adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix

Browse Source
This commit is contained in:
Matthias Voppichler
2018-04-21 22:39:22 +02:00
parent 573b6b8e15 23e989d31f
commit a140748b5a
28 changed files with 254 additions and 406 deletions
Download Patch File Download Diff File Expand all files Collapse all files

59
freqtrade/freqtradebot.py
View File

@@ -4,6 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
import copy
import json
import logging
import time
import traceback
from datetime import datetime
@@ -13,16 +14,20 @@ import arrow
import requests
from cachetools import cached, TTLCache
from freqtrade import (DependencyException, OperationalException, exchange, persistence)
from freqtrade import (
DependencyException, OperationalException, exchange, persistence, __version__
)
from freqtrade.analyze import Analyze
from freqtrade.constants import Constants
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.logger import Logger
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.state import State
logger = logging.getLogger(__name__)
class FreqtradeBot(object):
"""
Freqtrade is the main class of the bot.
@@ -37,8 +42,10 @@ class FreqtradeBot(object):
:param db_url: database connector string for sqlalchemy (Optional)
"""
# Init the logger
self.logger = Logger(name=__name__, level=config.get('loglevel')).get_logger()
logger.info(
'Starting freqtrade %s',
__version__,
)
# Init bot states
self.state = State.STOPPED
@@ -81,7 +88,7 @@ class FreqtradeBot(object):
:return: None
"""
self.rpc.send_msg('*Status:* `Stopping trader...`')
self.logger.info('Stopping trader and cleaning up modules...')
logger.info('Stopping trader and cleaning up modules...')
self.state = State.STOPPED
self.rpc.cleanup()
persistence.cleanup()
@@ -97,7 +104,7 @@ class FreqtradeBot(object):
state = self.state
if state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower()))
self.logger.info('Changing state to: %s', state.name)
logger.info('Changing state to: %s', state.name)
if state == State.STOPPED:
time.sleep(1)
@@ -126,7 +133,7 @@ class FreqtradeBot(object):
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
self.logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
@@ -167,7 +174,7 @@ class FreqtradeBot(object):
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
self.logger.warning('%s, retrying in 30 seconds...', error)
logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(Constants.RETRY_TIMEOUT)
except OperationalException:
self.rpc.send_msg(
@@ -177,7 +184,7 @@ class FreqtradeBot(object):
hint='Issue `/start` if you think it is safe to restart.'
)
)
self.logger.exception('OperationalException. Stopping trader ...')
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
return state_changed
@@ -228,7 +235,7 @@ class FreqtradeBot(object):
# Market is not active
if not market['active']:
sanitized_whitelist.remove(pair)
self.logger.info(
logger.info(
'Ignoring %s from whitelist. Market is not active.',
pair
)
@@ -260,7 +267,7 @@ class FreqtradeBot(object):
stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval()
self.logger.info(
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount
)
@@ -275,7 +282,7 @@ class FreqtradeBot(object):
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
self.logger.debug('Ignoring %s in pair whitelist', trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise DependencyException('No currency pairs in whitelist')
@@ -343,10 +350,10 @@ class FreqtradeBot(object):
if self.create_trade():
return True
self.logger.info('Found no buy signals for whitelisted currencies. Trying again..')
logger.info('Found no buy signals for whitelisted currencies. Trying again..')
return False
except DependencyException as exception:
self.logger.warning('Unable to create trade: %s', exception)
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(self, trade: Trade) -> bool:
@@ -357,20 +364,20 @@ class FreqtradeBot(object):
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
self.logger.info('Found open order for %s', trade)
logger.info('Found open order for %s', trade)
order = exchange.get_order(trade.open_order_id, trade.pair)
# TODO: correct place here ??
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade)
if order['amount'] != new_amount:
self.logger.info("Updating amount for Trade {} from {} to {}".format(
logger.info("Updating amount for Trade {} from {} to {}".format(
trade, order['amount'], new_amount))
order['amount'] = new_amount
trade.fee_open = 0
except OperationalException as exception:
self.logger.warning("could not update trade amount: %s", exception)
logger.warning("could not update trade amount: %s", exception)
trade.update(order)
@@ -400,7 +407,7 @@ class FreqtradeBot(object):
fee_abs += trade["fee"]["cost"]
if amount != order.amount:
self.logger.warning("amount {} does not match amount {}".format(amount, order.amount))
logger.warning("amount {} does not match amount {}".format(amount, order.amount))
raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
return real_amount
@@ -412,16 +419,16 @@ class FreqtradeBot(object):
"""
if trade.is_open and trade.open_order_id is None:
# Trade is not open anymore
self.logger.warning("could not open trade amount - Trade is not open anymore")
logger.warning("could not open trade amount - Trade is not open anymore")
return False
try:
new_amount = self.get_real_amount(trade)
except OperationalException as exception:
self.logger.warning("could not update trade amount: %s", exception)
logger.warning("could not update trade amount: %s", exception)
return False
# updating amount
if trade.amount != new_amount:
self.logger.info("Updating amount for Trade {} from {} to {}".format(
logger.info("Updating amount for Trade {} from {} to {}".format(
trade, trade.amount, new_amount))
trade.amount = new_amount
trade.fee_open = 0 # Fee was applied - set to 0 for buy
@@ -436,7 +443,7 @@ class FreqtradeBot(object):
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
self.logger.debug('Handling %s ...', trade)
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
@@ -462,7 +469,7 @@ class FreqtradeBot(object):
try:
order = exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException:
self.logger.info(
logger.info(
'Cannot query order for %s due to %s',
trade,
traceback.format_exc())
@@ -492,7 +499,7 @@ class FreqtradeBot(object):
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
self.logger.info('Buy order timeout for %s.', trade)
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return True
@@ -502,7 +509,7 @@ class FreqtradeBot(object):
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
self.logger.info('Partial buy order timeout for %s.', trade)
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return False
@@ -523,7 +530,7 @@ class FreqtradeBot(object):
trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.logger.info('Sell order timeout for %s.', trade)
logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders