major refactoring

config.json.example

@@ -19,12 +19,16 @@
         "key": "key",
         "secret": "secret",
         "pair_whitelist": [
-            "BTC_MLN",
+            "BTC_RLC",
+            "BTC_TKN",
             "BTC_TRST",
+            "BTC_SWT",
+            "BTC_PIVX",
+            "BTC_MLN",
+            "BTC_XZC",
             "BTC_TIME",
             "BTC_NXS",
-            "BTC_GBYTE",
-            "BTC_SNGLS"
+            "BTC_LUN"
         ]
     },
     "telegram": {

exchange.py

@@ -1,24 +1,23 @@
 import enum
-import threading
-
+import logging
 from bittrex.bittrex import Bittrex
 from poloniex import Poloniex
+from wrapt import synchronized
 
+logger = logging.getLogger(__name__)
 
-_lock = threading.Condition()
 _exchange_api = None
 
 
+@synchronized
 def get_exchange_api(conf):
     """
     Returns the current exchange api or instantiates a new one
     :return: exchange.ApiWrapper
     """
     global _exchange_api
-    _lock.acquire()
     if not _exchange_api:
         _exchange_api = ApiWrapper(conf)
-    _lock.release()
     return _exchange_api
 
 
@@ -40,6 +39,8 @@ class ApiWrapper(object):
         :param config: dict
         """
         self.dry_run = config['dry_run']
+        if self.dry_run:
+            logger.info('Instance is running with dry_run enabled')
 
         use_poloniex = config.get('poloniex', {}).get('enabled', False)
         use_bittrex = config.get('bittrex', {}).get('enabled', False)
@@ -65,10 +66,12 @@ class ApiWrapper(object):
             pass
         elif self.exchange == Exchange.POLONIEX:
             self.api.buy(pair, rate, amount)
+            # TODO: return order id
         elif self.exchange == Exchange.BITTREX:
             data = self.api.buy_limit(pair.replace('_', '-'), amount, rate)
             if not data['success']:
                 raise RuntimeError('BITTREX: {}'.format(data['message']))
+            return data['result']['uuid']
 
     def sell(self, pair, rate, amount):
         """
@@ -82,10 +85,12 @@ class ApiWrapper(object):
             pass
         elif self.exchange == Exchange.POLONIEX:
             self.api.sell(pair, rate, amount)
+            # TODO: return order id
         elif self.exchange == Exchange.BITTREX:
             data = self.api.sell_limit(pair.replace('_', '-'), amount, rate)
             if not data['success']:
                 raise RuntimeError('BITTREX: {}'.format(data['message']))
+            return data['result']['uuid']
 
     def get_balance(self, currency):
         """
@@ -93,7 +98,9 @@ class ApiWrapper(object):
         :param currency: currency as str, format: BTC
         :return: float
         """
-        if self.exchange == Exchange.POLONIEX:
+        if self.dry_run:
+            return 999.9
+        elif self.exchange == Exchange.POLONIEX:
             data = self.api.returnBalances()
             return float(data[currency])
         elif self.exchange == Exchange.BITTREX:
@@ -125,19 +132,37 @@ class ApiWrapper(object):
                 'last': float(data['result']['Last']),
             }
 
+    def cancel_order(self, order_id):
+        """
+        Cancel order for given order_id
+        :param order_id: id as str
+        :return: None
+        """
+        if self.dry_run:
+            pass
+        elif self.exchange == Exchange.POLONIEX:
+            raise NotImplemented('Not implemented')
+        elif self.exchange == Exchange.BITTREX:
+            data = self.api.cancel(order_id)
+            if not data['success']:
+                raise RuntimeError('BITTREX: {}'.format(data['message']))
+
     def get_open_orders(self, pair):
         """
         Get all open orders for given pair.
         :param pair: Pair as str, format: BTC_ETC
         :return: list of dicts
         """
-        if self.exchange == Exchange.POLONIEX:
+        if self.dry_run:
+            return []
+        elif self.exchange == Exchange.POLONIEX:
             raise NotImplemented('Not implemented')
         elif self.exchange == Exchange.BITTREX:
             data = self.api.get_open_orders(pair.replace('_', '-'))
             if not data['success']:
                 raise RuntimeError('BITTREX: {}'.format(data['message']))
             return [{
+                'id': entry['OrderUuid'],
                 'type': entry['OrderType'],
                 'opened': entry['Opened'],
                 'rate': entry['PricePerUnit'],

main.py

@@ -7,6 +7,8 @@ import time
 import traceback
 from datetime import datetime
 
+from wrapt import synchronized
+
 logging.basicConfig(level=logging.DEBUG,
                     format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
 logger = logging.getLogger(__name__)
@@ -19,44 +21,34 @@ from utils import get_conf
 __author__ = "gcarq"
 __copyright__ = "gcarq 2017"
 __license__ = "custom"
-__version__ = "0.4"
+__version__ = "0.5.1"
 
 
 conf = get_conf()
 api_wrapper = get_exchange_api(conf)
 
-_lock = threading.Condition()
-_instance = None
-_should_stop = False
 
-
-class TradeThread(threading.Thread):
-    @staticmethod
-    def get_instance(recreate=False):
+@synchronized
+def get_instance(recreate=False):
     """
     Get the current instance of this thread. This is a singleton.
     :param recreate: Must be True if you want to start the instance
     :return: TradeThread instance
     """
     global _instance, _should_stop
-        _lock.acquire()
-        if _instance is None or (not _instance.is_alive() and recreate):
+    if recreate and not _instance.is_alive():
+        logger.debug('Creating TradeThread instance')
         _should_stop = False
         _instance = TradeThread()
-        _lock.release()
     return _instance
 
-    @staticmethod
-    def stop():
-        """
-        Sets stop signal for the current instance
-        :return: None
-        """
-        global _should_stop
-        _lock.acquire()
-        _should_stop = True
-        _lock.release()
 
+def stop_instance():
+    global _should_stop
+    _should_stop = True
+
+
+class TradeThread(threading.Thread):
     def run(self):
         """
         Threaded main function
@@ -64,25 +56,10 @@ class TradeThread(threading.Thread):
         """
         try:
             TelegramHandler.send_msg('*Status:* `trader started`')
+            logger.info('Trader started')
             while not _should_stop:
                 try:
-                    # Query trades from persistence layer
-                    trade = Trade.query.filter(Trade.is_open.is_(True)).first()
-                    if not trade:
-                        # Create entity and execute trade
-                        Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
-                        continue
-
-                    # Check if there is already an open order for this pair
-                    orders = api_wrapper.get_open_orders(trade.pair)
-                    if orders:
-                        msg = 'There is already an open order for this trade. (total: {}, remaining: {}, type: {})'\
-                            .format(round(orders[0]['amount'], 8), round(orders[0]['remaining'], 8), orders[0]['type'])
-                        logger.info(msg)
-                    elif close_trade_if_fulfilled(trade):
-                        logger.info('No open orders found and close values are set. Marking trade as closed ...')
-                    else:
-                        handle_trade(trade)
+                    self._process()
                 except ValueError:
                     logger.exception('ValueError')
                 finally:
@@ -92,9 +69,47 @@ class TradeThread(threading.Thread):
             TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
             logger.exception('RuntimeError. Stopping trader ...')
         finally:
-            Session.flush()
             TelegramHandler.send_msg('*Status:* `Trader has stopped`')
 
+    @staticmethod
+    def _process():
+        """
+        Queries the persistence layer for new trades and handles them
+        :return: None
+        """
+        # Query trades from persistence layer
+        trade = Trade.query.filter(Trade.is_open.is_(True)).first()
+        if not trade:
+            # Create entity and execute trade
+            Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
+            return
+
+        # Check if there is already an open order for this trade
+        orders = api_wrapper.get_open_orders(trade.pair)
+        orders = [o for o in orders if o['id'] == trade.open_order_id]
+        if orders:
+            msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
+                .format(round(orders[0]['amount'], 8),
+                        round(orders[0]['remaining'], 8),
+                        orders[0]['type'],
+                        orders[0]['id'])
+            logger.info(msg)
+            return
+
+        # Update state
+        trade.open_order_id = None
+        # Check if this trade can be marked as closed
+        if close_trade_if_fulfilled(trade):
+            logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
+            return
+
+        # Check if we can sell our current pair
+        handle_trade(trade)
+
+# Initial stopped TradeThread instance
+_instance = TradeThread()
+_should_stop = False
+
 
 def close_trade_if_fulfilled(trade):
     """
@@ -104,7 +119,7 @@ def close_trade_if_fulfilled(trade):
     """
     # If we don't have an open order and the close rate is already set,
     # we can close this trade.
-    if trade.close_profit and trade.close_date and trade.close_rate:
+    if trade.close_profit and trade.close_date and trade.close_rate and not trade.open_order_id:
         trade.is_open = False
         return True
     return False
@@ -112,9 +127,8 @@ def close_trade_if_fulfilled(trade):
 
 def handle_trade(trade):
     """
-    Sells the current pair if the threshold is reached
-    and updates the trade record.
-    :return: current instance
+    Sells the current pair if the threshold is reached and updates the trade record.
+    :return: None
     """
     try:
         if not trade.is_open:
@@ -122,7 +136,7 @@ def handle_trade(trade):
 
         logger.debug('Handling open trade {} ...'.format(trade))
         # Get current rate
-        current_rate = api_wrapper.get_ticker(trade.pair)['last']
+        current_rate = api_wrapper.get_ticker(trade.pair)['bid']
         current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
 
         # Get available balance
@@ -136,10 +150,11 @@ def handle_trade(trade):
             if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate:
 
                 # Execute sell and update trade record
-                api_wrapper.sell(trade.pair, current_rate, balance)
+                order_id = api_wrapper.sell(trade.pair, current_rate, balance)
                 trade.close_rate = current_rate
                 trade.close_profit = current_profit
                 trade.close_date = datetime.utcnow()
+                trade.open_order_id = order_id
 
                 message = '*{}:* Selling {} at rate `{:f} (profit: {}%)`'.format(
                     trade.exchange.name,
@@ -168,40 +183,35 @@ def create_trade(stake_amount: float, exchange):
         raise ValueError('BTC amount is not fulfilled')
 
     # Remove latest trade pair from whitelist
-    latest_trade = Trade.order_by(Trade.id.desc()).first()
+    latest_trade = Trade.query.order_by(Trade.id.desc()).first()
     if latest_trade and latest_trade.pair in whitelist:
         whitelist.remove(latest_trade.pair)
-        logger.debug('Ignoring {} in pair whitelist')
+        logger.debug('Ignoring {} in pair whitelist'.format(latest_trade.pair))
     if not whitelist:
         raise ValueError('No pair in whitelist')
 
     # Pick random pair and execute trade
     idx = random.randint(0, len(whitelist) - 1)
     pair = whitelist[idx]
-    open_rate = api_wrapper.get_ticker(pair)['last']
+    open_rate = api_wrapper.get_ticker(pair)['ask']
     amount = stake_amount / open_rate
     exchange = exchange
-    api_wrapper.buy(pair, open_rate, amount)
+    order_id = api_wrapper.buy(pair, open_rate, amount)
 
-    trade = Trade(
-        pair=pair,
+    # Create trade entity and return
+    message = '*{}:* Buying {} at rate `{:f}`'.format(exchange.name, pair.replace('_', '/'), open_rate)
+    logger.info(message)
+    TelegramHandler.send_msg(message)
+    return Trade(pair=pair,
                  btc_amount=stake_amount,
                  open_rate=open_rate,
                  amount=amount,
                  exchange=exchange,
-    )
-    message = '*{}:* Buying {} at rate `{:f}`'.format(
-        trade.exchange.name,
-        trade.pair.replace('_', '/'),
-        trade.open_rate
-    )
-    logger.info(message)
-    TelegramHandler.send_msg(message)
-    return trade
+                 open_order_id=order_id)
 
 
 if __name__ == '__main__':
     logger.info('Starting marginbot {}'.format(__version__))
     TelegramHandler.listen()
     while True:
-        time.sleep(0.1)
+        time.sleep(0.5)

persistence.py

@@ -29,6 +29,7 @@ class Trade(Base):
     amount = Column(Float, nullable=False)
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
+    open_order_id = Column(String)
 
     def __repr__(self):
         return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(

requirements.txt

@@ -5,3 +5,4 @@ python-telegram-bot==5.3.1
 arrow==0.10.0
 requests==2.14.2
 urllib3==1.20
+wrapt==1.10.10

rpc/telegram.py

@@ -1,106 +1,68 @@
-import threading
-
-import arrow
+import logging
 from datetime import timedelta
 
-import logging
+import arrow
+from telegram.error import NetworkError
 from telegram.ext import CommandHandler, Updater
-from telegram import ParseMode
+from telegram import ParseMode, Bot, Update
+from wrapt import synchronized
 
-from persistence import Trade
+from persistence import Trade, Session
 from exchange import get_exchange_api
 from utils import get_conf
 
+# Remove noisy log messages
+logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
+logging.getLogger('telegram').setLevel(logging.INFO)
 logger = logging.getLogger(__name__)
 
-_lock = threading.Condition()
 _updater = None
 
 conf = get_conf()
 api_wrapper = get_exchange_api(conf)
 
 
+def authorized_only(command_handler):
+    """
+    Decorator to check if the message comes from the correct chat_id
+    :param command_handler: Telegram CommandHandler
+    :return: decorated function
+    """
+    def wrapper(*args, **kwargs):
+        bot, update = args[0], args[1]
+        if not isinstance(bot, Bot) or not isinstance(update, Update):
+            raise ValueError('Received invalid Arguments: {}'.format(*args))
+
+        chat_id = int(conf['telegram']['chat_id'])
+        if int(update.message.chat_id) == chat_id:
+            logger.info('Executing handler: {} for chat_id: {}'.format(command_handler.__name__, chat_id))
+            return command_handler(*args, **kwargs)
+        else:
+            logger.info('Rejected unauthorized message from: {}'.format(update.message.chat_id))
+    return wrapper
+
+
 class TelegramHandler(object):
     @staticmethod
-    def get_updater(conf):
-        """
-        Returns the current telegram updater instantiates a new one
-        :param conf:
-        :return: telegram.ext.Updater
-        """
-        global _updater
-        _lock.acquire()
-        if not _updater:
-            _updater = Updater(token=conf['telegram']['token'], workers=0)
-        _lock.release()
-        return _updater
-
-    @staticmethod
-    def listen():
-        """
-        Registers all known command handlers and starts polling for message updates
-        :return: None
-        """
-        # Register command handler and start telegram message polling
-        handles = [CommandHandler('status', TelegramHandler._status),
-                   CommandHandler('profit', TelegramHandler._profit),
-                   CommandHandler('start', TelegramHandler._start),
-                   CommandHandler('stop', TelegramHandler._stop)]
-        for handle in handles:
-            TelegramHandler.get_updater(conf).dispatcher.add_handler(handle)
-        TelegramHandler.get_updater(conf).start_polling(clean=True, bootstrap_retries=3)
-
-    @staticmethod
-    def _is_correct_scope(update):
-        """
-        Checks if it is save to process the given update
-        :param update: 
-        :return: True if valid else False
-        """
-        # Only answer to our chat
-        return int(update.message.chat_id) == int(conf['telegram']['chat_id'])
-
-    @staticmethod
-    def send_msg(markdown_message, bot=None):
-        """
-        Send given markdown message
-        :param markdown_message: message
-        :param bot: alternative bot
-        :return: None
-        """
-        if conf['telegram'].get('enabled', False):
-            bot = bot or TelegramHandler.get_updater(conf).bot
-            try:
-                bot.send_message(
-                    chat_id=conf['telegram']['chat_id'],
-                    text=markdown_message,
-                    parse_mode=ParseMode.MARKDOWN,
-                )
-            except Exception:
-                logger.exception('Exception occurred within telegram api')
-
-    @staticmethod
+    @authorized_only
     def _status(bot, update):
         """
-        Handler for /status
+        Handler for /status.
+        Returns the current TradeThread status
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        if not TelegramHandler._is_correct_scope(update):
-            return
-
         # Fetch open trade
         trade = Trade.query.filter(Trade.is_open.is_(True)).first()
-
-        from main import TradeThread
-        if not TradeThread.get_instance().is_alive():
+        from main import get_instance
+        if not get_instance().is_alive():
             message = '*Status:* `trader stopped`'
         elif not trade:
             message = '*Status:* `no active order`'
         else:
             # calculate profit and send message to user
-            current_rate = api_wrapper.get_ticker(trade.pair)['last']
+            current_rate = api_wrapper.get_ticker(trade.pair)['bid']
             current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
             open_orders = api_wrapper.get_open_orders(trade.pair)
             order = open_orders[0] if open_orders else None
@@ -123,23 +85,20 @@ class TelegramHandler(object):
                 amount=round(trade.amount, 8),
                 close_profit='{}%'.format(round(trade.close_profit, 2)) if trade.close_profit else None,
                 current_profit=round(current_profit, 2),
-                open_order='{} ({})'.format(
-                    order['remaining'],
-                    order['type']
-                ) if order else None,
+                open_order='{} ({})'.format(order['remaining'], order['type']) if order else None,
             )
         TelegramHandler.send_msg(message, bot=bot)
 
     @staticmethod
+    @authorized_only
     def _profit(bot, update):
         """
-        Handler for /profit
+        Handler for /profit.
+        Returns a cumulative profit statistics.
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        if not TelegramHandler._is_correct_scope(update):
-            return
         trades = Trade.query.filter(Trade.is_open.is_(False)).all()
         trade_count = len(trades)
         profit_amount = sum((t.close_profit / 100) * t.btc_amount for t in trades)
@@ -147,9 +106,7 @@ class TelegramHandler(object):
         avg_stake_amount = sum(t.btc_amount for t in trades) / float(trade_count)
         durations_hours = [(t.close_date - t.open_date).total_seconds() / 3600.0 for t in trades]
         avg_duration = sum(durations_hours) / float(len(durations_hours))
-
         markdown_msg = """
-*Total Balance:* `{total_amount} BTC`
 *Total Profit:* `{profit_btc} BTC ({profit}%)`
 *Trade Count:* `{trade_count}`
 *First Action:* `{first_trade_date}`
@@ -157,7 +114,6 @@ class TelegramHandler(object):
 *Avg. Stake Amount:* `{avg_open_amount} BTC`
 *Avg. Duration:* `{avg_duration}` 
     """.format(
-            total_amount=round(api_wrapper.get_balance('BTC'), 8),
             profit_btc=round(profit_amount, 8),
             profit=round(profit, 2),
             trade_count=trade_count,
@@ -169,34 +125,114 @@ class TelegramHandler(object):
         TelegramHandler.send_msg(markdown_msg, bot=bot)
 
     @staticmethod
+    @authorized_only
     def _start(bot, update):
         """
-        Handler for /start
+        Handler for /start.
+        Starts TradeThread
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        if not TelegramHandler._is_correct_scope(update):
-            return
-        from main import TradeThread
-        if TradeThread.get_instance().is_alive():
+        from main import get_instance
+        if get_instance().is_alive():
             TelegramHandler.send_msg('*Status:* `already running`', bot=bot)
-            return
         else:
-            TradeThread.get_instance(recreate=True).start()
+            get_instance(recreate=True).start()
 
     @staticmethod
+    @authorized_only
     def _stop(bot, update):
         """
-        Handler for /stop
+        Handler for /stop.
+        Stops TradeThread
         :param bot: telegram bot
         :param update: message update
         :return: None
         """
-        if not TelegramHandler._is_correct_scope(update):
-            return
-        from main import TradeThread
-        if TradeThread.get_instance().is_alive():
-            TradeThread.stop()
+        from main import get_instance, stop_instance
+        if get_instance().is_alive():
+            TelegramHandler.send_msg('`Stopping trader ...`', bot=bot)
+            stop_instance()
         else:
             TelegramHandler.send_msg('*Status:* `already stopped`', bot=bot)
+
+    @staticmethod
+    @authorized_only
+    def _cancel(bot, update):
+        """
+        Handler for /cancel.
+        Cancels the open order for the current Trade.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        trade = Trade.query.filter(Trade.is_open.is_(True)).first()
+        if not trade:
+            TelegramHandler.send_msg('`There is no open trade`')
+            return
+
+        order_id = trade.open_order_id
+        if not order_id:
+            TelegramHandler.send_msg('`There is no open order`')
+            return
+
+        api_wrapper.cancel_order(order_id)
+        trade.open_order_id = None
+        trade.close_rate = None
+        trade.close_date = None
+        trade.close_profit = None
+        Session.flush()
+        TelegramHandler.send_msg('*Order cancelled:* `{}`'.format(order_id), bot=bot)
+        logger.info('Order cancelled: (order_id: {})'.format(order_id))
+
+    @staticmethod
+    @synchronized
+    def get_updater(conf):
+        """
+        Returns the current telegram updater instantiates a new one
+        :param conf:
+        :return: telegram.ext.Updater
+        """
+        global _updater
+        if not _updater:
+            _updater = Updater(token=conf['telegram']['token'], workers=0)
+        return _updater
+
+    @staticmethod
+    def listen():
+        """
+        Registers all known command handlers and starts polling for message updates
+        :return: None
+        """
+        # Register command handler and start telegram message polling
+        handles = [
+            CommandHandler('status', TelegramHandler._status),
+            CommandHandler('profit', TelegramHandler._profit),
+            CommandHandler('start', TelegramHandler._start),
+            CommandHandler('stop', TelegramHandler._stop),
+            CommandHandler('cancel', TelegramHandler._cancel),
+        ]
+        for handle in handles:
+            TelegramHandler.get_updater(conf).dispatcher.add_handler(handle)
+        TelegramHandler.get_updater(conf).start_polling(clean=True, bootstrap_retries=3)
+        logger.info('TelegramHandler is listening for following commands: {}'
+                    .format([h.command for h in handles]))
+
+    @staticmethod
+    def send_msg(msg, bot=None):
+        """
+        Send given markdown message
+        :param msg: message
+        :param bot: alternative bot
+        :return: None
+        """
+        if conf['telegram'].get('enabled', False):
+            bot = bot or TelegramHandler.get_updater(conf).bot
+            try:
+                bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=ParseMode.MARKDOWN)
+            except NetworkError as e:
+                logger.warning('Got Telegram NetworkError: {}! trying one more time'.format(e.message))
+                bot.send_message(conf['telegram']['chat_id'], msg, parse_mode=ParseMode.MARKDOWN)
+            except Exception:
+                logger.exception('Exception occurred within Telegram API')

utils.py

@@ -1,22 +1,25 @@
 import json
 import logging
 
+from wrapt import synchronized
+
 logger = logging.getLogger(__name__)
 
-_CUR_CONF = None
+_cur_conf = None
 
 
-def get_conf():
+@synchronized
+def get_conf(filename='config.json'):
     """
     Loads the config into memory and returns the instance of it
     :return: dict
     """
-    global _CUR_CONF
-    if not _CUR_CONF:
-        with open('config.json') as fp:
-            _CUR_CONF = json.load(fp)
-            validate_conf(_CUR_CONF)
-    return _CUR_CONF
+    global _cur_conf
+    if not _cur_conf:
+        with open(filename) as fp:
+            _cur_conf = json.load(fp)
+            validate_conf(_cur_conf)
+    return _cur_conf
 
 
 def validate_conf(conf):