2017-11-07 16:54:44 +00:00
|
|
|
#!/usr/bin/env python3
|
2017-10-06 10:22:04 +00:00
|
|
|
import copy
|
2017-09-08 13:51:00 +00:00
|
|
|
import json
|
2017-05-12 17:11:56 +00:00
|
|
|
import logging
|
|
|
|
import time
|
|
|
|
import traceback
|
|
|
|
from datetime import datetime
|
2017-10-27 13:52:14 +00:00
|
|
|
from signal import signal, SIGINT, SIGABRT, SIGTERM
|
2017-11-11 18:20:53 +00:00
|
|
|
from typing import Dict, Optional, List
|
2017-09-01 19:11:46 +00:00
|
|
|
|
2017-10-31 23:25:12 +00:00
|
|
|
import requests
|
2017-11-11 18:20:53 +00:00
|
|
|
from cachetools import cached, TTLCache
|
2017-09-08 13:51:00 +00:00
|
|
|
from jsonschema import validate
|
|
|
|
|
2017-10-06 10:22:04 +00:00
|
|
|
from freqtrade import __version__, exchange, persistence
|
2017-09-28 21:26:28 +00:00
|
|
|
from freqtrade.analyze import get_buy_signal
|
2017-11-11 15:47:19 +00:00
|
|
|
from freqtrade.misc import CONF_SCHEMA, State, get_state, update_state, build_arg_parser, throttle
|
2017-09-28 21:26:28 +00:00
|
|
|
from freqtrade.persistence import Trade
|
|
|
|
from freqtrade.rpc import telegram
|
2017-05-12 17:11:56 +00:00
|
|
|
|
2017-11-08 21:43:47 +00:00
|
|
|
logger = logging.getLogger('freqtrade')
|
2017-05-17 23:46:08 +00:00
|
|
|
|
2017-09-08 21:10:22 +00:00
|
|
|
_CONF = {}
|
|
|
|
|
2017-09-08 13:51:00 +00:00
|
|
|
|
2017-11-07 21:26:08 +00:00
|
|
|
def _process() -> bool:
|
2017-08-30 18:19:14 +00:00
|
|
|
"""
|
2017-09-08 13:51:00 +00:00
|
|
|
Queries the persistence layer for open trades and handles them,
|
|
|
|
otherwise a new trade is created.
|
2017-11-07 21:26:08 +00:00
|
|
|
:return: True if a trade has been created or closed, False otherwise
|
2017-08-30 18:19:14 +00:00
|
|
|
"""
|
2017-11-07 21:26:08 +00:00
|
|
|
state_changed = False
|
2017-09-08 22:31:40 +00:00
|
|
|
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
|
2017-10-06 10:22:04 +00:00
|
|
|
trade = create_trade(float(_CONF['stake_amount']))
|
2017-09-08 22:31:40 +00:00
|
|
|
if trade:
|
|
|
|
Trade.session.add(trade)
|
2017-11-07 21:26:08 +00:00
|
|
|
state_changed = True
|
2017-09-08 22:31:40 +00:00
|
|
|
else:
|
2017-11-10 16:56:03 +00:00
|
|
|
logger.info(
|
|
|
|
'Checked all whitelisted currencies. '
|
|
|
|
'Found no suitable entry positions for buying. Will keep looking ...'
|
|
|
|
)
|
2017-09-08 22:31:40 +00:00
|
|
|
except ValueError:
|
|
|
|
logger.exception('Unable to create trade')
|
|
|
|
|
|
|
|
for trade in trades:
|
2017-10-31 23:25:12 +00:00
|
|
|
# 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))
|
|
|
|
|
2017-10-31 23:54:16 +00:00
|
|
|
if not close_trade_if_fulfilled(trade):
|
2017-10-31 23:25:12 +00:00
|
|
|
# Check if we can sell our current pair
|
2017-11-07 21:26:08 +00:00
|
|
|
state_changed = handle_trade(trade) or state_changed
|
2017-10-31 23:25:12 +00:00
|
|
|
|
|
|
|
Trade.session.flush()
|
2017-11-07 16:45:13 +00:00
|
|
|
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
|
2017-10-31 23:25:12 +00:00
|
|
|
msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__)
|
2017-09-08 22:31:40 +00:00
|
|
|
logger.exception(msg)
|
2017-10-31 23:25:12 +00:00
|
|
|
time.sleep(30)
|
2017-11-06 00:03:37 +00:00
|
|
|
except RuntimeError:
|
|
|
|
telegram.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format(
|
|
|
|
traceback=traceback.format_exc(),
|
2017-11-06 17:15:33 +00:00
|
|
|
hint='Issue `/start` if you think it is safe to restart.'
|
2017-11-06 00:03:37 +00:00
|
|
|
))
|
|
|
|
logger.exception('Got RuntimeError. Stopping trader ...')
|
|
|
|
update_state(State.STOPPED)
|
2017-11-07 21:26:08 +00:00
|
|
|
return state_changed
|
2017-05-14 12:14:16 +00:00
|
|
|
|
2017-05-12 17:11:56 +00:00
|
|
|
|
2017-09-01 19:11:46 +00:00
|
|
|
def close_trade_if_fulfilled(trade: Trade) -> bool:
|
2017-05-12 17:11:56 +00:00
|
|
|
"""
|
|
|
|
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.
|
2017-09-08 19:17:58 +00:00
|
|
|
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:
|
2017-05-12 17:11:56 +00:00
|
|
|
trade.is_open = False
|
2017-11-10 16:56:03 +00:00
|
|
|
logger.info(
|
|
|
|
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
|
|
|
|
trade
|
|
|
|
)
|
2017-05-12 17:11:56 +00:00
|
|
|
return True
|
|
|
|
return False
|
|
|
|
|
|
|
|
|
2017-10-31 23:22:38 +00:00
|
|
|
def execute_sell(trade: Trade, limit: float) -> None:
|
2017-09-08 14:27:00 +00:00
|
|
|
"""
|
2017-10-31 23:22:38 +00:00
|
|
|
Executes a limit sell for the given trade and limit
|
2017-09-08 14:27:00 +00:00
|
|
|
:param trade: Trade instance
|
2017-10-31 23:22:38 +00:00
|
|
|
:param limit: limit rate for the sell order
|
2017-09-08 14:27:00 +00:00
|
|
|
:return: None
|
|
|
|
"""
|
2017-10-31 23:22:38 +00:00
|
|
|
# Execute sell and update trade record
|
|
|
|
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
|
|
|
|
trade.open_order_id = order_id
|
|
|
|
|
2017-11-01 16:39:32 +00:00
|
|
|
fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2)
|
2017-11-05 15:13:55 +00:00
|
|
|
message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
|
2017-10-06 10:22:04 +00:00
|
|
|
trade.exchange,
|
2017-09-07 14:33:04 +00:00
|
|
|
trade.pair.replace('_', '/'),
|
2017-09-08 14:27:00 +00:00
|
|
|
exchange.get_pair_detail_url(trade.pair),
|
2017-10-31 23:22:38 +00:00
|
|
|
limit,
|
2017-11-01 16:39:32 +00:00
|
|
|
fmt_exp_profit
|
2017-09-07 14:33:04 +00:00
|
|
|
)
|
|
|
|
logger.info(message)
|
2017-09-08 14:27:00 +00:00
|
|
|
telegram.send_msg(message)
|
2017-09-07 14:33:04 +00:00
|
|
|
|
2017-05-12 17:11:56 +00:00
|
|
|
|
2017-09-25 12:42:16 +00:00
|
|
|
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
|
|
|
|
"""
|
2017-10-31 23:22:38 +00:00
|
|
|
current_profit = trade.calc_profit(current_rate)
|
2017-09-25 12:42:16 +00:00
|
|
|
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
|
2017-10-31 23:22:38 +00:00
|
|
|
if time_diff > float(duration) and current_profit > threshold:
|
2017-09-25 12:42:16 +00:00
|
|
|
return True
|
|
|
|
|
|
|
|
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
|
|
|
|
return False
|
|
|
|
|
|
|
|
|
2017-11-07 21:26:08 +00:00
|
|
|
def handle_trade(trade: Trade) -> bool:
|
2017-05-12 17:11:56 +00:00
|
|
|
"""
|
2017-05-14 12:14:16 +00:00
|
|
|
Sells the current pair if the threshold is reached and updates the trade record.
|
2017-11-07 21:26:08 +00:00
|
|
|
:return: True if trade has been sold, False otherwise
|
2017-05-12 17:11:56 +00:00
|
|
|
"""
|
2017-11-07 21:26:08 +00:00
|
|
|
if not trade.is_open:
|
|
|
|
raise ValueError('attempt to handle closed trade: {}'.format(trade))
|
2017-09-25 12:17:29 +00:00
|
|
|
|
2017-11-07 21:26:08 +00:00
|
|
|
logger.debug('Handling %s ...', trade)
|
|
|
|
current_rate = exchange.get_ticker(trade.pair)['bid']
|
|
|
|
if should_sell(trade, current_rate, datetime.utcnow()):
|
|
|
|
execute_sell(trade, current_rate)
|
|
|
|
return True
|
|
|
|
return False
|
2017-05-12 17:11:56 +00:00
|
|
|
|
2017-10-06 10:22:04 +00:00
|
|
|
|
2017-09-20 14:34:47 +00:00
|
|
|
def get_target_bid(ticker: Dict[str, float]) -> float:
|
2017-09-17 20:21:46 +00:00
|
|
|
""" 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'])
|
|
|
|
|
2017-05-12 17:11:56 +00:00
|
|
|
|
2017-10-06 10:22:04 +00:00
|
|
|
def create_trade(stake_amount: float) -> Optional[Trade]:
|
2017-05-12 17:11:56 +00:00
|
|
|
"""
|
2017-09-01 18:46:01 +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
|
2017-05-12 17:11:56 +00:00
|
|
|
:param stake_amount: amount of btc to spend
|
|
|
|
"""
|
2017-11-08 21:43:47 +00:00
|
|
|
logger.info(
|
|
|
|
'Checking buy signals to create a new trade with stake_amount: %f ...',
|
|
|
|
stake_amount
|
|
|
|
)
|
2017-10-06 10:22:04 +00:00
|
|
|
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
|
2017-09-11 11:59:11 +00:00
|
|
|
# Check if stake_amount is fulfilled
|
2017-09-08 21:10:22 +00:00
|
|
|
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
|
|
|
|
raise ValueError(
|
2017-11-03 20:37:20 +00:00
|
|
|
'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency'])
|
2017-09-08 21:10:22 +00:00
|
|
|
)
|
2017-05-12 22:30:08 +00:00
|
|
|
|
2017-05-17 17:42:45 +00:00
|
|
|
# Remove currently opened and latest pairs from whitelist
|
2017-09-30 15:02:07 +00:00
|
|
|
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
|
2017-05-21 14:52:36 +00:00
|
|
|
if trade.pair in whitelist:
|
|
|
|
whitelist.remove(trade.pair)
|
2017-08-27 13:50:59 +00:00
|
|
|
logger.debug('Ignoring %s in pair whitelist', trade.pair)
|
2017-05-12 22:30:08 +00:00
|
|
|
if not whitelist:
|
|
|
|
raise ValueError('No pair in whitelist')
|
|
|
|
|
2017-05-24 19:52:41 +00:00
|
|
|
# Pick pair based on StochRSI buy signals
|
2017-09-08 21:10:22 +00:00
|
|
|
for _pair in whitelist:
|
|
|
|
if get_buy_signal(_pair):
|
|
|
|
pair = _pair
|
2017-05-24 19:52:41 +00:00
|
|
|
break
|
|
|
|
else:
|
2017-09-01 18:46:01 +00:00
|
|
|
return None
|
2017-05-24 19:52:41 +00:00
|
|
|
|
2017-11-01 01:20:55 +00:00
|
|
|
# Calculate amount and subtract fee
|
|
|
|
fee = exchange.get_fee()
|
2017-10-31 23:22:38 +00:00
|
|
|
buy_limit = get_target_bid(exchange.get_ticker(pair))
|
2017-11-01 01:20:55 +00:00
|
|
|
amount = (1 - fee) * stake_amount / buy_limit
|
2017-05-14 12:14:16 +00:00
|
|
|
|
2017-11-01 01:20:55 +00:00
|
|
|
order_id = exchange.buy(pair, buy_limit, amount)
|
2017-05-14 12:14:16 +00:00
|
|
|
# Create trade entity and return
|
2017-11-05 15:13:55 +00:00
|
|
|
message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
|
2017-10-31 23:22:38 +00:00
|
|
|
exchange.get_name().upper(),
|
2017-06-05 19:17:10 +00:00
|
|
|
pair.replace('_', '/'),
|
2017-09-08 13:51:00 +00:00
|
|
|
exchange.get_pair_detail_url(pair),
|
2017-10-31 23:22:38 +00:00
|
|
|
buy_limit
|
2017-06-05 19:17:10 +00:00
|
|
|
)
|
2017-05-12 17:11:56 +00:00
|
|
|
logger.info(message)
|
2017-09-08 13:51:00 +00:00
|
|
|
telegram.send_msg(message)
|
2017-11-01 01:20:55 +00:00
|
|
|
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
|
2017-05-14 12:14:16 +00:00
|
|
|
return Trade(pair=pair,
|
2017-09-11 11:59:11 +00:00
|
|
|
stake_amount=stake_amount,
|
2017-10-31 23:54:16 +00:00
|
|
|
amount=amount,
|
2017-11-06 17:01:13 +00:00
|
|
|
fee=fee * 2,
|
2017-10-31 23:54:16 +00:00
|
|
|
open_rate=buy_limit,
|
2017-09-08 13:51:00 +00:00
|
|
|
open_date=datetime.utcnow(),
|
2017-10-31 23:22:38 +00:00
|
|
|
exchange=exchange.get_name().upper(),
|
2017-11-05 14:21:16 +00:00
|
|
|
open_order_id=order_id)
|
2017-05-12 17:11:56 +00:00
|
|
|
|
|
|
|
|
2017-09-08 21:10:22 +00:00
|
|
|
def init(config: dict, db_url: Optional[str] = None) -> None:
|
2017-09-08 13:51:00 +00:00
|
|
|
"""
|
|
|
|
Initializes all modules and updates the config
|
|
|
|
:param config: config as dict
|
2017-09-08 19:39:31 +00:00
|
|
|
:param db_url: database connector string for sqlalchemy (Optional)
|
2017-09-08 13:51:00 +00:00
|
|
|
:return: None
|
|
|
|
"""
|
|
|
|
# Initialize all modules
|
|
|
|
telegram.init(config)
|
2017-09-08 19:39:31 +00:00
|
|
|
persistence.init(config, db_url)
|
2017-09-08 13:51:00 +00:00
|
|
|
exchange.init(config)
|
|
|
|
|
2017-09-08 22:31:40 +00:00
|
|
|
# Set initial application state
|
|
|
|
initial_state = config.get('initial_state')
|
|
|
|
if initial_state:
|
|
|
|
update_state(State[initial_state.upper()])
|
|
|
|
else:
|
|
|
|
update_state(State.STOPPED)
|
2017-09-08 13:51:00 +00:00
|
|
|
|
2017-10-27 13:52:14 +00:00
|
|
|
# Register signal handlers
|
|
|
|
for sig in (SIGINT, SIGTERM, SIGABRT):
|
|
|
|
signal(sig, cleanup)
|
|
|
|
|
|
|
|
|
2017-11-11 18:20:53 +00:00
|
|
|
@cached(TTLCache(maxsize=1, ttl=1800))
|
|
|
|
def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]:
|
|
|
|
"""
|
|
|
|
Updates the whitelist with with a dynamically generated list
|
|
|
|
:param base_currency: base currency as str
|
|
|
|
:param topn: maximum number of returned results
|
|
|
|
:param key: sort key (defaults to 'BaseVolume')
|
|
|
|
:return: List of pairs
|
|
|
|
"""
|
|
|
|
summaries = sorted(
|
|
|
|
(s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)),
|
|
|
|
key=lambda s: s[key],
|
|
|
|
reverse=True
|
|
|
|
)
|
|
|
|
pairs = [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
|
|
|
|
logger.debug('Generated pair whitelist: %s ...', pairs)
|
|
|
|
return pairs
|
|
|
|
|
|
|
|
|
2017-10-27 13:52:14 +00:00
|
|
|
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)
|
|
|
|
|
2017-09-08 13:51:00 +00:00
|
|
|
|
2017-11-08 20:17:51 +00:00
|
|
|
def main():
|
2017-09-08 22:31:40 +00:00
|
|
|
"""
|
2017-11-08 20:17:51 +00:00
|
|
|
Loads and validates the config and handles the main loop
|
2017-09-08 22:31:40 +00:00
|
|
|
:return: None
|
|
|
|
"""
|
2017-11-08 20:17:51 +00:00
|
|
|
global _CONF
|
2017-11-08 21:43:47 +00:00
|
|
|
args = build_arg_parser().parse_args()
|
2017-11-08 20:17:51 +00:00
|
|
|
|
2017-11-08 21:43:47 +00:00
|
|
|
# Initialize logger
|
|
|
|
logging.basicConfig(
|
|
|
|
level=args.loglevel,
|
|
|
|
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
|
|
|
|
)
|
|
|
|
|
|
|
|
logger.info(
|
|
|
|
'Starting freqtrade %s (loglevel=%s)',
|
|
|
|
__version__,
|
|
|
|
logging.getLevelName(args.loglevel)
|
|
|
|
)
|
|
|
|
|
|
|
|
# Load and validate configuration
|
|
|
|
with open(args.config) as file:
|
|
|
|
_CONF = json.load(file)
|
2017-11-11 15:47:19 +00:00
|
|
|
if 'internals' not in _CONF:
|
|
|
|
_CONF['internals'] = {}
|
2017-11-08 20:17:51 +00:00
|
|
|
logger.info('Validating configuration ...')
|
|
|
|
validate(_CONF, CONF_SCHEMA)
|
|
|
|
|
2017-11-08 21:43:47 +00:00
|
|
|
# Initialize all modules and start main loop
|
2017-11-11 18:20:53 +00:00
|
|
|
if args.dynamic_whitelist:
|
|
|
|
logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
|
2017-11-08 20:17:51 +00:00
|
|
|
init(_CONF)
|
2017-11-11 15:47:19 +00:00
|
|
|
old_state = None
|
2017-11-06 00:03:37 +00:00
|
|
|
while True:
|
|
|
|
new_state = get_state()
|
|
|
|
# Log state transition
|
|
|
|
if new_state != old_state:
|
|
|
|
telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
|
2017-11-08 21:43:47 +00:00
|
|
|
logger.info('Changing state to: %s', new_state.name)
|
2017-11-06 00:03:37 +00:00
|
|
|
|
|
|
|
if new_state == State.STOPPED:
|
|
|
|
time.sleep(1)
|
|
|
|
elif new_state == State.RUNNING:
|
2017-11-11 18:20:53 +00:00
|
|
|
if args.dynamic_whitelist:
|
|
|
|
_CONF['exchange']['pair_whitelist'] = gen_pair_whitelist(_CONF['stake_currency'])
|
2017-11-11 20:29:35 +00:00
|
|
|
throttle(_process, min_secs=_CONF['internals'].get('process_throttle_secs', 10))
|
2017-11-06 00:03:37 +00:00
|
|
|
old_state = new_state
|
2017-09-08 13:51:00 +00:00
|
|
|
|
|
|
|
|
2017-09-28 21:47:51 +00:00
|
|
|
if __name__ == '__main__':
|
|
|
|
main()
|