implement support for concurrent open trades

main.py

@@ -24,7 +24,6 @@ __license__ = "custom"
 __version__ = "0.5.1"
 
 
-
 conf = get_conf()
 api_wrapper = get_exchange_api(conf)
 
@@ -79,12 +78,14 @@ class TradeThread(threading.Thread):
         :return: None
         """
         # Query trades from persistence layer
-        trade = Trade.query.filter(Trade.is_open.is_(True)).first()
-        if not trade:
+        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
+        if len(trades) < conf['max_open_trades']:
             # Create entity and execute trade
+            try:
                 Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
-            return
-
+            except ValueError:
+                logger.exception('ValueError during trade creation')
+        for trade in trades:
             # Check if there is already an open order for this trade
             orders = api_wrapper.get_open_orders(trade.pair)
             orders = [o for o in orders if o['id'] == trade.open_order_id]
@@ -95,14 +96,14 @@ class TradeThread(threading.Thread):
                             orders[0]['type'],
                             orders[0]['id'])
                 logger.info(msg)
-            return
+                continue
 
             # Update state
             trade.open_order_id = None
             # Check if this trade can be marked as closed
             if close_trade_if_fulfilled(trade):
                 logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
-            return
+                continue
 
             # Check if we can sell our current pair
             handle_trade(trade)
@@ -178,16 +179,21 @@ def create_trade(stake_amount: float, exchange):
     :param stake_amount: amount of btc to spend
     :param exchange: exchange to use
     """
+    logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
     whitelist = conf[exchange.name.lower()]['pair_whitelist']
     # Check if btc_amount is fulfilled
     if api_wrapper.get_balance('BTC') < stake_amount:
         raise ValueError('BTC amount is not fulfilled')
 
-    # Remove latest trade pair from whitelist
-    latest_trade = Trade.query.order_by(Trade.id.desc()).first()
+    # Remove currently opened and latest pairs from whitelist
+    latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
+    open_trades = Trade.query.filter(Trade.is_open.is_(True)).all()
     if latest_trade and latest_trade.pair in whitelist:
         whitelist.remove(latest_trade.pair)
         logger.debug('Ignoring {} in pair whitelist'.format(latest_trade.pair))
+    for trade in open_trades:
+        whitelist.remove(trade.pair)
+        logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
     if not whitelist:
         raise ValueError('No pair in whitelist')
 

rpc/telegram.py

@@ -54,18 +54,20 @@ class TelegramHandler(object):
         :return: None
         """
         # Fetch open trade
-        trade = Trade.query.filter(Trade.is_open.is_(True)).first()
+        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
         from main import get_instance
         if not get_instance().is_alive():
-            message = '*Status:* `trader stopped`'
-        elif not trade:
-            message = '*Status:* `no active order`'
+            TelegramHandler.send_msg('*Status:* `trader stopped`', bot=bot)
+        elif not trades:
+            TelegramHandler.send_msg('*Status:* `no active order`', bot=bot)
         else:
+            for trade in trades:
                 # calculate profit and send message to user
                 current_rate = api_wrapper.get_ticker(trade.pair)['bid']
                 current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
-            open_orders = api_wrapper.get_open_orders(trade.pair)
-            order = open_orders[0] if open_orders else None
+                orders = api_wrapper.get_open_orders(trade.pair)
+                orders = [o for o in orders if o['id'] == trade.open_order_id]
+                order = orders[0] if orders else None
                 message = """
 *Current Pair:* [{pair}](https://bittrex.com/Market/Index?MarketName={pair})
 *Open Since:* `{date}`
@@ -167,6 +169,10 @@ class TelegramHandler(object):
         :param update: message update
         :return: None
         """
+        # TODO: make compatible with max_open_orders
+        TelegramHandler.send_msg('`Currently not implemented`')
+        return
+
         trade = Trade.query.filter(Trade.is_open.is_(True)).first()
         if not trade:
             TelegramHandler.send_msg('`There is no open trade`')

utils.py

@@ -28,6 +28,8 @@ def validate_conf(conf):
     :param conf: config as dict
     :return: None, raises ValueError if something is wrong
     """
+    if not isinstance(conf.get('max_open_trades'), int):
+        raise ValueError('max_open_trades must be a int')
     if not isinstance(conf.get('stake_amount'), float):
         raise ValueError('stake_amount  must be a float')
     if not isinstance(conf.get('dry_run'), bool):