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don't spend the whole coin balance when selling

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This commit is contained in:
gcarq
2017-11-01 00:22:38 +01:00
parent 9b9d0250f7
commit 0e96197a94
3 changed files with 111 additions and 91 deletions
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45
freqtrade/main.py
View File

@@ -80,23 +80,25 @@ def close_trade_if_fulfilled(trade: Trade) -> bool:
return False
def execute_sell(trade: Trade, current_rate: float) -> None:
def execute_sell(trade: Trade, limit: float) -> None:
"""
Executes a sell for the given trade and current rate
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param current_rate: current rate
:param limit: limit rate for the sell order
:return: None
"""
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
trade.open_order_id = order_id
trade.close_date = datetime.utcnow()
exp_profit = round(trade.calc_profit(limit), 2)
message = '*{}:* Selling [{}]({}) with limit `{:f} (profit: ~{}%)`'.format(
trade.exchange,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
limit,
exp_profit
)
logger.info(message)
telegram.send_msg(message)
@@ -107,17 +109,15 @@ def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bo
Based an earlier trade and current price and configuration, decides whether bot should sell
:return True if bot should sell at current rate
"""
current_profit = (current_rate - trade.open_rate) / trade.open_rate
current_profit = trade.calc_profit(current_rate)
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()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (current_time - trade.open_date).total_seconds() / 60
if time_diff > duration and current_profit > threshold:
if time_diff > float(duration) and current_profit > threshold:
return True
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
@@ -182,25 +182,24 @@ def create_trade(stake_amount: float) -> Optional[Trade]:
else:
return None
open_rate = get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / open_rate
order_id = exchange.buy(pair, open_rate, amount)
buy_limit = get_target_bid(exchange.get_ticker(pair))
# TODO: apply fee to amount and also consider it for profit calculations
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.EXCHANGE.name.upper(),
message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format(
exchange.get_name().upper(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
open_rate
buy_limit
)
logger.info(message)
telegram.send_msg(message)
return Trade(pair=pair,
stake_amount=stake_amount,
open_rate=open_rate,
open_date=datetime.utcnow(),
amount=amount,
exchange=exchange.EXCHANGE.name.upper(),
exchange=exchange.get_name().upper(),
open_order_id=order_id,
is_open=True)

60
freqtrade/persistence.py
View File

@@ -1,15 +1,18 @@
import logging
from datetime import datetime
from typing import Optional
from typing import Optional, Dict
import arrow
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 freqtrade import exchange
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
_CONF = {}
Base = declarative_base()
@@ -51,44 +54,55 @@ class Trade(Base):
exchange = Column(String, nullable=False)
pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True)
open_rate = Column(Float, nullable=False)
open_rate = Column(Float)
close_rate = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, name='btc_amount', nullable=False)
amount = Column(Float, nullable=False)
amount = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
def __repr__(self):
if self.is_open:
open_since = 'closed'
else:
open_since = round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
self.id,
self.pair,
self.amount,
self.open_rate,
open_since
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
)
def exec_sell_order(self, rate: float, amount: float) -> float:
def update(self, order: Dict) -> None:
"""
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
Updates this entity with amount and actual open/close rates.
:param order: order retrieved by exchange.get_order()
:return: None
"""
profit = 100 * ((rate - self.open_rate) / self.open_rate)
if not order['closed']:
return
# Execute sell and update trade record
order_id = exchange.sell(str(self.pair), rate, amount)
self.close_rate = rate
self.close_profit = profit
self.close_date = datetime.utcnow()
self.open_order_id = order_id
logger.debug('Updating trade (id=%d) ...', self.id)
if order['type'] == 'LIMIT_BUY':
# Set open rate and actual amount
self.open_rate = order['rate']
self.amount = order['amount']
elif order['type'] == 'LIMIT_SELL':
# Set close rate and set actual profit
self.close_rate = order['rate']
self.close_profit = self.calc_profit()
else:
raise ValueError('Unknown order type: {}'.format(order['type']))
self.open_order_id = None
# Flush changes
Trade.session.flush()
return profit
def calc_profit(self, rate: float=None) -> float:
"""
Calculates the profit in percentage.
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in percentage as float
"""
return (rate or self.close_rate - self.open_rate) / self.open_rate

97
freqtrade/rpc/telegram.py
View File

@@ -114,20 +114,18 @@ def _status(bot: Bot, update: Update) -> None:
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active order`', bot=bot)
send_msg('*Status:* `no active trade`', bot=bot)
else:
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
orders = exchange.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
order = orders[0] if orders else None
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit, 2)
) if trade.close_profit else None
message = """
order = exchange.get_order(trade.open_order_id)
if trade.open_rate:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = trade.calc_profit(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
@@ -138,19 +136,38 @@ def _status(bot: Bot, update: Update) -> None:
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
""".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, 2),
open_order='{} ({})'.format(order['remaining'], order['type']) if order else None,
)
""".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='{} ({})'.format(
order['remaining'], order['type']
) if order else None,
)
else:
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Open Order:* `{open_order}`
`Waiting until order is fulfilled.`
""".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_order='{} ({})'.format(
order['remaining'], order['type']
) if order else None,
)
send_msg(message, bot=bot)
@@ -169,6 +186,8 @@ def _profit(bot: Bot, update: Update) -> None:
profits = []
durations = []
for trade in trades:
if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
if trade.close_profit:
@@ -176,9 +195,9 @@ def _profit(bot: Bot, update: Update) -> None:
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
profit = trade.calc_profit(current_rate)
profit_amounts.append((profit / 100) * trade.stake_amount)
profit_amounts.append(profit * trade.stake_amount)
profits.append(profit)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
@@ -193,7 +212,7 @@ def _profit(bot: Bot, update: Update) -> None:
bp_pair, bp_rate = best_pair
markdown_msg = """
*ROI:* `{profit_btc:.2f} ({profit:.2f}%)`
*ROI:* `{profit_btc:.6f} ({profit:.2f}%)`
*Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
@@ -201,13 +220,13 @@ def _profit(bot: Bot, update: Update) -> None:
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
""".format(
profit_btc=round(sum(profit_amounts), 8),
profit=round(sum(profits), 2),
profit=round(sum(profits) * 100, 2),
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) / float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate, 2),
best_rate=round(bp_rate * 100, 2),
)
send_msg(markdown_msg, bot=bot)
@@ -291,20 +310,8 @@ def _forcesell(bot: Bot, update: Update) -> None:
return
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
# Execute sell
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
send_msg(message)
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
except ValueError:
send_msg('Invalid argument. Usage: `/forcesell <trade_id>`')
@@ -333,7 +340,7 @@ def _performance(bot: Bot, update: Update) -> None:
stats = '\n'.join('{index}. <code>{pair}\t{profit:.2f}%</code>'.format(
index=i + 1,
pair=pair,
profit=round(rate, 2)
profit=round(rate * 100, 2)
) for i, (pair, rate) in enumerate(pair_rates))
message = '<b>Performance:</b>\n{}\n'.format(stats)