:00
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import arrow
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2018-09-25 18:45:01 +00:00
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from requests.exceptions import RequestException
|
2018-07-31 10:47:32 +00:00
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2018-07-04 07:31:35 +00:00
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from freqtrade import (DependencyException, OperationalException,
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TemporaryError, __version__, constants, persistence)
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2018-06-17 10:41:33 +00:00
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from freqtrade.exchange import Exchange
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2018-11-18 13:38:31 +00:00
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from freqtrade.wallets import Wallets
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2018-09-21 15:41:31 +00:00
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from freqtrade.edge import Edge
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2018-02-04 09:21:16 +00:00
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from freqtrade.persistence import Trade
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2018-07-12 17:59:17 +00:00
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from freqtrade.rpc import RPCManager, RPCMessageType
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2018-12-05 19:44:56 +00:00
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from freqtrade.resolvers import StrategyResolver, PairListResolver
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2018-02-04 09:21:16 +00:00
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from freqtrade.state import State
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2018-11-24 19:00:02 +00:00
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from freqtrade.strategy.interface import SellType, IStrategy
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2018-08-05 04:41:06 +00:00
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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2018-02-04 09:21:16 +00:00
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2018-09-21 15:41:31 +00:00
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2018-03-25 19:37:14 +00:00
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logger = logging.getLogger(__name__)
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2018-02-04 09:21:16 +00:00
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class FreqtradeBot(object):
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"""
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Freqtrade is the main class of the bot.
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This is from here the bot start its logic.
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"""
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2018-06-07 03:27:27 +00:00
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def __init__(self, config: Dict[str, Any])-> None:
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2018-02-04 09:21:16 +00:00
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"""
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Init all variables and object the bot need to work
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:param config: configuration dict, you can use the Configuration.get_config()
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method to get the config dict.
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"""
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2018-03-25 19:37:14 +00:00
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logger.info(
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'Starting freqtrade %s',
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__version__,
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)
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2018-02-04 09:21:16 +00:00
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# Init bot states
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2018-04-06 07:57:08 +00:00
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self.state = State.STOPPED
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2018-02-04 09:21:16 +00:00
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# Init objects
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self.config = config
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2018-07-09 16:27:36 +00:00
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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2018-11-24 19:12:50 +00:00
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2018-06-02 11:55:06 +00:00
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self.rpc: RPCManager = RPCManager(self)
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2018-02-04 09:21:16 +00:00
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self.persistence = None
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2018-06-17 20:42:28 +00:00
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self.exchange = Exchange(self.config)
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2018-11-17 20:22:54 +00:00
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self.wallets = Wallets(self.exchange)
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2018-12-05 19:44:56 +00:00
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pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
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self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
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2018-10-02 10:15:54 +00:00
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# Initializing Edge only if enabled
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2018-11-07 23:22:46 +00:00
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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2018-11-07 17:12:46 +00:00
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self.config.get('edge', {}).get('enabled', False) else None
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2018-10-02 10:15:54 +00:00
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2018-10-28 12:15:49 +00:00
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self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
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2018-06-07 03:27:27 +00:00
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self._init_modules()
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2018-02-04 09:21:16 +00:00
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2018-06-07 03:27:27 +00:00
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def _init_modules(self) -> None:
|
2018-02-04 09:21:16 +00:00
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"""
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Initializes all modules and updates the config
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:return: None
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"""
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# Initialize all modules
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2018-06-07 03:27:27 +00:00
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persistence.init(self.config)
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2018-02-04 09:21:16 +00:00
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# Set initial application state
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initial_state = self.config.get('initial_state')
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if initial_state:
|
2018-04-06 07:57:08 +00:00
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self.state = State[initial_state.upper()]
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2018-02-04 09:21:16 +00:00
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else:
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2018-04-06 07:57:08 +00:00
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self.state = State.STOPPED
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2018-02-04 09:21:16 +00:00
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2018-06-08 23:19:42 +00:00
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def cleanup(self) -> None:
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2018-02-04 09:21:16 +00:00
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"""
|
2018-06-08 23:19:42 +00:00
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Cleanup pending resources on an already stopped bot
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2018-02-04 09:21:16 +00:00
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:return: None
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"""
|
2018-06-08 23:19:42 +00:00
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logger.info('Cleaning up modules ...')
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2018-02-04 09:21:16 +00:00
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self.rpc.cleanup()
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persistence.cleanup()
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2018-06-02 11:44:41 +00:00
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def worker(self, old_state: State = None) -> State:
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2018-02-04 09:21:16 +00:00
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"""
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Trading routine that must be run at each loop
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:param old_state: the previous service state from the previous call
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:return: current service state
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"""
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# Log state transition
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2018-04-06 07:57:08 +00:00
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state = self.state
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if state != old_state:
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2018-06-24 22:04:27 +00:00
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self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
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'type': RPCMessageType.STATUS_NOTIFICATION,
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2018-06-24 22:04:27 +00:00
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'status': f'{state.name.lower()}'
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})
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2018-03-25 19:37:14 +00:00
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logger.info('Changing state to: %s', state.name)
|
2018-08-15 02:39:32 +00:00
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if state == State.RUNNING:
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2018-12-03 19:31:25 +00:00
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self.rpc.startup_messages(self.config, self.pairlists)
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2018-02-04 09:21:16 +00:00
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2018-04-06 07:57:08 +00:00
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if state == State.STOPPED:
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2018-02-04 09:21:16 +00:00
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time.sleep(1)
|
2018-04-06 07:57:08 +00:00
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elif state == State.RUNNING:
|
2018-03-05 08:11:13 +00:00
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min_secs = self.config.get('internals', {}).get(
|
2018-02-04 09:21:16 +00:00
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'process_throttle_secs',
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2018-04-02 14:42:53 +00:00
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constants.PROCESS_THROTTLE_SECS
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2018-02-04 09:21:16 +00:00
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)
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self._throttle(func=self._process,
|
2018-10-28 13:43:35 +00:00
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min_secs=min_secs)
|
2018-04-06 07:57:08 +00:00
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return state
|
2018-02-04 09:21:16 +00:00
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def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
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"""
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Throttles the given callable that it
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takes at least `min_secs` to finish execution.
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:param func: Any callable
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:param min_secs: minimum execution time in seconds
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:return: Any
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"""
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start = time.time()
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result = func(*args, **kwargs)
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end = time.time()
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duration = max(min_secs - (end - start), 0.0)
|
2018-03-25 19:37:14 +00:00
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logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
|
2018-02-04 09:21:16 +00:00
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time.sleep(duration)
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return result
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|
2018-10-28 13:43:35 +00:00
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def _process(self) -> bool:
|
2018-02-04 09:21:16 +00:00
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"""
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Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
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:return: True if one or more trades has been created or closed, False otherwise
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"""
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state_changed = False
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try:
|
2018-11-30 19:08:50 +00:00
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# Refresh whitelist
|
2018-12-05 19:44:56 +00:00
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self.pairlists.refresh_pairlist()
|
2018-11-30 19:08:50 +00:00
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self.active_pair_whitelist = self.pairlists.whitelist
|
2018-02-04 09:21:16 +00:00
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2018-09-21 15:41:31 +00:00
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# Calculating Edge positiong
|
2018-09-28 12:19:22 +00:00
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# Should be called before refresh_tickers
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# Otherwise it will override cached klines in exchange
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# with delta value (klines only from last refresh_pairs)
|
2018-11-06 18:45:41 +00:00
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if self.edge:
|
2018-09-21 15:41:31 +00:00
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self.edge.calculate()
|
2018-11-09 19:52:03 +00:00
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self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
|
2018-09-21 15:41:31 +00:00
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2018-02-04 09:21:16 +00:00
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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|
2018-10-29 18:23:56 +00:00
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# Extend active-pair whitelist with pairs from open trades
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# ensures that tickers are downloaded for open trades
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self.active_pair_whitelist.extend([trade.pair for trade in trades
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if trade.pair not in self.active_pair_whitelist])
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# Refreshing candles
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self.exchange.refresh_tickers(self.active_pair_whitelist, self.strategy.ticker_interval)
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|
2018-02-04 09:21:16 +00:00
|
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# First process current opened trades
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for trade in trades:
|
2018-03-15 22:48:22 +00:00
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state_changed |= self.process_maybe_execute_sell(trade)
|
2018-02-04 09:21:16 +00:00
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# Then looking for buy opportunities
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if len(trades) < self.config['max_open_trades']:
|
2018-03-15 22:48:22 +00:00
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state_changed = self.process_maybe_execute_buy()
|
2018-02-04 09:21:16 +00:00
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if 'unfilledtimeout' in self.config:
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# Check and handle any timed out open orders
|
2018-06-14 01:32:52 +00:00
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self.check_handle_timedout()
|
2018-02-04 09:21:16 +00:00
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Trade.session.flush()
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|
2018-04-22 18:28:39 +00:00
|
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|
except TemporaryError as error:
|
2018-03-25 19:37:14 +00:00
|
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|
logger.warning('%s, retrying in 30 seconds...', error)
|
2018-04-02 14:42:53 +00:00
|
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time.sleep(constants.RETRY_TIMEOUT)
|
2018-02-04 09:21:16 +00:00
|
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|
except OperationalException:
|
2018-06-09 05:21:17 +00:00
|
|
|
tb = traceback.format_exc()
|
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|
hint = 'Issue `/start` if you think it is safe to restart.'
|
2018-06-24 22:04:27 +00:00
|
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self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
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|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
2018-06-24 22:04:27 +00:00
|
|
|
'status': f'OperationalException:\n```\n{tb}```{hint}'
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|
})
|
2018-03-25 19:37:14 +00:00
|
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|
logger.exception('OperationalException. Stopping trader ...')
|
2018-04-06 07:57:08 +00:00
|
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|
self.state = State.STOPPED
|
2018-02-04 09:21:16 +00:00
|
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|
return state_changed
|
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|
2018-08-05 04:41:06 +00:00
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|
def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
|
2018-02-04 09:21:16 +00:00
|
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|
"""
|
|
|
|
Calculates bid target between current ask price and last price
|
|
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|
:param ticker: Ticker to use for getting Ask and Last Price
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|
:return: float: Price
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|
|
|
"""
|
|
|
|
if ticker['ask'] < ticker['last']:
|
2018-08-05 04:41:06 +00:00
|
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|
ticker_rate = ticker['ask']
|
|
|
|
else:
|
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|
balance = self.config['bid_strategy']['ask_last_balance']
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|
ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
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used_rate = ticker_rate
|
2018-08-29 09:38:43 +00:00
|
|
|
config_bid_strategy = self.config.get('bid_strategy', {})
|
|
|
|
if 'use_order_book' in config_bid_strategy and\
|
|
|
|
config_bid_strategy.get('use_order_book', False):
|
2018-08-05 04:41:06 +00:00
|
|
|
logger.info('Getting price from order book')
|
2018-08-29 09:38:43 +00:00
|
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|
order_book_top = config_bid_strategy.get('order_book_top', 1)
|
2018-08-05 04:41:06 +00:00
|
|
|
order_book = self.exchange.get_order_book(pair, order_book_top)
|
2018-08-14 10:12:44 +00:00
|
|
|
logger.debug('order_book %s', order_book)
|
2018-08-05 04:41:06 +00:00
|
|
|
# top 1 = index 0
|
|
|
|
order_book_rate = order_book['bids'][order_book_top - 1][0]
|
|
|
|
# if ticker has lower rate, then use ticker ( usefull if down trending )
|
|
|
|
logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
|
|
|
|
if ticker_rate < order_book_rate:
|
|
|
|
logger.info('...using ticker rate instead %0.8f', ticker_rate)
|
|
|
|
used_rate = ticker_rate
|
2018-08-05 14:56:14 +00:00
|
|
|
else:
|
|
|
|
used_rate = order_book_rate
|
2018-08-05 04:41:06 +00:00
|
|
|
else:
|
|
|
|
logger.info('Using Last Ask / Last Price')
|
|
|
|
used_rate = ticker_rate
|
|
|
|
|
|
|
|
return used_rate
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-09-21 19:48:27 +00:00
|
|
|
def _get_trade_stake_amount(self, pair) -> Optional[float]:
|
2018-07-18 06:36:39 +00:00
|
|
|
"""
|
|
|
|
Check if stake amount can be fulfilled with the available balance
|
|
|
|
for the stake currency
|
|
|
|
:return: float: Stake Amount
|
|
|
|
"""
|
2018-11-06 18:45:41 +00:00
|
|
|
if self.edge:
|
2018-12-01 09:58:05 +00:00
|
|
|
return self.edge.stake_amount(
|
2018-11-28 14:36:32 +00:00
|
|
|
pair,
|
|
|
|
self.wallets.get_free(self.config['stake_currency']),
|
2018-12-04 16:05:35 +00:00
|
|
|
self.wallets.get_total(self.config['stake_currency']),
|
2018-12-03 18:55:37 +00:00
|
|
|
Trade.total_open_trades_stakes()
|
2018-11-26 20:06:32 +00:00
|
|
|
)
|
2018-09-21 15:41:31 +00:00
|
|
|
else:
|
|
|
|
stake_amount = self.config['stake_amount']
|
|
|
|
|
2018-11-24 15:37:28 +00:00
|
|
|
avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
|
2018-05-23 10:15:03 +00:00
|
|
|
|
2018-05-25 14:04:08 +00:00
|
|
|
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
|
2018-05-23 10:15:03 +00:00
|
|
|
open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
|
2018-06-05 21:14:28 +00:00
|
|
|
if open_trades >= self.config['max_open_trades']:
|
2018-06-07 21:54:46 +00:00
|
|
|
logger.warning('Can\'t open a new trade: max number of trades is reached')
|
|
|
|
return None
|
2018-06-16 23:23:12 +00:00
|
|
|
return avaliable_amount / (self.config['max_open_trades'] - open_trades)
|
2018-05-23 10:15:03 +00:00
|
|
|
|
|
|
|
# Check if stake_amount is fulfilled
|
|
|
|
if avaliable_amount < stake_amount:
|
|
|
|
raise DependencyException(
|
2018-06-05 21:14:28 +00:00
|
|
|
'Available balance(%f %s) is lower than stake amount(%f %s)' % (
|
2018-10-02 10:20:30 +00:00
|
|
|
avaliable_amount, self.config['stake_currency'],
|
|
|
|
stake_amount, self.config['stake_currency'])
|
2018-05-23 10:15:03 +00:00
|
|
|
)
|
|
|
|
|
2018-11-06 18:45:41 +00:00
|
|
|
return stake_amount
|
2018-05-23 10:15:03 +00:00
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
|
2018-06-23 13:50:27 +00:00
|
|
|
markets = self.exchange.get_markets()
|
2018-06-16 23:23:12 +00:00
|
|
|
markets = [m for m in markets if m['symbol'] == pair]
|
|
|
|
if not markets:
|
|
|
|
raise ValueError(f'Can\'t get market information for symbol {pair}')
|
|
|
|
|
|
|
|
market = markets[0]
|
|
|
|
|
|
|
|
if 'limits' not in market:
|
|
|
|
return None
|
|
|
|
|
|
|
|
min_stake_amounts = []
|
2018-06-28 17:48:05 +00:00
|
|
|
limits = market['limits']
|
|
|
|
if ('cost' in limits and 'min' in limits['cost']
|
|
|
|
and limits['cost']['min'] is not None):
|
|
|
|
min_stake_amounts.append(limits['cost']['min'])
|
|
|
|
|
|
|
|
if ('amount' in limits and 'min' in limits['amount']
|
|
|
|
and limits['amount']['min'] is not None):
|
|
|
|
min_stake_amounts.append(limits['amount']['min'] * price)
|
2018-06-16 23:23:12 +00:00
|
|
|
|
|
|
|
if not min_stake_amounts:
|
|
|
|
return None
|
|
|
|
|
|
|
|
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
|
2018-07-09 16:27:36 +00:00
|
|
|
if self.strategy.stoploss is not None:
|
|
|
|
amount_reserve_percent += self.strategy.stoploss
|
2018-06-16 23:23:12 +00:00
|
|
|
# it should not be more than 50%
|
|
|
|
amount_reserve_percent = max(amount_reserve_percent, 0.5)
|
2018-07-31 18:43:32 +00:00
|
|
|
return min(min_stake_amounts) / amount_reserve_percent
|
2018-06-16 23:23:12 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
def create_trade(self) -> bool:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Checks the implemented trading indicator(s) for a randomly picked pair,
|
|
|
|
if one pair triggers the buy_signal a new trade record gets created
|
|
|
|
:return: True if a trade object has been created and persisted, False otherwise
|
|
|
|
"""
|
2018-07-09 16:27:36 +00:00
|
|
|
interval = self.strategy.ticker_interval
|
2018-10-28 12:15:49 +00:00
|
|
|
whitelist = copy.deepcopy(self.active_pair_whitelist)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Remove currently opened and latest pairs from whitelist
|
|
|
|
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
|
|
|
|
if trade.pair in whitelist:
|
|
|
|
whitelist.remove(trade.pair)
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.debug('Ignoring %s in pair whitelist', trade.pair)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
if not whitelist:
|
2018-03-04 10:06:40 +00:00
|
|
|
raise DependencyException('No currency pairs in whitelist')
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-07-31 18:25:10 +00:00
|
|
|
# running get_signal on historical data fetched
|
2018-02-04 09:21:16 +00:00
|
|
|
for _pair in whitelist:
|
2018-08-16 09:37:31 +00:00
|
|
|
(buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines.get(_pair))
|
2018-02-04 09:21:16 +00:00
|
|
|
if buy and not sell:
|
2018-09-21 15:41:31 +00:00
|
|
|
stake_amount = self._get_trade_stake_amount(_pair)
|
2018-09-24 13:47:07 +00:00
|
|
|
if not stake_amount:
|
|
|
|
return False
|
2018-09-26 14:36:41 +00:00
|
|
|
|
|
|
|
logger.info(
|
|
|
|
'Buy signal found: about create a new trade with stake_amount: %f ...',
|
|
|
|
stake_amount
|
|
|
|
)
|
|
|
|
|
2018-08-29 09:38:43 +00:00
|
|
|
bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
|
2018-08-05 04:41:06 +00:00
|
|
|
get('check_depth_of_market', {})
|
2018-08-29 09:38:43 +00:00
|
|
|
if (bidstrat_check_depth_of_market.get('enabled', False)) and\
|
|
|
|
(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
|
|
|
|
if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
|
2018-08-05 04:41:06 +00:00
|
|
|
return self.execute_buy(_pair, stake_amount)
|
|
|
|
else:
|
|
|
|
return False
|
2018-07-26 17:58:49 +00:00
|
|
|
return self.execute_buy(_pair, stake_amount)
|
2018-07-31 18:25:10 +00:00
|
|
|
|
2018-07-26 17:58:49 +00:00
|
|
|
return False
|
2018-07-10 13:10:56 +00:00
|
|
|
|
2018-08-07 10:29:37 +00:00
|
|
|
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
|
2018-08-05 04:41:06 +00:00
|
|
|
"""
|
|
|
|
Checks depth of market before executing a buy
|
|
|
|
"""
|
2018-08-07 10:29:37 +00:00
|
|
|
conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
|
2018-08-05 04:41:06 +00:00
|
|
|
logger.info('checking depth of market for %s', pair)
|
|
|
|
order_book = self.exchange.get_order_book(pair, 1000)
|
2018-08-05 13:08:07 +00:00
|
|
|
order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
|
2018-08-05 04:41:06 +00:00
|
|
|
order_book_bids = order_book_data_frame['b_size'].sum()
|
|
|
|
order_book_asks = order_book_data_frame['a_size'].sum()
|
|
|
|
bids_ask_delta = order_book_bids / order_book_asks
|
|
|
|
logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
|
2018-08-07 10:29:37 +00:00
|
|
|
order_book_asks, bids_ask_delta)
|
2018-08-05 04:41:06 +00:00
|
|
|
if bids_ask_delta >= conf_bids_to_ask_delta:
|
|
|
|
return True
|
2018-07-26 17:58:49 +00:00
|
|
|
return False
|
2018-07-10 13:10:56 +00:00
|
|
|
|
2018-10-09 05:06:11 +00:00
|
|
|
def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
|
2018-07-10 13:10:56 +00:00
|
|
|
"""
|
|
|
|
Executes a limit buy for the given pair
|
|
|
|
:param pair: pair for which we want to create a LIMIT_BUY
|
|
|
|
:return: None
|
|
|
|
"""
|
2018-06-09 05:21:17 +00:00
|
|
|
pair_s = pair.replace('_', '/')
|
2018-06-17 10:41:33 +00:00
|
|
|
pair_url = self.exchange.get_pair_detail_url(pair)
|
2018-09-21 19:55:36 +00:00
|
|
|
stake_currency = self.config['stake_currency']
|
2018-09-21 15:41:31 +00:00
|
|
|
fiat_currency = self.config.get('fiat_display_currency', None)
|
2018-09-26 14:36:41 +00:00
|
|
|
|
2018-10-09 05:06:11 +00:00
|
|
|
if price:
|
|
|
|
buy_limit = price
|
|
|
|
else:
|
|
|
|
# Calculate amount
|
|
|
|
buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
|
2018-09-26 14:36:41 +00:00
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
|
|
|
|
if min_stake_amount is not None and min_stake_amount > stake_amount:
|
|
|
|
logger.warning(
|
|
|
|
f'Can\'t open a new trade for {pair_s}: stake amount'
|
|
|
|
f' is too small ({stake_amount} < {min_stake_amount})'
|
|
|
|
)
|
|
|
|
return False
|
|
|
|
|
|
|
|
amount = stake_amount / buy_limit
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-11-17 12:23:13 +00:00
|
|
|
order_id = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
|
|
|
|
amount=amount, rate=buy_limit)['id']
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-06-24 22:04:27 +00:00
|
|
|
self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
|
|
|
'type': RPCMessageType.BUY_NOTIFICATION,
|
|
|
|
'exchange': self.exchange.name.capitalize(),
|
|
|
|
'pair': pair_s,
|
|
|
|
'market_url': pair_url,
|
|
|
|
'limit': buy_limit,
|
|
|
|
'stake_amount': stake_amount,
|
|
|
|
'stake_currency': stake_currency,
|
|
|
|
'fiat_currency': fiat_currency
|
2018-06-24 22:04:27 +00:00
|
|
|
})
|
2018-11-22 16:02:02 +00:00
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
|
2018-06-17 10:41:33 +00:00
|
|
|
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
|
2018-02-04 09:21:16 +00:00
|
|
|
trade = Trade(
|
|
|
|
pair=pair,
|
|
|
|
stake_amount=stake_amount,
|
|
|
|
amount=amount,
|
2018-04-21 17:47:08 +00:00
|
|
|
fee_open=fee,
|
|
|
|
fee_close=fee,
|
2018-02-04 09:21:16 +00:00
|
|
|
open_rate=buy_limit,
|
2018-04-25 18:16:36 +00:00
|
|
|
open_rate_requested=buy_limit,
|
2018-02-04 09:21:16 +00:00
|
|
|
open_date=datetime.utcnow(),
|
2018-06-18 20:20:50 +00:00
|
|
|
exchange=self.exchange.id,
|
2018-07-12 18:38:57 +00:00
|
|
|
open_order_id=order_id,
|
2018-07-19 17:41:42 +00:00
|
|
|
strategy=self.strategy.get_strategy_name(),
|
|
|
|
ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-11-22 16:02:02 +00:00
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
Trade.session.add(trade)
|
|
|
|
Trade.session.flush()
|
2018-11-17 20:22:54 +00:00
|
|
|
|
|
|
|
# Updating wallets
|
|
|
|
self.wallets.update()
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
return True
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
def process_maybe_execute_buy(self) -> bool:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Tries to execute a buy trade in a safe way
|
|
|
|
:return: True if executed
|
|
|
|
"""
|
|
|
|
try:
|
|
|
|
# Create entity and execute trade
|
2018-03-15 22:48:22 +00:00
|
|
|
if self.create_trade():
|
2018-02-04 09:21:16 +00:00
|
|
|
return True
|
|
|
|
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Found no buy signals for whitelisted currencies. Trying again..')
|
2018-02-04 09:21:16 +00:00
|
|
|
return False
|
|
|
|
except DependencyException as exception:
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.warning('Unable to create trade: %s', exception)
|
2018-02-04 09:21:16 +00:00
|
|
|
return False
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
def process_maybe_execute_sell(self, trade: Trade) -> bool:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Tries to execute a sell trade
|
|
|
|
:return: True if executed
|
|
|
|
"""
|
2018-04-22 18:27:34 +00:00
|
|
|
try:
|
|
|
|
# Get order details for actual price per unit
|
|
|
|
if trade.open_order_id:
|
|
|
|
# Update trade with order values
|
|
|
|
logger.info('Found open order for %s', trade)
|
2018-06-17 10:41:33 +00:00
|
|
|
order = self.exchange.get_order(trade.open_order_id, trade.pair)
|
2018-05-02 18:03:13 +00:00
|
|
|
# Try update amount (binance-fix)
|
|
|
|
try:
|
|
|
|
new_amount = self.get_real_amount(trade, order)
|
|
|
|
if order['amount'] != new_amount:
|
|
|
|
order['amount'] = new_amount
|
|
|
|
# Fee was applied, so set to 0
|
|
|
|
trade.fee_open = 0
|
|
|
|
|
|
|
|
except OperationalException as exception:
|
|
|
|
logger.warning("could not update trade amount: %s", exception)
|
|
|
|
|
|
|
|
trade.update(order)
|
2018-04-22 18:27:34 +00:00
|
|
|
|
2018-11-28 12:58:53 +00:00
|
|
|
if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open:
|
2018-11-24 16:08:12 +00:00
|
|
|
result = self.handle_stoploss_on_exchange(trade)
|
2018-11-23 14:17:36 +00:00
|
|
|
if result:
|
|
|
|
self.wallets.update()
|
2018-11-23 18:17:36 +00:00
|
|
|
return result
|
2018-11-23 14:17:36 +00:00
|
|
|
|
2018-04-22 18:27:34 +00:00
|
|
|
if trade.is_open and trade.open_order_id is None:
|
|
|
|
# Check if we can sell our current pair
|
2018-11-17 20:26:41 +00:00
|
|
|
result = self.handle_trade(trade)
|
2018-11-17 20:27:42 +00:00
|
|
|
|
|
|
|
# Updating wallets if any trade occured
|
2018-11-17 20:22:54 +00:00
|
|
|
if result:
|
|
|
|
self.wallets.update()
|
2018-11-17 20:27:42 +00:00
|
|
|
|
2018-11-17 20:22:54 +00:00
|
|
|
return result
|
|
|
|
|
2018-04-22 18:27:34 +00:00
|
|
|
except DependencyException as exception:
|
|
|
|
logger.warning('Unable to sell trade: %s', exception)
|
2018-02-04 09:21:16 +00:00
|
|
|
return False
|
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
def get_real_amount(self, trade: Trade, order: Dict) -> float:
|
2018-04-15 17:38:58 +00:00
|
|
|
"""
|
|
|
|
Get real amount for the trade
|
2018-06-17 10:41:33 +00:00
|
|
|
Necessary for self.exchanges which charge fees in base currency (e.g. binance)
|
2018-04-15 17:38:58 +00:00
|
|
|
"""
|
2018-04-25 06:52:08 +00:00
|
|
|
order_amount = order['amount']
|
|
|
|
# Only run for closed orders
|
2018-04-25 07:01:21 +00:00
|
|
|
if trade.fee_open == 0 or order['status'] == 'open':
|
2018-04-25 06:52:08 +00:00
|
|
|
return order_amount
|
|
|
|
|
|
|
|
# use fee from order-dict if possible
|
2018-05-15 17:49:28 +00:00
|
|
|
if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}):
|
2018-04-25 06:52:08 +00:00
|
|
|
if trade.pair.startswith(order['fee']['currency']):
|
|
|
|
new_amount = order_amount - order['fee']['cost']
|
|
|
|
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
|
|
|
|
trade, order['amount'], new_amount)
|
|
|
|
return new_amount
|
|
|
|
|
|
|
|
# Fallback to Trades
|
2018-06-17 10:41:33 +00:00
|
|
|
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
|
|
|
|
trade.open_date)
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
if len(trades) == 0:
|
2018-04-25 06:52:08 +00:00
|
|
|
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
|
|
|
|
return order_amount
|
2018-04-15 17:38:58 +00:00
|
|
|
amount = 0
|
2018-04-21 17:47:08 +00:00
|
|
|
fee_abs = 0
|
2018-04-25 06:52:08 +00:00
|
|
|
for exectrade in trades:
|
|
|
|
amount += exectrade['amount']
|
2018-05-15 17:49:28 +00:00
|
|
|
if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}):
|
2018-04-21 17:47:08 +00:00
|
|
|
# only applies if fee is in quote currency!
|
2018-04-25 06:52:08 +00:00
|
|
|
if trade.pair.startswith(exectrade['fee']['currency']):
|
|
|
|
fee_abs += exectrade['fee']['cost']
|
2018-04-15 17:38:58 +00:00
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
if amount != order_amount:
|
2018-06-09 05:21:17 +00:00
|
|
|
logger.warning(f"amount {amount} does not match amount {trade.amount}")
|
2018-04-15 17:38:58 +00:00
|
|
|
raise OperationalException("Half bought? Amounts don't match")
|
2018-04-21 17:47:08 +00:00
|
|
|
real_amount = amount - fee_abs
|
2018-04-25 06:52:08 +00:00
|
|
|
if fee_abs != 0:
|
2018-06-09 05:40:32 +00:00
|
|
|
logger.info(f"""Applying fee on amount for {trade} \
|
|
|
|
(from {order_amount} to {real_amount}) from Trades""")
|
2018-04-15 17:38:58 +00:00
|
|
|
return real_amount
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
def handle_trade(self, trade: Trade) -> bool:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Sells the current pair if the threshold is reached and updates the trade record.
|
|
|
|
:return: True if trade has been sold, False otherwise
|
|
|
|
"""
|
|
|
|
if not trade.is_open:
|
2018-06-09 05:21:17 +00:00
|
|
|
raise ValueError(f'attempt to handle closed trade: {trade}')
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.debug('Handling %s ...', trade)
|
2018-08-05 04:41:06 +00:00
|
|
|
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
(buy, sell) = (False, False)
|
2018-06-22 18:51:21 +00:00
|
|
|
experimental = self.config.get('experimental', {})
|
|
|
|
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
|
2018-08-16 09:37:31 +00:00
|
|
|
ticker = self.exchange.klines.get(trade.pair)
|
2018-07-26 18:11:29 +00:00
|
|
|
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
|
|
|
|
ticker)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-08-29 09:38:43 +00:00
|
|
|
config_ask_strategy = self.config.get('ask_strategy', {})
|
|
|
|
if config_ask_strategy.get('use_order_book', False):
|
2018-08-05 04:41:06 +00:00
|
|
|
logger.info('Using order book for selling...')
|
|
|
|
# logger.debug('Order book %s',orderBook)
|
2018-08-29 09:38:43 +00:00
|
|
|
order_book_min = config_ask_strategy.get('order_book_min', 1)
|
|
|
|
order_book_max = config_ask_strategy.get('order_book_max', 1)
|
2018-08-05 04:41:06 +00:00
|
|
|
|
|
|
|
order_book = self.exchange.get_order_book(trade.pair, order_book_max)
|
|
|
|
|
|
|
|
for i in range(order_book_min, order_book_max + 1):
|
|
|
|
order_book_rate = order_book['asks'][i - 1][0]
|
|
|
|
|
|
|
|
# if orderbook has higher rate (high profit),
|
|
|
|
# use orderbook, otherwise just use bids rate
|
|
|
|
logger.info(' order book asks top %s: %0.8f', i, order_book_rate)
|
|
|
|
if sell_rate < order_book_rate:
|
|
|
|
sell_rate = order_book_rate
|
|
|
|
|
|
|
|
if self.check_sell(trade, sell_rate, buy, sell):
|
|
|
|
return True
|
|
|
|
break
|
|
|
|
else:
|
2018-11-30 13:14:31 +00:00
|
|
|
logger.debug('checking sell')
|
2018-08-05 04:41:06 +00:00
|
|
|
if self.check_sell(trade, sell_rate, buy, sell):
|
|
|
|
return True
|
|
|
|
|
2018-12-01 09:01:11 +00:00
|
|
|
logger.debug('Found no sell signal for %s.', trade)
|
2018-08-05 04:41:06 +00:00
|
|
|
return False
|
|
|
|
|
2018-11-24 16:08:12 +00:00
|
|
|
def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
|
2018-11-24 16:10:51 +00:00
|
|
|
"""
|
|
|
|
Check if trade is fulfilled in which case the stoploss
|
|
|
|
on exchange should be added immediately if stoploss on exchnage
|
|
|
|
is enabled.
|
|
|
|
"""
|
|
|
|
|
2018-11-23 19:51:23 +00:00
|
|
|
result = False
|
2018-11-24 16:32:25 +00:00
|
|
|
|
|
|
|
# If trade is open and the buy order is fulfilled but there is no stoploss,
|
|
|
|
# then we add a stoploss on exchange
|
2018-11-28 12:58:53 +00:00
|
|
|
if not trade.open_order_id and not trade.stoploss_order_id:
|
2018-11-23 19:47:17 +00:00
|
|
|
if self.edge:
|
|
|
|
stoploss = self.edge.stoploss(pair=trade.pair)
|
|
|
|
else:
|
|
|
|
stoploss = self.strategy.stoploss
|
2018-11-23 14:17:36 +00:00
|
|
|
|
2018-11-23 19:47:17 +00:00
|
|
|
stop_price = trade.open_rate * (1 + stoploss)
|
|
|
|
|
|
|
|
# limit price should be less than stop price.
|
|
|
|
# 0.98 is arbitrary here.
|
|
|
|
limit_price = stop_price * 0.98
|
|
|
|
|
|
|
|
stoploss_order_id = self.exchange.stoploss_limit(
|
|
|
|
pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
|
|
|
|
)['id']
|
|
|
|
trade.stoploss_order_id = str(stoploss_order_id)
|
2018-11-23 14:17:36 +00:00
|
|
|
|
2018-11-28 12:58:53 +00:00
|
|
|
# Or the trade open and there is already a stoploss on exchange.
|
2018-11-24 16:32:25 +00:00
|
|
|
# so we check if it is hit ...
|
2018-11-23 19:47:17 +00:00
|
|
|
elif trade.stoploss_order_id:
|
|
|
|
logger.debug('Handling stoploss on exchange %s ...', trade)
|
|
|
|
order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
|
|
|
|
if order['status'] == 'closed':
|
2018-11-26 17:28:13 +00:00
|
|
|
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
|
2018-11-23 19:47:17 +00:00
|
|
|
trade.update(order)
|
2018-11-23 19:51:23 +00:00
|
|
|
result = True
|
2018-11-23 19:47:17 +00:00
|
|
|
else:
|
2018-11-23 19:51:23 +00:00
|
|
|
result = False
|
|
|
|
return result
|
2018-11-23 19:47:17 +00:00
|
|
|
|
2018-08-05 04:41:06 +00:00
|
|
|
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
|
2018-11-07 17:12:46 +00:00
|
|
|
if self.edge:
|
2018-09-21 15:41:31 +00:00
|
|
|
stoploss = self.edge.stoploss(trade.pair)
|
2018-10-01 15:33:18 +00:00
|
|
|
should_sell = self.strategy.should_sell(
|
2018-11-07 17:12:46 +00:00
|
|
|
trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=stoploss)
|
2018-09-21 15:41:31 +00:00
|
|
|
else:
|
2018-10-01 15:33:18 +00:00
|
|
|
should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell)
|
2018-09-21 15:41:31 +00:00
|
|
|
|
2018-07-12 20:21:52 +00:00
|
|
|
if should_sell.sell_flag:
|
2018-08-05 04:41:06 +00:00
|
|
|
self.execute_sell(trade, sell_rate, should_sell.sell_type)
|
2018-10-04 16:05:46 +00:00
|
|
|
logger.info('executed sell, reason: %s', should_sell.sell_type)
|
2018-02-04 09:21:16 +00:00
|
|
|
return True
|
|
|
|
return False
|
|
|
|
|
2018-06-14 01:32:52 +00:00
|
|
|
def check_handle_timedout(self) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Check if any orders are timed out and cancel if neccessary
|
|
|
|
:param timeoutvalue: Number of minutes until order is considered timed out
|
|
|
|
:return: None
|
|
|
|
"""
|
2018-06-14 01:32:52 +00:00
|
|
|
buy_timeout = self.config['unfilledtimeout']['buy']
|
|
|
|
sell_timeout = self.config['unfilledtimeout']['sell']
|
|
|
|
buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
|
|
|
|
sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
|
|
|
|
try:
|
2018-06-08 00:37:12 +00:00
|
|
|
# FIXME: Somehow the query above returns results
|
|
|
|
# where the open_order_id is in fact None.
|
|
|
|
# This is probably because the record got
|
|
|
|
# updated via /forcesell in a different thread.
|
2018-06-08 00:34:44 +00:00
|
|
|
if not trade.open_order_id:
|
|
|
|
continue
|
2018-06-17 10:41:33 +00:00
|
|
|
order = self.exchange.get_order(trade.open_order_id, trade.pair)
|
2018-09-25 18:45:01 +00:00
|
|
|
except (RequestException, DependencyException):
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info(
|
2018-02-04 09:21:16 +00:00
|
|
|
'Cannot query order for %s due to %s',
|
|
|
|
trade,
|
|
|
|
traceback.format_exc())
|
|
|
|
continue
|
2018-03-25 20:25:26 +00:00
|
|
|
ordertime = arrow.get(order['datetime']).datetime
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Check if trade is still actually open
|
|
|
|
if int(order['remaining']) == 0:
|
2018-11-21 16:48:53 +00:00
|
|
|
self.wallets.update()
|
2018-02-04 09:21:16 +00:00
|
|
|
continue
|
|
|
|
|
2018-06-14 01:32:52 +00:00
|
|
|
# Check if trade is still actually open
|
2018-07-01 17:41:19 +00:00
|
|
|
if order['status'] == 'open':
|
2018-06-14 01:32:52 +00:00
|
|
|
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
|
|
|
|
self.handle_timedout_limit_buy(trade, order)
|
2018-11-19 10:16:07 +00:00
|
|
|
self.wallets.update()
|
2018-06-14 01:32:52 +00:00
|
|
|
elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
|
|
|
|
self.handle_timedout_limit_sell(trade, order)
|
2018-11-19 10:16:07 +00:00
|
|
|
self.wallets.update()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# FIX: 20180110, why is cancel.order unconditionally here, whereas
|
|
|
|
# it is conditionally called in the
|
|
|
|
# handle_timedout_limit_sell()?
|
|
|
|
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
|
|
|
|
"""Buy timeout - cancel order
|
|
|
|
:return: True if order was fully cancelled
|
|
|
|
"""
|
2018-06-09 05:21:17 +00:00
|
|
|
pair_s = trade.pair.replace('_', '/')
|
2018-06-17 10:41:33 +00:00
|
|
|
self.exchange.cancel_order(trade.open_order_id, trade.pair)
|
2018-02-04 09:21:16 +00:00
|
|
|
if order['remaining'] == order['amount']:
|
|
|
|
# if trade is not partially completed, just delete the trade
|
|
|
|
Trade.session.delete(trade)
|
|
|
|
Trade.session.flush()
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Buy order timeout for %s.', trade)
|
2018-06-24 22:04:27 +00:00
|
|
|
self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
|
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
2018-06-24 22:04:27 +00:00
|
|
|
'status': f'Unfilled buy order for {pair_s} cancelled due to timeout'
|
|
|
|
})
|
2018-02-04 09:21:16 +00:00
|
|
|
return True
|
|
|
|
|
|
|
|
# if trade is partially complete, edit the stake details for the trade
|
|
|
|
# and close the order
|
|
|
|
trade.amount = order['amount'] - order['remaining']
|
|
|
|
trade.stake_amount = trade.amount * trade.open_rate
|
|
|
|
trade.open_order_id = None
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Partial buy order timeout for %s.', trade)
|
2018-06-24 22:04:27 +00:00
|
|
|
self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
|
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
2018-06-24 22:04:27 +00:00
|
|
|
'status': f'Remaining buy order for {pair_s} cancelled due to timeout'
|
|
|
|
})
|
2018-02-04 09:21:16 +00:00
|
|
|
return False
|
|
|
|
|
|
|
|
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
|
|
|
|
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
|
|
|
|
"""
|
|
|
|
Sell timeout - cancel order and update trade
|
|
|
|
:return: True if order was fully cancelled
|
|
|
|
"""
|
2018-06-09 05:21:17 +00:00
|
|
|
pair_s = trade.pair.replace('_', '/')
|
2018-02-04 09:21:16 +00:00
|
|
|
if order['remaining'] == order['amount']:
|
|
|
|
# if trade is not partially completed, just cancel the trade
|
2018-06-17 10:41:33 +00:00
|
|
|
self.exchange.cancel_order(trade.open_order_id, trade.pair)
|
2018-02-04 09:21:16 +00:00
|
|
|
trade.close_rate = None
|
|
|
|
trade.close_profit = None
|
|
|
|
trade.close_date = None
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
2018-06-24 22:04:27 +00:00
|
|
|
self.rpc.send_msg({
|
2018-07-03 18:26:48 +00:00
|
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
2018-06-24 22:04:27 +00:00
|
|
|
'status': f'Unfilled sell order for {pair_s} cancelled due to timeout'
|
|
|
|
})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Sell order timeout for %s.', trade)
|
2018-02-04 09:21:16 +00:00
|
|
|
return True
|
|
|
|
|
|
|
|
# TODO: figure out how to handle partially complete sell orders
|
|
|
|
return False
|
|
|
|
|
2018-07-22 23:54:20 +00:00
|
|
|
def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Executes a limit sell for the given trade and limit
|
|
|
|
:param trade: Trade instance
|
|
|
|
:param limit: limit rate for the sell order
|
2018-07-22 23:54:20 +00:00
|
|
|
:param sellreason: Reason the sell was triggered
|
2018-02-04 09:21:16 +00:00
|
|
|
:return: None
|
|
|
|
"""
|
2018-11-15 05:58:24 +00:00
|
|
|
sell_type = 'sell'
|
|
|
|
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
|
|
|
|
sell_type = 'stoploss'
|
2018-11-25 18:48:46 +00:00
|
|
|
|
2018-12-01 09:50:41 +00:00
|
|
|
# if stoploss is on exchange and we are on dry_run mode,
|
|
|
|
# we consider the sell price stop price
|
|
|
|
if self.config.get('dry_run', False) and sell_type == 'stoploss' \
|
|
|
|
and self.strategy.order_types['stoploss_on_exchange']:
|
|
|
|
limit = trade.stop_loss
|
2018-11-25 18:48:46 +00:00
|
|
|
|
2018-11-22 16:02:02 +00:00
|
|
|
# First cancelling stoploss on exchange ...
|
2018-11-25 16:22:56 +00:00
|
|
|
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
|
2018-11-22 16:02:02 +00:00
|
|
|
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
# Execute sell and update trade record
|
2018-11-17 12:23:13 +00:00
|
|
|
order_id = self.exchange.sell(pair=str(trade.pair),
|
|
|
|
ordertype=self.strategy.order_types[sell_type],
|
|
|
|
amount=trade.amount, rate=limit)['id']
|
2018-02-04 09:21:16 +00:00
|
|
|
trade.open_order_id = order_id
|
2018-04-25 18:16:36 +00:00
|
|
|
trade.close_rate_requested = limit
|
2018-07-22 23:54:20 +00:00
|
|
|
trade.sell_reason = sell_reason.value
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
profit_trade = trade.calc_profit(rate=limit)
|
2018-06-17 10:41:33 +00:00
|
|
|
current_rate = self.exchange.get_ticker(trade.pair)['bid']
|
2018-07-03 18:26:48 +00:00
|
|
|
profit_percent = trade.calc_profit_percent(limit)
|
2018-06-17 10:41:33 +00:00
|
|
|
pair_url = self.exchange.get_pair_detail_url(trade.pair)
|
2018-07-03 18:26:48 +00:00
|
|
|
gain = "profit" if profit_percent > 0 else "loss"
|
|
|
|
|
|
|
|
msg = {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': trade.exchange.capitalize(),
|
|
|
|
'pair': trade.pair,
|
|
|
|
'gain': gain,
|
|
|
|
'market_url': pair_url,
|
|
|
|
'limit': limit,
|
|
|
|
'amount': trade.amount,
|
|
|
|
'open_rate': trade.open_rate,
|
|
|
|
'current_rate': current_rate,
|
|
|
|
'profit_amount': profit_trade,
|
|
|
|
'profit_percent': profit_percent,
|
2018-12-04 18:58:26 +00:00
|
|
|
'sell_reason': sell_reason.value
|
2018-07-03 18:26:48 +00:00
|
|
|
}
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# For regular case, when the configuration exists
|
|
|
|
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
|
2018-07-03 18:26:48 +00:00
|
|
|
stake_currency = self.config['stake_currency']
|
|
|
|
fiat_currency = self.config['fiat_display_currency']
|
|
|
|
msg.update({
|
|
|
|
'stake_currency': stake_currency,
|
|
|
|
'fiat_currency': fiat_currency,
|
|
|
|
})
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
# Send the message
|
2018-07-03 18:26:48 +00:00
|
|
|
self.rpc.send_msg(msg)
|
2018-02-04 09:21:16 +00:00
|
|
|
Trade.session.flush()
|