stable/freqtrade/rpc/rpc.py

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"""
This module contains class to define a RPC communications
"""
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import logging
from abc import abstractmethod
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from datetime import datetime, timedelta, date
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from decimal import Decimal
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from typing import Dict, Tuple, Any
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import arrow
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import sqlalchemy as sql
from numpy import mean, nan_to_num
from pandas import DataFrame
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from freqtrade import exchange
from freqtrade.misc import shorten_date
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from freqtrade.persistence import Trade
from freqtrade.state import State
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logger = logging.getLogger(__name__)
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class RPC(object):
"""
RPC class can be used to have extra feature, like bot data, and access to DB data
"""
def __init__(self, freqtrade) -> None:
"""
Initializes all enabled rpc modules
:param freqtrade: Instance of a freqtrade bot
:return: None
"""
self.freqtrade = freqtrade
@abstractmethod
def cleanup(self) -> str:
""" Cleanup pending module resources """
@property
@abstractmethod
def name(self) -> None:
""" Returns the lowercase name of this module """
@abstractmethod
def send_msg(self, msg: str) -> None:
""" Sends a message to all registered rpc modules """
def rpc_trade_status(self) -> Tuple[bool, Any]:
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"""
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
a remotely exposed function
:return:
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`'
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elif not trades:
return True, '*Status:* `no active trade`'
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else:
result = []
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id, trade.pair)
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# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = "*Trade ID:* `{trade_id}`\n" \
"*Current Pair:* [{pair}]({market_url})\n" \
"*Open Since:* `{date}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Close Rate:* `{close_rate}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Close Profit:* `{close_profit}`\n" \
"*Current Profit:* `{current_profit:.2f}%`\n" \
"*Open Order:* `{open_order}`"\
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.format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining']
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) if order else None,
)
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result.append(message)
return False, result
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def rpc_status_table(self) -> Tuple[bool, Any]:
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`'
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elif not trades:
return True, '*Status:* `no active order`'
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else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
])
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columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
# The style used throughout is to return a tuple
# consisting of (error_occured?, result)
# Another approach would be to just return the
# result, or raise error
return False, df_statuses
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def rpc_daily_profit(
self, timescale: int,
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
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today = datetime.utcnow().date()
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profit_days: Dict[date, Dict] = {}
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if not (isinstance(timescale, int) and timescale > 0):
return True, '*Daily [n]:* `must be an integer greater than 0`'
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fiat = self.freqtrade.fiat_converter
for day in range(0, timescale):
profitday = today - timedelta(days=day)
trades = Trade.query \
.filter(Trade.is_open.is_(False)) \
.filter(Trade.close_date >= profitday)\
.filter(Trade.close_date < (profitday + timedelta(days=1)))\
.order_by(Trade.close_date)\
.all()
curdayprofit = sum(trade.calc_profit() for trade in trades)
profit_days[profitday] = {
'amount': format(curdayprofit, '.8f'),
'trades': len(trades)
}
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stats = [
[
key,
'{value:.8f} {symbol}'.format(
value=float(value['amount']),
symbol=stake_currency
),
'{value:.3f} {symbol}'.format(
value=fiat.convert_amount(
value['amount'],
stake_currency,
fiat_display_currency
),
symbol=fiat_display_currency
),
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'{value} trade{s}'.format(
value=value['trades'],
s='' if value['trades'] < 2 else 's'
),
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]
for key, value in profit_days.items()
]
return False, stats
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def rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
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"""
:return: cumulative profit statistics.
"""
trades = Trade.query.order_by(Trade.id).all()
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profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
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for trade in trades:
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current_rate: float = 0.0
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if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
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profit_all_coin.append(
trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
)
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profit_all_percent.append(profit_percent)
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best_pair = Trade.session.query(
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Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
).filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
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.order_by(sql.text('profit_sum DESC')).first()
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if not best_pair:
return True, '*Status:* `no closed trade`'
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bp_pair, bp_rate = best_pair
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# FIX: we want to keep fiatconverter in a state/environment,
# doing this will utilize its caching functionallity, instead we reinitialize it here
fiat = self.freqtrade.fiat_converter
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
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profit_closed_fiat = fiat.convert_amount(
profit_closed_coin,
stake_currency,
fiat_display_currency
)
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
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profit_all_fiat = fiat.convert_amount(
profit_all_coin,
stake_currency,
fiat_display_currency
)
num = float(len(durations) or 1)
return (
False,
{
'profit_closed_coin': profit_closed_coin,
'profit_closed_percent': profit_closed_percent,
'profit_closed_fiat': profit_closed_fiat,
'profit_all_coin': profit_all_coin,
'profit_all_percent': profit_all_percent,
'profit_all_fiat': profit_all_fiat,
'trade_count': len(trades),
'first_trade_date': arrow.get(trades[0].open_date).humanize(),
'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair': bp_pair,
'best_rate': round(bp_rate * 100, 2)
}
)
def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]:
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"""
:return: current account balance per crypto
"""
output = []
total = 0.0
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for coin, balance in exchange.get_balances().items():
if not balance['total']:
continue
rate = None
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if coin == 'BTC':
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rate = 1.0
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else:
if coin == 'USDT':
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rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
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else:
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rate = exchange.get_ticker(coin + '/BTC', False)['bid']
est_btc: float = rate * balance['total']
total = total + est_btc
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output.append(
{
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'currency': coin,
'available': balance['free'],
'balance': balance['total'],
'pending': balance['used'],
'est_btc': est_btc
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}
)
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if total == 0.0:
return True, '`All balances are zero.`'
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fiat = self.freqtrade.fiat_converter
symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol)
return False, (output, total, symbol, value)
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def rpc_start(self) -> Tuple[bool, str]:
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"""
Handler for start.
"""
if self.freqtrade.state == State.RUNNING:
return True, '*Status:* `already running`'
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self.freqtrade.state = State.RUNNING
return False, '`Starting trader ...`'
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def rpc_stop(self) -> Tuple[bool, str]:
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"""
Handler for stop.
"""
if self.freqtrade.state == State.RUNNING:
self.freqtrade.state = State.STOPPED
return False, '`Stopping trader ...`'
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return True, '*Status:* `already stopped`'
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def rpc_reload_conf(self) -> str:
""" Handler for reload_conf. """
self.freqtrade.state = State.RELOAD_CONF
return '*Status:* `Reloading config ...`'
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# FIX: no test for this!!!!
def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]:
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"""
Handler for forcesell <id>.
Sells the given trade at current price
:return: error or None
"""
def _exec_forcesell(trade: Trade) -> None:
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# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id, trade.pair)
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# Cancel open LIMIT_BUY orders and close trade
if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'buy':
exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close(order.get('price') or trade.open_rate)
# Do the best effort, if we don't know 'filled' amount, don't try selling
if order['filled'] is None:
return
trade.amount = order['filled']
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# Ignore trades with an attached LIMIT_SELL order
if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'sell':
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return
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# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
self.freqtrade.execute_sell(trade, current_rate)
# ---- EOF def _exec_forcesell ----
if self.freqtrade.state != State.RUNNING:
return True, '`trader is not running`'
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if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
_exec_forcesell(trade)
return False, ''
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# Query for trade
trade = Trade.query.filter(
sql.and_(
Trade.id == trade_id,
Trade.is_open.is_(True)
)
).first()
if not trade:
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logger.warning('forcesell: Invalid argument received')
return True, 'Invalid argument.'
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_exec_forcesell(trade)
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Trade.session.flush()
return False, ''
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def rpc_performance(self) -> Tuple[bool, Any]:
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"""
Handler for performance.
Shows a performance statistic from finished trades
"""
if self.freqtrade.state != State.RUNNING:
return True, '`trader is not running`'
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pair_rates = Trade.session.query(Trade.pair,
sql.func.sum(Trade.close_profit).label('profit_sum'),
sql.func.count(Trade.pair).label('count')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')) \
.all()
trades = []
for (pair, rate, count) in pair_rates:
trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count})
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return False, trades
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def rpc_count(self) -> Tuple[bool, Any]:
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"""
Returns the number of trades running
:return: None
"""
if self.freqtrade.state != State.RUNNING:
return True, '`trader is not running`'
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
return False, trades