Merge pull request #4309 from freqtrade/extract_stake_amount

Move get_trade_stake_amount to wallets

freqtrade/freqtradebot.py

@@ -233,7 +233,7 @@ class FreqtradeBot(LoggingMixin):
             _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
         return _whitelist
 
-    def get_free_open_trades(self):
+    def get_free_open_trades(self) -> int:
         """
         Return the number of free open trades slots or 0 if
         max number of open trades reached
@@ -439,83 +439,6 @@ class FreqtradeBot(LoggingMixin):
 
         return used_rate
 
-    def get_trade_stake_amount(self, pair: str) -> float:
-        """
-        Calculate stake amount for the trade
-        :return: float: Stake amount
-        :raise: DependencyException if the available stake amount is too low
-        """
-        stake_amount: float
-        # Ensure wallets are uptodate.
-        self.wallets.update()
-
-        if self.edge:
-            stake_amount = self.edge.stake_amount(
-                pair,
-                self.wallets.get_free(self.config['stake_currency']),
-                self.wallets.get_total(self.config['stake_currency']),
-                Trade.total_open_trades_stakes()
-            )
-        else:
-            stake_amount = self.config['stake_amount']
-            if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
-                stake_amount = self._calculate_unlimited_stake_amount()
-
-        return self._check_available_stake_amount(stake_amount)
-
-    def _get_available_stake_amount(self) -> float:
-        """
-        Return the total currently available balance in stake currency,
-        respecting tradable_balance_ratio.
-        Calculated as
-        <open_trade stakes> + free amount ) * tradable_balance_ratio - <open_trade stakes>
-        """
-        val_tied_up = Trade.total_open_trades_stakes()
-
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
-        available_amount = ((val_tied_up + self.wallets.get_free(self.config['stake_currency'])) *
-                            self.config['tradable_balance_ratio']) - val_tied_up
-        return available_amount
-
-    def _calculate_unlimited_stake_amount(self) -> float:
-        """
-        Calculate stake amount for "unlimited" stake amount
-        :return: 0 if max number of trades reached, else stake_amount to use.
-        """
-        free_open_trades = self.get_free_open_trades()
-        if not free_open_trades:
-            return 0
-
-        available_amount = self._get_available_stake_amount()
-
-        return available_amount / free_open_trades
-
-    def _check_available_stake_amount(self, stake_amount: float) -> float:
-        """
-        Check if stake amount can be fulfilled with the available balance
-        for the stake currency
-        :return: float: Stake amount
-        """
-        available_amount = self._get_available_stake_amount()
-
-        if self.config['amend_last_stake_amount']:
-            # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
-            # Otherwise the remaining amount is too low to trade.
-            if available_amount > (stake_amount * self.config['last_stake_amount_min_ratio']):
-                stake_amount = min(stake_amount, available_amount)
-            else:
-                stake_amount = 0
-
-        if available_amount < stake_amount:
-            raise DependencyException(
-                f"Available balance ({available_amount} {self.config['stake_currency']}) is "
-                f"lower than stake amount ({stake_amount} {self.config['stake_currency']})"
-            )
-
-        return stake_amount
-
     def create_trade(self, pair: str) -> bool:
         """
         Check the implemented trading strategy for buy signals.
@@ -549,7 +472,8 @@ class FreqtradeBot(LoggingMixin):
         (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
-            stake_amount = self.get_trade_stake_amount(pair)
+            stake_amount = self.wallets.get_trade_stake_amount(pair, self.get_free_open_trades(),
+                                                               self.edge)
             if not stake_amount:
                 logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
                 return False

freqtrade/rpc/rpc.py

@@ -590,7 +590,8 @@ class RPC:
             raise RPCException(f'position for {pair} already open - id: {trade.id}')
 
         # gen stake amount
-        stakeamount = self._freqtrade.get_trade_stake_amount(pair)
+        stakeamount = self._freqtrade.wallets.get_trade_stake_amount(
+            pair, self._freqtrade.get_free_open_trades())
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price):

freqtrade/wallets.py

@@ -7,6 +7,8 @@ from typing import Any, Dict, NamedTuple
 
 import arrow
 
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import Trade
 
@@ -118,3 +120,79 @@ class Wallets:
 
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
+
+    def _get_available_stake_amount(self) -> float:
+        """
+        Return the total currently available balance in stake currency,
+        respecting tradable_balance_ratio.
+        Calculated as
+        (<open_trade stakes> + free amount ) * tradable_balance_ratio - <open_trade stakes>
+        """
+        val_tied_up = Trade.total_open_trades_stakes()
+
+        # Ensure <tradable_balance_ratio>% is used from the overall balance
+        # Otherwise we'd risk lowering stakes with each open trade.
+        # (tied up + current free) * ratio) - tied up
+        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
+                            self._config['tradable_balance_ratio']) - val_tied_up
+        return available_amount
+
+    def _calculate_unlimited_stake_amount(self, free_open_trades: int) -> float:
+        """
+        Calculate stake amount for "unlimited" stake amount
+        :return: 0 if max number of trades reached, else stake_amount to use.
+        """
+        if not free_open_trades:
+            return 0
+
+        available_amount = self._get_available_stake_amount()
+
+        return available_amount / free_open_trades
+
+    def _check_available_stake_amount(self, stake_amount: float) -> float:
+        """
+        Check if stake amount can be fulfilled with the available balance
+        for the stake currency
+        :return: float: Stake amount
+        """
+        available_amount = self._get_available_stake_amount()
+
+        if self._config['amend_last_stake_amount']:
+            # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
+            # Otherwise the remaining amount is too low to trade.
+            if available_amount > (stake_amount * self._config['last_stake_amount_min_ratio']):
+                stake_amount = min(stake_amount, available_amount)
+            else:
+                stake_amount = 0
+
+        if available_amount < stake_amount:
+            raise DependencyException(
+                f"Available balance ({available_amount} {self._config['stake_currency']}) is "
+                f"lower than stake amount ({stake_amount} {self._config['stake_currency']})"
+            )
+
+        return stake_amount
+
+    def get_trade_stake_amount(self, pair: str, free_open_trades: int, edge=None) -> float:
+        """
+        Calculate stake amount for the trade
+        :return: float: Stake amount
+        :raise: DependencyException if the available stake amount is too low
+        """
+        stake_amount: float
+        # Ensure wallets are uptodate.
+        self.update()
+
+        if edge:
+            stake_amount = edge.stake_amount(
+                pair,
+                self.get_free(self._config['stake_currency']),
+                self.get_total(self._config['stake_currency']),
+                Trade.total_open_trades_stakes()
+            )
+        else:
+            stake_amount = self._config['stake_amount']
+            if stake_amount == UNLIMITED_STAKE_AMOUNT:
+                stake_amount = self._calculate_unlimited_stake_amount(free_open_trades)
+
+        return self._check_available_stake_amount(stake_amount)

tests/test_freqtradebot.py

@@ -158,7 +158,8 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
 
     freqtrade = FreqtradeBot(default_conf)
 
-    result = freqtrade.get_trade_stake_amount('ETH/BTC')
+    result = freqtrade.wallets.get_trade_stake_amount(
+        'ETH/BTC', freqtrade.get_free_open_trades())
     assert result == default_conf['stake_amount']
 
 
@@ -194,12 +195,14 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
 
         if expected[i] is not None:
             limit_buy_order_open['id'] = str(i)
-            result = freqtrade.get_trade_stake_amount('ETH/BTC')
+            result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC',
+                                                              freqtrade.get_free_open_trades())
             assert pytest.approx(result) == expected[i]
             freqtrade.execute_buy('ETH/BTC', result)
         else:
             with pytest.raises(DependencyException):
-                freqtrade.get_trade_stake_amount('ETH/BTC')
+                freqtrade.wallets.get_trade_stake_amount('ETH/BTC',
+                                                         freqtrade.get_free_open_trades())
 
 
 def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
@@ -210,7 +213,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
     patch_get_signal(freqtrade)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.get_trade_stake_amount('ETH/BTC')
+        freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
 
 
 @pytest.mark.parametrize("balance_ratio,result1", [
@@ -239,25 +242,25 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     patch_get_signal(freqtrade)
 
     # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade.get_trade_stake_amount('ETH/BTC')
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades())
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
     freqtrade.execute_buy('ETH/BTC', result)
 
-    result = freqtrade.get_trade_stake_amount('LTC/BTC')
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/BTC', freqtrade.get_free_open_trades())
     assert result == result1
 
     # create 2 trades, order amount should be None
     freqtrade.execute_buy('LTC/BTC', result)
 
-    result = freqtrade.get_trade_stake_amount('XRP/BTC')
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/BTC', freqtrade.get_free_open_trades())
     assert result == 0
 
     # set max_open_trades = None, so do not trade
     conf['max_open_trades'] = 0
     freqtrade = FreqtradeBot(conf)
-    result = freqtrade.get_trade_stake_amount('NEO/BTC')
+    result = freqtrade.wallets.get_trade_stake_amount('NEO/BTC', freqtrade.get_free_open_trades())
     assert result == 0
 
 
@@ -283,8 +286,10 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     edge_conf['dry_run_wallet'] = 999.9
     freqtrade = FreqtradeBot(edge_conf)
 
-    assert freqtrade.get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
+    assert freqtrade.wallets.get_trade_stake_amount(
-    assert freqtrade.get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
+        'NEO/BTC', freqtrade.get_free_open_trades(), freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
+    assert freqtrade.wallets.get_trade_stake_amount(
+        'LTC/BTC', freqtrade.get_free_open_trades(), freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
 
 
 def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
@@ -500,7 +505,8 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
     patch_get_signal(freqtrade)
 
     assert not freqtrade.create_trade('ETH/BTC')
-    assert freqtrade.get_trade_stake_amount('ETH/BTC') == 0
+    assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.get_free_open_trades(),
+                                                    freqtrade.edge) == 0
 
 
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,

tests/test_integration.py

@@ -178,7 +178,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
 
     trades = Trade.query.all()
     assert len(trades) == 4
-    assert freqtrade.get_trade_stake_amount('XRP/BTC') == result1
+    assert freqtrade.wallets.get_trade_stake_amount(
+        'XRP/BTC', freqtrade.get_free_open_trades()) == result1
 
     rpc._rpc_forcebuy('TKN/BTC', None)
 
@@ -199,7 +200,8 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     # One trade sold
     assert len(trades) == 4
     # stake-amount should now be reduced, since one trade was sold at a loss.
-    assert freqtrade.get_trade_stake_amount('XRP/BTC') < result1
+    assert freqtrade.wallets.get_trade_stake_amount(
+        'XRP/BTC', freqtrade.get_free_open_trades()) < result1
     # Validate that balance of sold trade is not in dry-run balances anymore.
     bals2 = freqtrade.wallets.get_all_balances()
     assert bals != bals2