stable/persistence.py

from datetime import datetime

from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker

from sqlalchemy.types import Enum

from exchange import Exchange, get_exchange_api
from utils import get_conf

conf = get_conf()
if conf.get('dry_run', False):
    db_handle = 'sqlite:///tradesv2.dry_run.sqlite'
else:
    db_handle = 'sqlite:///tradesv2.sqlite'

engine = create_engine(db_handle, echo=False)
Session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
Base = declarative_base()

class Trade(Base):
    __tablename__ = 'trades'
    query = Session.query_property()

    id = Column(Integer, primary_key=True)
    exchange = Column(Enum(Exchange), nullable=False)
    pair = Column(String, nullable=False)
    is_open = Column(Boolean, nullable=False, default=True)
    open_rate = Column(Float, nullable=False)
    close_rate = Column(Float)
    close_profit = Column(Float)
    btc_amount = Column(Float, nullable=False)
    amount = Column(Float, nullable=False)
    open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
    close_date = Column(DateTime)
    open_order_id = Column(String)

    def __repr__(self):
        return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
            self.id,
            self.pair,
            self.amount,
            self.open_rate,
            'closed' if not self.is_open else round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
        )

    def exec_sell_order(self, rate: float, amount: float) -> float:
        """
        Executes a sell for the given trade and updated the entity.
        :param rate: rate to sell for
        :param amount: amount to sell
        :return: current profit as percentage
        """
        profit = 100 * ((rate - self.open_rate) / self.open_rate)

        # Execute sell and update trade record
        order_id = get_exchange_api(conf).sell(self.pair, rate, amount)
        self.close_rate = rate
        self.close_profit = profit
        self.close_date = datetime.utcnow()
        self.open_order_id = order_id
        Session().flush()
        return profit

Base.metadata.create_all(engine)