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

Merge branch 'freqtrade:develop' into develop

Browse Source
This commit is contained in:
Robert Roman
2021-09-26 02:57:02 -05:00
committed by GitHub
parent e1036d6f58 4c268847d4
commit a77ca22026
18 changed files with 187 additions and 59 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
freqtrade/constants.py
View File

@@ -113,7 +113,7 @@ CONF_SCHEMA = {
},
'tradable_balance_ratio': {
'type': 'number',
'minimum': 0.1,
'minimum': 0.0,
'maximum': 1,
'default': 0.99
},
@@ -287,6 +287,15 @@ CONF_SCHEMA = {
'enum': TELEGRAM_SETTING_OPTIONS,
'default': 'off'
},
'protection_trigger': {
'type': 'string',
'enum': TELEGRAM_SETTING_OPTIONS,
'default': 'off'
},
'protection_trigger_global': {
'type': 'string',
'enum': TELEGRAM_SETTING_OPTIONS,
},
}
},
'reload': {'type': 'boolean'},

2
freqtrade/enums/rpcmessagetype.py
View File

@@ -11,6 +11,8 @@ class RPCMessageType(Enum):
SELL = 'sell'
SELL_FILL = 'sell_fill'
SELL_CANCEL = 'sell_cancel'
PROTECTION_TRIGGER = 'protection_trigger'
PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
def __repr__(self):
return self.value

20
freqtrade/freqtradebot.py
View File

@@ -1217,7 +1217,7 @@ class FreqtradeBot(LoggingMixin):
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
'limit': profit_rate,
'limit': profit_rate or 0,
'order_type': order_type,
'amount': trade.amount,
'open_rate': trade.open_rate,
@@ -1226,7 +1226,7 @@ class FreqtradeBot(LoggingMixin):
'profit_ratio': profit_ratio,
'sell_reason': trade.sell_reason,
'open_date': trade.open_date,
'close_date': trade.close_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
'stake_currency': self.config['stake_currency'],
'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason,
@@ -1292,8 +1292,7 @@ class FreqtradeBot(LoggingMixin):
if not trade.is_open:
if not stoploss_order and not trade.open_order_id:
self._notify_exit(trade, '', True)
self.protections.stop_per_pair(trade.pair)
self.protections.global_stop()
self.handle_protections(trade.pair)
self.wallets.update()
elif not trade.open_order_id:
# Buy fill
@@ -1301,6 +1300,19 @@ class FreqtradeBot(LoggingMixin):
return False
def handle_protections(self, pair: str) -> None:
prot_trig = self.protections.stop_per_pair(pair)
if prot_trig:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
msg.update(prot_trig.to_json())
self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop()
if prot_trig_glb:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
msg.update(prot_trig_glb.to_json())
self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
amount: float, fee_abs: float) -> float:
"""

4
freqtrade/persistence/pairlock_middleware.py
View File

@@ -30,7 +30,8 @@ class PairLocks():
PairLocks.locks = []
@staticmethod
def lock_pair(pair: str, until: datetime, reason: str = None, *, now: datetime = None) -> None:
def lock_pair(pair: str, until: datetime, reason: str = None, *,
now: datetime = None) -> PairLock:
"""
Create PairLock from now to "until".
Uses database by default, unless PairLocks.use_db is set to False,
@@ -52,6 +53,7 @@ class PairLocks():
PairLock.query.session.commit()
else:
PairLocks.locks.append(lock)
return lock
@staticmethod
def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:

23
freqtrade/plugins/protectionmanager.py
View File

@@ -6,6 +6,7 @@ from datetime import datetime, timezone
from typing import Dict, List, Optional
from freqtrade.persistence import PairLocks
from freqtrade.persistence.models import PairLock
from freqtrade.plugins.protections import IProtection
from freqtrade.resolvers import ProtectionResolver
@@ -43,30 +44,28 @@ class ProtectionManager():
"""
return [{p.name: p.short_desc()} for p in self._protection_handlers]
def global_stop(self, now: Optional[datetime] = None) -> bool:
def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]:
if not now:
now = datetime.now(timezone.utc)
result = False
result = None
for protection_handler in self._protection_handlers:
if protection_handler.has_global_stop:
result, until, reason = protection_handler.global_stop(now)
lock, until, reason = protection_handler.global_stop(now)
# Early stopping - first positive result blocks further trades
if result and until:
if lock and until:
if not PairLocks.is_global_lock(until):
PairLocks.lock_pair('*', until, reason, now=now)
result = True
result = PairLocks.lock_pair('*', until, reason, now=now)
return result
def stop_per_pair(self, pair, now: Optional[datetime] = None) -> bool:
def stop_per_pair(self, pair, now: Optional[datetime] = None) -> Optional[PairLock]:
if not now:
now = datetime.now(timezone.utc)
result = False
result = None
for protection_handler in self._protection_handlers:
if protection_handler.has_local_stop:
result, until, reason = protection_handler.stop_per_pair(pair, now)
if result and until:
lock, until, reason = protection_handler.stop_per_pair(pair, now)
if lock and until:
if not PairLocks.is_pair_locked(pair, until):
PairLocks.lock_pair(pair, until, reason, now=now)
result = True
result = PairLocks.lock_pair(pair, until, reason, now=now)
return result

76
freqtrade/rpc/telegram.py
View File

@@ -260,6 +260,50 @@ class Telegram(RPCHandler):
return message
def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
if msg_type == RPCMessageType.BUY:
message = self._format_buy_msg(msg)
elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell'
message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling open {message_side} Order for {pair} (#{trade_id}). "
"Reason: {reason}.".format(**msg))
elif msg_type == RPCMessageType.BUY_FILL:
message = ("\N{LARGE CIRCLE} *{exchange}:* "
"Buy order for {pair} (#{trade_id}) filled "
"for {open_rate}.".format(**msg))
elif msg_type == RPCMessageType.SELL_FILL:
message = ("\N{LARGE CIRCLE} *{exchange}:* "
"Sell order for {pair} (#{trade_id}) filled "
"for {close_rate}.".format(**msg))
elif msg_type == RPCMessageType.SELL:
message = self._format_sell_msg(msg)
elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
message = (
"*Protection* triggered due to {reason}. "
"`{pair}` will be locked until `{lock_end_time}`."
).format(**msg)
elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
message = (
"*Protection* triggered due to {reason}. "
"*All pairs* will be locked until `{lock_end_time}`."
).format(**msg)
elif msg_type == RPCMessageType.STATUS:
message = '*Status:* `{status}`'.format(**msg)
elif msg_type == RPCMessageType.WARNING:
message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
elif msg_type == RPCMessageType.STARTUP:
message = '{status}'.format(**msg)
else:
raise NotImplementedError('Unknown message type: {}'.format(msg_type))
return message
def send_msg(self, msg: Dict[str, Any]) -> None:
""" Send a message to telegram channel """
@@ -284,37 +328,7 @@ class Telegram(RPCHandler):
# Notification disabled
return
if msg_type == RPCMessageType.BUY:
message = self._format_buy_msg(msg)
elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell'
message = ("\N{WARNING SIGN} *{exchange}:* "
"Cancelling open {message_side} Order for {pair} (#{trade_id}). "
"Reason: {reason}.".format(**msg))
elif msg_type == RPCMessageType.BUY_FILL:
message = ("\N{LARGE CIRCLE} *{exchange}:* "
"Buy order for {pair} (#{trade_id}) filled "
"for {open_rate}.".format(**msg))
elif msg_type == RPCMessageType.SELL_FILL:
message = ("\N{LARGE CIRCLE} *{exchange}:* "
"Sell order for {pair} (#{trade_id}) filled "
"for {close_rate}.".format(**msg))
elif msg_type == RPCMessageType.SELL:
message = self._format_sell_msg(msg)
elif msg_type == RPCMessageType.STATUS:
message = '*Status:* `{status}`'.format(**msg)
elif msg_type == RPCMessageType.WARNING:
message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
elif msg_type == RPCMessageType.STARTUP:
message = '{status}'.format(**msg)
else:
raise NotImplementedError('Unknown message type: {}'.format(msg_type))
message = self.compose_message(msg, msg_type)
self._send_msg(message, disable_notification=(noti == 'silent'))