Add more info on status message

freqtrade/persistence/models.py

@@ -282,6 +282,20 @@ class LocalTrade():
         return self.close_date.replace(tzinfo=timezone.utc)
 
     def to_json(self) -> Dict[str, Any]:
+        fill_buy = self.select_filled_orders('buy')
+        buys_json = dict()
+        if len(fill_buy) > 0:
+            for x in range(len(fill_buy)):
+                buy = dict(
+                    cost=fill_buy[x].cost if fill_buy[x].cost else 0.0,
+                    amount=fill_buy[x].amount,
+                    price=fill_buy[x].price,
+                    average=round(fill_buy[x].average, 8) if fill_buy[x].average else 0.0,
+                    order_filled_date=fill_buy[x].order_filled_date.strftime(DATETIME_PRINT_FORMAT)
+                    if fill_buy[x].order_filled_date else None
+                )
+                buys_json[str(x)] = buy
+
         return {
             'trade_id': self.id,
             'pair': self.pair,
@@ -345,6 +359,7 @@ class LocalTrade():
             'max_rate': self.max_rate,
 
             'open_order_id': self.open_order_id,
+            'filled_buys': buys_json,
         }
 
     @staticmethod

freqtrade/rpc/rpc.py

@@ -208,6 +208,8 @@ class RPC:
                         order['type'], order['side'], order['remaining']
                     ) if order else None,
                 ))
+                cp_cfg = self._config
+                trade_dict['position_adjustment_enable'] = cp_cfg['position_adjustment_enable']
                 results.append(trade_dict)
             return results
 

freqtrade/rpc/telegram.py

@@ -369,6 +369,47 @@ class Telegram(RPCHandler):
         else:
             return "\N{CROSS MARK}"
 
+    def _prepare_buy_details(self, filled_trades, base_currency):
+        """
+        Prepare details of trade with buy adjustment enabled
+        """
+        lines = []
+        for x in range(len(filled_trades)):
+            cur_buy_date = arrow.get(filled_trades[str(x)]["order_filled_date"])
+            cur_buy_amount = filled_trades[str(x)]["amount"]
+            cur_buy_average = filled_trades[str(x)]["average"]
+            lines.append("  ")
+            if x == 0:
+                lines.append("*Buy #{}:*".format(x+1))
+                lines.append("*Buy Amount:* {} ({:.8f} {})"
+                             .format(cur_buy_amount, filled_trades[str(x)]["cost"], base_currency))
+                lines.append("*Average Buy Price:* {}".format(cur_buy_average))
+            else:
+                sumA = 0
+                sumB = 0
+                for y in range(x):
+                    sumA += (filled_trades[str(y)]["amount"] * filled_trades[str(y)]["average"])
+                    sumB += filled_trades[str(y)]["amount"]
+                prev_avg_price = sumA/sumB
+                price_to_1st_buy = (cur_buy_average - filled_trades["0"]["average"]) \
+                    / filled_trades["0"]["average"]
+                minus_on_buy = (cur_buy_average - prev_avg_price)/prev_avg_price
+                dur_buys = cur_buy_date - arrow.get(filled_trades[str(x-1)]["order_filled_date"])
+                days = dur_buys.days
+                hours, remainder = divmod(dur_buys.seconds, 3600)
+                minutes, seconds = divmod(remainder, 60)
+                lines.append("*Buy #{}:* at {:.2%} avg profit".format(x+1, minus_on_buy))
+                lines.append("({})".format(cur_buy_date
+                                           .humanize(granularity=["day", "hour", "minute"])))
+                lines.append("*Buy Amount:* {} ({:.8f} {})"
+                             .format(cur_buy_amount, filled_trades[str(x)]["cost"], base_currency))
+                lines.append("*Average Buy Price:* {} ({:.2%} from 1st buy rate)"
+                             .format(cur_buy_average, price_to_1st_buy))
+                lines.append("*Filled at:* {}".format(filled_trades[str(x)]["order_filled_date"]))
+                lines.append("({}d {}h {}m {}s from previous buy)"
+                             .format(days, hours, minutes, seconds))
+        return lines
+
     @authorized_only
     def _status(self, update: Update, context: CallbackContext) -> None:
         """
@@ -396,17 +437,31 @@ class Telegram(RPCHandler):
             messages = []
             for r in results:
                 r['open_date_hum'] = arrow.get(r['open_date']).humanize()
+                r['filled_buys'] = r.get('filled_buys', [])
+                r['num_buys'] = len(r['filled_buys'])
+                r['sell_reason'] = r.get('sell_reason', "")
+                r['position_adjustment_enable'] = r.get('position_adjustment_enable', False)
                 lines = [
                     "*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
                     "*Current Pair:* {pair}",
                     "*Amount:* `{amount} ({stake_amount} {base_currency})`",
                     "*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
+                    "*Sell Reason:* `{sell_reason}`" if r['sell_reason'] else "",
+                ]
+
+                if r['position_adjustment_enable']:
+                    lines.append("*Number of Buy(s):* `{num_buys}`")
+
+                lines.extend([
                     "*Open Rate:* `{open_rate:.8f}`",
-                    "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
+                    "*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
+                    "*Open Date:* `{open_date}`",
+                    "*Close Date:* `{close_date}`" if r['close_date'] else "",
                     "*Current Rate:* `{current_rate:.8f}`",
                     ("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
                     + "`{profit_ratio:.2%}`",
-                ]
+                ])
+
                 if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
                         and r['initial_stop_loss_ratio'] is not None):
                     # Adding initial stoploss only if it is different from stoploss
@@ -424,6 +479,10 @@ class Telegram(RPCHandler):
                     else:
                         lines.append("*Open Order:* `{open_order}`")
 
+                if len(r['filled_buys']) > 1:
+                    lines_detail = self._prepare_buy_details(r['filled_buys'], r['base_currency'])
+                    lines.extend(lines_detail)
+
                 # Filter empty lines using list-comprehension
                 messages.append("\n".join([line for line in lines if line]).format(**r))
 

tests/rpc/test_rpc.py

@@ -108,6 +108,9 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
         'exchange': 'binance',
+        'position_adjustment_enable': False,
+        'filled_buys': {'0': {'amount': 91.07468123, 'average': 1.098e-05,
+                        'cost': 0.0009999999999054, 'order_filled_date': ANY, 'price': 1.098e-05}},
     }
 
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
@@ -175,6 +178,9 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10448878,
         'open_order': None,
         'exchange': 'binance',
+        'position_adjustment_enable': False,
+        'filled_buys': {'0': {'amount': 91.07468123, 'average': 1.098e-05,
+                        'cost': 0.0009999999999054, 'order_filled_date': ANY, 'price': 1.098e-05}},
     }
 
 

tests/test_persistence.py

@@ -903,6 +903,7 @@ def test_to_json(default_conf, fee):
                       'buy_tag': None,
                       'timeframe': None,
                       'exchange': 'binance',
+                      'filled_buys': {}
                       }
 
     # Simulate dry_run entries
@@ -970,6 +971,7 @@ def test_to_json(default_conf, fee):
                       'buy_tag': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
+                      'filled_buys': {}
                       }