conflict resolved

This commit is contained in:
misagh
2018-12-04 20:28:07 +01:00
38 changed files with 1010 additions and 174 deletions

View File

@@ -54,6 +54,7 @@ class FreqtradeBot(object):
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = Exchange(self.config)
@@ -107,7 +108,7 @@ class FreqtradeBot(object):
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self._startup_messages()
self.rpc.startup_messages(self.config)
if state == State.STOPPED:
time.sleep(1)
@@ -121,38 +122,6 @@ class FreqtradeBot(object):
min_secs=min_secs)
return state
def _startup_messages(self) -> None:
if self.config.get('dry_run', False):
self.rpc.send_msg({
'type': RPCMessageType.WARNING_NOTIFICATION,
'status': 'Dry run is enabled. All trades are simulated.'
})
stake_currency = self.config['stake_currency']
stake_amount = self.config['stake_amount']
minimal_roi = self.config['minimal_roi']
ticker_interval = self.config['ticker_interval']
exchange_name = self.config['exchange']['name']
strategy_name = self.config.get('strategy', '')
self.rpc.send_msg({
'type': RPCMessageType.CUSTOM_NOTIFICATION,
'status': f'*Exchange:* `{exchange_name}`\n'
f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
f'*Minimum ROI:* `{minimal_roi}`\n'
f'*Ticker Interval:* `{ticker_interval}`\n'
f'*Strategy:* `{strategy_name}`'
})
if self.config.get('dynamic_whitelist', False):
top_pairs = 'top volume ' + str(self.config.get('dynamic_whitelist', 20))
specific_pairs = ''
else:
top_pairs = 'whitelisted'
specific_pairs = '\n' + ', '.join(self.config['exchange'].get('pair_whitelist', ''))
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
f'{specific_pairs}'
})
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
"""
Throttles the given callable that it
@@ -501,6 +470,7 @@ class FreqtradeBot(object):
'stake_currency': stake_currency,
'fiat_currency': fiat_currency
})
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade(
@@ -517,6 +487,7 @@ class FreqtradeBot(object):
strategy=self.strategy.get_strategy_name(),
ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
)
Trade.session.add(trade)
Trade.session.flush()
@@ -565,6 +536,12 @@ class FreqtradeBot(object):
trade.update(order)
if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open:
result = self.handle_stoploss_on_exchange(trade)
if result:
self.wallets.update()
return result
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
result = self.handle_trade(trade)
@@ -662,13 +639,54 @@ class FreqtradeBot(object):
return True
break
else:
logger.info('checking sell')
logger.debug('checking sell')
if self.check_sell(trade, sell_rate, buy, sell):
return True
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
logger.debug('Found no sell signal for %s.', trade)
return False
def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
"""
Check if trade is fulfilled in which case the stoploss
on exchange should be added immediately if stoploss on exchnage
is enabled.
"""
result = False
# If trade is open and the buy order is fulfilled but there is no stoploss,
# then we add a stoploss on exchange
if not trade.open_order_id and not trade.stoploss_order_id:
if self.edge:
stoploss = self.edge.stoploss(pair=trade.pair)
else:
stoploss = self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
# limit price should be less than stop price.
# 0.98 is arbitrary here.
limit_price = stop_price * 0.98
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
)['id']
trade.stoploss_order_id = str(stoploss_order_id)
# Or the trade open and there is already a stoploss on exchange.
# so we check if it is hit ...
elif trade.stoploss_order_id:
logger.debug('Handling stoploss on exchange %s ...', trade)
order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
if order['status'] == 'closed':
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
trade.update(order)
result = True
else:
result = False
return result
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
if self.edge:
stoploss = self.edge.stoploss(trade.pair)
@@ -793,6 +811,17 @@ class FreqtradeBot(object):
sell_type = 'sell'
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
sell_type = 'stoploss'
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if self.config.get('dry_run', False) and sell_type == 'stoploss' \
and self.strategy.order_types['stoploss_on_exchange']:
limit = trade.stop_loss
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
# Execute sell and update trade record
order_id = self.exchange.sell(pair=str(trade.pair),
ordertype=self.strategy.order_types[sell_type],