don't spend the whole coin balance when selling

freqtrade/main.py

@@ -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
+    # Execute sell and update trade record
-    currency = trade.pair.split('_')[1]
+    order_id = exchange.sell(str(trade.pair), limit, trade.amount)
-    balance = exchange.get_balance(currency)
+    trade.open_order_id = order_id
-    profit = trade.exec_sell_order(current_rate, balance)
+    trade.close_date = datetime.utcnow()
-    message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
+
+    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,
+        limit,
-        round(profit, 2)
+        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))
+    buy_limit = get_target_bid(exchange.get_ticker(pair))
-    amount = stake_amount / open_rate
+    # TODO: apply fee to amount and also consider it for profit calculations
-    order_id = exchange.buy(pair, open_rate, amount)
+    amount = stake_amount / buy_limit
+    order_id = exchange.buy(pair, buy_limit, amount)
 
     # Create trade entity and return
-    message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
+    message = '*{}:* Buying [{}]({}) with limit `{:f}`'.format(
-        exchange.EXCHANGE.name.upper(),
+        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.get_name().upper(),
-                 exchange=exchange.EXCHANGE.name.upper(),
                  open_order_id=order_id,
                  is_open=True)
 

freqtrade/persistence.py

@@ -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.
+        Updates this entity with amount and actual open/close rates.
-        :param rate: rate to sell for
+        :param order: order retrieved by exchange.get_order()
-        :param amount: amount to sell
+        :return: None
-        :return: current profit as percentage
         """
-        profit = 100 * ((rate - self.open_rate) / self.open_rate)
+        if not order['closed']:
+            return
 
-        # Execute sell and update trade record
+        logger.debug('Updating trade (id=%d) ...', self.id)
-        order_id = exchange.sell(str(self.pair), rate, amount)
+        if order['type'] == 'LIMIT_BUY':
-        self.close_rate = rate
+            # Set open rate and actual amount
-        self.close_profit = profit
+            self.open_rate = order['rate']
-        self.close_date = datetime.utcnow()
+            self.amount = order['amount']
-        self.open_order_id = order_id
+        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

freqtrade/rpc/telegram.py

@@ -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
+            order = exchange.get_order(trade.open_order_id)
-            current_rate = exchange.get_ticker(trade.pair)['bid']
+            if trade.open_rate:
-            current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
+                # calculate profit and send message to user
-            orders = exchange.get_open_orders(trade.pair)
+                current_rate = exchange.get_ticker(trade.pair)['bid']
-            orders = [o for o in orders if o['id'] == trade.open_order_id]
+                current_profit = trade.calc_profit(current_rate)
-            order = orders[0] if orders else None
+                fmt_close_profit = '{:.2f}%'.format(
-
+                    round(trade.close_profit * 100, 2)
-            fmt_close_profit = '{:.2f}%'.format(
+                ) if trade.close_profit else None
-                round(trade.close_profit, 2)
+                message = """
-            ) 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(
+                """.format(
-                trade_id=trade.id,
+                    trade_id=trade.id,
-                pair=trade.pair,
+                    pair=trade.pair,
-                market_url=exchange.get_pair_detail_url(trade.pair),
+                    market_url=exchange.get_pair_detail_url(trade.pair),
-                date=arrow.get(trade.open_date).humanize(),
+                    date=arrow.get(trade.open_date).humanize(),
-                open_rate=trade.open_rate,
+                    open_rate=trade.open_rate,
-                close_rate=trade.close_rate,
+                    close_rate=trade.close_rate,
-                current_rate=current_rate,
+                    current_rate=current_rate,
-                amount=round(trade.amount, 8),
+                    amount=round(trade.amount, 8),
-                close_profit=fmt_close_profit,
+                    close_profit=fmt_close_profit,
-                current_profit=round(current_profit, 2),
+                    current_profit=round(current_profit * 100, 2),
-                open_order='{} ({})'.format(order['remaining'], order['type']) if order else None,
+                    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
+        from freqtrade.main import execute_sell
-        currency = trade.pair.split('_')[1]
+        execute_sell(trade, current_rate)
-        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)
 
     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)