Merge pull request #1337 from mishaker/wallet

Wallet data structure added. it is initialized on boot then updated right after any trade happens on the exchange.

freqtrade/freqtradebot.py

@@ -17,6 +17,7 @@ from cachetools import TTLCache, cached
 from freqtrade import (DependencyException, OperationalException,
                        TemporaryError, __version__, constants, persistence)
 from freqtrade.exchange import Exchange
+from freqtrade.wallets import Wallets
 from freqtrade.edge import Edge
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
@@ -56,6 +57,7 @@ class FreqtradeBot(object):
         self.rpc: RPCManager = RPCManager(self)
         self.persistence = None
         self.exchange = Exchange(self.config)
+        self.wallets = Wallets(self.exchange)
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
@@ -335,7 +337,9 @@ class FreqtradeBot(object):
         else:
             stake_amount = self.config['stake_amount']
 
+        # TODO: should come from the wallet
         avaliable_amount = self.exchange.get_balance(self.config['stake_currency'])
+        # avaliable_amount = self.wallets.wallets[self.config['stake_currency']].free
 
         if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
             open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
@@ -503,6 +507,10 @@ class FreqtradeBot(object):
         )
         Trade.session.add(trade)
         Trade.session.flush()
+
+        # Updating wallets
+        self.wallets.update()
+
         return True
 
     def process_maybe_execute_buy(self) -> bool:
@@ -547,7 +555,14 @@ class FreqtradeBot(object):
 
             if trade.is_open and trade.open_order_id is None:
                 # Check if we can sell our current pair
-                return self.handle_trade(trade)
+                result = self.handle_trade(trade)
+
+                # Updating wallets if any trade occured
+                if result:
+                    self.wallets.update()
+
+                return result
+
         except DependencyException as exception:
             logger.warning('Unable to sell trade: %s', exception)
         return False
@@ -686,14 +701,17 @@ class FreqtradeBot(object):
 
             # Check if trade is still actually open
             if int(order['remaining']) == 0:
+                self.wallets.update()
                 continue
 
             # Check if trade is still actually open
             if order['status'] == 'open':
                 if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
                     self.handle_timedout_limit_buy(trade, order)
+                    self.wallets.update()
                 elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
                     self.handle_timedout_limit_sell(trade, order)
+                    self.wallets.update()
 
     # FIX: 20180110, why is cancel.order unconditionally here, whereas
     #                it is conditionally called in the

freqtrade/tests/test_wallets.py

@@ -0,0 +1,84 @@
+# pragma pylint: disable=missing-docstring
+from freqtrade.tests.conftest import get_patched_freqtradebot
+from unittest.mock import MagicMock
+
+
+def test_sync_wallet_at_boot(mocker, default_conf):
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.0,
+                "used": 2.0,
+                "total": 3.0
+            },
+            "GAS": {
+                "free": 0.260739,
+                "used": 0.0,
+                "total": 0.260739
+            },
+        })
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert len(freqtrade.wallets.wallets) == 2
+    assert freqtrade.wallets.wallets['BNT'].free == 1.0
+    assert freqtrade.wallets.wallets['BNT'].used == 2.0
+    assert freqtrade.wallets.wallets['BNT'].total == 3.0
+    assert freqtrade.wallets.wallets['GAS'].free == 0.260739
+    assert freqtrade.wallets.wallets['GAS'].used == 0.0
+    assert freqtrade.wallets.wallets['GAS'].total == 0.260739
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.2,
+                "used": 1.9,
+                "total": 3.5
+            },
+            "GAS": {
+                "free": 0.270739,
+                "used": 0.1,
+                "total": 0.260439
+            },
+        })
+    )
+
+    freqtrade.wallets.update()
+
+    assert len(freqtrade.wallets.wallets) == 2
+    assert freqtrade.wallets.wallets['BNT'].free == 1.2
+    assert freqtrade.wallets.wallets['BNT'].used == 1.9
+    assert freqtrade.wallets.wallets['BNT'].total == 3.5
+    assert freqtrade.wallets.wallets['GAS'].free == 0.270739
+    assert freqtrade.wallets.wallets['GAS'].used == 0.1
+    assert freqtrade.wallets.wallets['GAS'].total == 0.260439
+
+
+def test_sync_wallet_missing_data(mocker, default_conf):
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.0,
+                "used": 2.0,
+                "total": 3.0
+            },
+            "GAS": {
+                "free": 0.260739,
+                "total": 0.260739
+            },
+        })
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert len(freqtrade.wallets.wallets) == 2
+    assert freqtrade.wallets.wallets['BNT'].free == 1.0
+    assert freqtrade.wallets.wallets['BNT'].used == 2.0
+    assert freqtrade.wallets.wallets['BNT'].total == 3.0
+    assert freqtrade.wallets.wallets['GAS'].free == 0.260739
+    assert freqtrade.wallets.wallets['GAS'].used is None
+    assert freqtrade.wallets.wallets['GAS'].total == 0.260739

freqtrade/wallets.py

@@ -0,0 +1,44 @@
+# pragma pylint: disable=W0603
+""" Wallet """
+import logging
+from typing import Dict, Any, NamedTuple
+from collections import namedtuple
+from freqtrade.exchange import Exchange
+
+logger = logging.getLogger(__name__)
+
+
+class Wallet(NamedTuple):
+    exchange: str
+    currency: str
+    free: float = 0
+    used: float = 0
+    total: float = 0
+
+
+class Wallets(object):
+
+    # wallet data structure
+    wallet = namedtuple(
+        'wallet',
+        ['exchange', 'currency', 'free', 'used', 'total']
+    )
+
+    def __init__(self, exchange: Exchange) -> None:
+        self.exchange = exchange
+        self.wallets: Dict[str, Any] = {}
+        self.update()
+
+    def update(self) -> None:
+        balances = self.exchange.get_balances()
+
+        for currency in balances:
+            self.wallets[currency] = Wallet(
+                self.exchange.id,
+                currency,
+                balances[currency].get('free', None),
+                balances[currency].get('used', None),
+                balances[currency].get('total', None)
+            )
+
+        logger.info('Wallets synced ...')