implement support for concurrent open trades
This commit is contained in:
gcarq
parent
3fa8aae66d
commit
d572b7bdbe
60
main.py
60
main.py
@ -24,7 +24,6 @@ __license__ = "custom"
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__version__ = "0.5.1"
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conf = get_conf()
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api_wrapper = get_exchange_api(conf)
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@ -79,33 +78,35 @@ class TradeThread(threading.Thread):
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:return: None
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"""
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# Query trades from persistence layer
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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if not trade:
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if len(trades) < conf['max_open_trades']:
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# Create entity and execute trade
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Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
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return
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try:
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Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
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except ValueError:
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logger.exception('ValueError during trade creation')
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for trade in trades:
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# Check if there is already an open order for this trade
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orders = api_wrapper.get_open_orders(trade.pair)
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orders = [o for o in orders if o['id'] == trade.open_order_id]
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if orders:
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msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
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.format(round(orders[0]['amount'], 8),
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round(orders[0]['remaining'], 8),
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orders[0]['type'],
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orders[0]['id'])
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logger.info(msg)
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continue
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# Check if there is already an open order for this trade
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orders = api_wrapper.get_open_orders(trade.pair)
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orders = [o for o in orders if o['id'] == trade.open_order_id]
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if orders:
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msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
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.format(round(orders[0]['amount'], 8),
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round(orders[0]['remaining'], 8),
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orders[0]['type'],
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orders[0]['id'])
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logger.info(msg)
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return
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# Update state
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trade.open_order_id = None
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# Check if this trade can be marked as closed
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if close_trade_if_fulfilled(trade):
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logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
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continue
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# Update state
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trade.open_order_id = None
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# Check if this trade can be marked as closed
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if close_trade_if_fulfilled(trade):
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logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
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return
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# Check if we can sell our current pair
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handle_trade(trade)
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# Check if we can sell our current pair
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handle_trade(trade)
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# Initial stopped TradeThread instance
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_instance = TradeThread()
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@ -178,16 +179,21 @@ def create_trade(stake_amount: float, exchange):
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:param stake_amount: amount of btc to spend
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:param exchange: exchange to use
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"""
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logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
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whitelist = conf[exchange.name.lower()]['pair_whitelist']
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# Check if btc_amount is fulfilled
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if api_wrapper.get_balance('BTC') < stake_amount:
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raise ValueError('BTC amount is not fulfilled')
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# Remove latest trade pair from whitelist
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latest_trade = Trade.query.order_by(Trade.id.desc()).first()
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# Remove currently opened and latest pairs from whitelist
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latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
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open_trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if latest_trade and latest_trade.pair in whitelist:
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whitelist.remove(latest_trade.pair)
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logger.debug('Ignoring {} in pair whitelist'.format(latest_trade.pair))
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for trade in open_trades:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
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if not whitelist:
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raise ValueError('No pair in whitelist')
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@ -54,19 +54,21 @@ class TelegramHandler(object):
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:return: None
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"""
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# Fetch open trade
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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from main import get_instance
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if not get_instance().is_alive():
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message = '*Status:* `trader stopped`'
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elif not trade:
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message = '*Status:* `no active order`'
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TelegramHandler.send_msg('*Status:* `trader stopped`', bot=bot)
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elif not trades:
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TelegramHandler.send_msg('*Status:* `no active order`', bot=bot)
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else:
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# calculate profit and send message to user
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current_rate = api_wrapper.get_ticker(trade.pair)['bid']
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current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
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open_orders = api_wrapper.get_open_orders(trade.pair)
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order = open_orders[0] if open_orders else None
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message = """
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for trade in trades:
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# calculate profit and send message to user
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current_rate = api_wrapper.get_ticker(trade.pair)['bid']
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current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
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orders = api_wrapper.get_open_orders(trade.pair)
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orders = [o for o in orders if o['id'] == trade.open_order_id]
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order = orders[0] if orders else None
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message = """
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*Current Pair:* [{pair}](https://bittrex.com/Market/Index?MarketName={pair})
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*Open Since:* `{date}`
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*Amount:* `{amount}`
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@ -76,18 +78,18 @@ class TelegramHandler(object):
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*Close Profit:* `{close_profit}`
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*Current Profit:* `{current_profit}%`
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*Open Order:* `{open_order}`
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""".format(
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pair=trade.pair.replace('_', '-'),
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date=arrow.get(trade.open_date).humanize(),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit='{}%'.format(round(trade.close_profit, 2)) if trade.close_profit else None,
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current_profit=round(current_profit, 2),
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open_order='{} ({})'.format(order['remaining'], order['type']) if order else None,
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)
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TelegramHandler.send_msg(message, bot=bot)
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""".format(
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pair=trade.pair.replace('_', '-'),
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date=arrow.get(trade.open_date).humanize(),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit='{}%'.format(round(trade.close_profit, 2)) if trade.close_profit else None,
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current_profit=round(current_profit, 2),
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open_order='{} ({})'.format(order['remaining'], order['type']) if order else None,
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)
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TelegramHandler.send_msg(message, bot=bot)
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@staticmethod
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@authorized_only
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@ -167,6 +169,10 @@ class TelegramHandler(object):
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:param update: message update
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:return: None
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"""
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# TODO: make compatible with max_open_orders
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TelegramHandler.send_msg('`Currently not implemented`')
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return
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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if not trade:
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TelegramHandler.send_msg('`There is no open trade`')
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2
utils.py
2
utils.py
@ -28,6 +28,8 @@ def validate_conf(conf):
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:param conf: config as dict
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:return: None, raises ValueError if something is wrong
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"""
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if not isinstance(conf.get('max_open_trades'), int):
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raise ValueError('max_open_trades must be a int')
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if not isinstance(conf.get('stake_amount'), float):
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raise ValueError('stake_amount must be a float')
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if not isinstance(conf.get('dry_run'), bool):
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