Merge pull request #8379 from xmatthias/type_sendmsg

Type sendmsg
This commit is contained in:
Matthias 2023-03-26 14:09:01 +02:00 committed by GitHub
commit d97500581d
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
9 changed files with 172 additions and 26 deletions

View File

@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_seconds
from freqtrade.exchange.types import OrderBook from freqtrade.exchange.types import OrderBook
from freqtrade.misc import append_candles_to_dataframe from freqtrade.misc import append_candles_to_dataframe
from freqtrade.rpc import RPCManager from freqtrade.rpc import RPCManager
from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
from freqtrade.util import PeriodicCache from freqtrade.util import PeriodicCache
@ -118,8 +119,7 @@ class DataProvider:
:param new_candle: This is a new candle :param new_candle: This is a new candle
""" """
if self.__rpc: if self.__rpc:
self.__rpc.send_msg( msg: RPCAnalyzedDFMsg = {
{
'type': RPCMessageType.ANALYZED_DF, 'type': RPCMessageType.ANALYZED_DF,
'data': { 'data': {
'key': pair_key, 'key': pair_key,
@ -127,7 +127,7 @@ class DataProvider:
'la': datetime.now(timezone.utc) 'la': datetime.now(timezone.utc)
} }
} }
) self.__rpc.send_msg(msg)
if new_candle: if new_candle:
self.__rpc.send_msg({ self.__rpc.send_msg({
'type': RPCMessageType.NEW_CANDLE, 'type': RPCMessageType.NEW_CANDLE,

View File

@ -30,6 +30,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.rpc import RPCManager from freqtrade.rpc import RPCManager
from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
RPCSellMsg)
from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.util import FtPrecise from freqtrade.util import FtPrecise
@ -948,7 +950,6 @@ class FreqtradeBot(LoggingMixin):
""" """
Sends rpc notification when a entry order occurred. Sends rpc notification when a entry order occurred.
""" """
msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
open_rate = order.safe_price open_rate = order.safe_price
if open_rate is None: if open_rate is None:
@ -959,9 +960,9 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate( current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False) trade.pair, side='entry', is_short=trade.is_short, refresh=False)
msg = { msg: RPCBuyMsg = {
'trade_id': trade.id, 'trade_id': trade.id,
'type': msg_type, 'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
'buy_tag': trade.enter_tag, 'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag, 'enter_tag': trade.enter_tag,
'exchange': trade.exchange.capitalize(), 'exchange': trade.exchange.capitalize(),
@ -973,6 +974,7 @@ class FreqtradeBot(LoggingMixin):
'order_type': order_type, 'order_type': order_type,
'stake_amount': trade.stake_amount, 'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'], 'stake_currency': self.config['stake_currency'],
'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None), 'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount), 'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
'open_date': trade.open_date or datetime.utcnow(), 'open_date': trade.open_date or datetime.utcnow(),
@ -991,7 +993,7 @@ class FreqtradeBot(LoggingMixin):
current_rate = self.exchange.get_rate( current_rate = self.exchange.get_rate(
trade.pair, side='entry', is_short=trade.is_short, refresh=False) trade.pair, side='entry', is_short=trade.is_short, refresh=False)
msg = { msg: RPCCancelMsg = {
'trade_id': trade.id, 'trade_id': trade.id,
'type': RPCMessageType.ENTRY_CANCEL, 'type': RPCMessageType.ENTRY_CANCEL,
'buy_tag': trade.enter_tag, 'buy_tag': trade.enter_tag,
@ -1003,7 +1005,9 @@ class FreqtradeBot(LoggingMixin):
'limit': trade.open_rate, 'limit': trade.open_rate,
'order_type': order_type, 'order_type': order_type,
'stake_amount': trade.stake_amount, 'stake_amount': trade.stake_amount,
'open_rate': trade.open_rate,
'stake_currency': self.config['stake_currency'], 'stake_currency': self.config['stake_currency'],
'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None), 'fiat_currency': self.config.get('fiat_display_currency', None),
'amount': trade.amount, 'amount': trade.amount,
'open_date': trade.open_date, 'open_date': trade.open_date,
@ -1663,7 +1667,7 @@ class FreqtradeBot(LoggingMixin):
amount = trade.amount amount = trade.amount
gain = "profit" if profit_ratio > 0 else "loss" gain = "profit" if profit_ratio > 0 else "loss"
msg = { msg: RPCSellMsg = {
'type': (RPCMessageType.EXIT_FILL if fill 'type': (RPCMessageType.EXIT_FILL if fill
else RPCMessageType.EXIT), else RPCMessageType.EXIT),
'trade_id': trade.id, 'trade_id': trade.id,
@ -1689,6 +1693,7 @@ class FreqtradeBot(LoggingMixin):
'close_date': trade.close_date or datetime.utcnow(), 'close_date': trade.close_date or datetime.utcnow(),
'stake_amount': trade.stake_amount, 'stake_amount': trade.stake_amount,
'stake_currency': self.config['stake_currency'], 'stake_currency': self.config['stake_currency'],
'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency'), 'fiat_currency': self.config.get('fiat_display_currency'),
'sub_trade': sub_trade, 'sub_trade': sub_trade,
'cumulative_profit': trade.realized_profit, 'cumulative_profit': trade.realized_profit,
@ -1719,7 +1724,7 @@ class FreqtradeBot(LoggingMixin):
profit_ratio = trade.calc_profit_ratio(profit_rate) profit_ratio = trade.calc_profit_ratio(profit_rate)
gain = "profit" if profit_ratio > 0 else "loss" gain = "profit" if profit_ratio > 0 else "loss"
msg = { msg: RPCSellCancelMsg = {
'type': RPCMessageType.EXIT_CANCEL, 'type': RPCMessageType.EXIT_CANCEL,
'trade_id': trade.id, 'trade_id': trade.id,
'exchange': trade.exchange.capitalize(), 'exchange': trade.exchange.capitalize(),
@ -1741,6 +1746,7 @@ class FreqtradeBot(LoggingMixin):
'open_date': trade.open_date, 'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc), 'close_date': trade.close_date or datetime.now(timezone.utc),
'stake_currency': self.config['stake_currency'], 'stake_currency': self.config['stake_currency'],
'base_currency': self.exchange.get_pair_base_currency(trade.pair),
'fiat_currency': self.config.get('fiat_display_currency', None), 'fiat_currency': self.config.get('fiat_display_currency', None),
'reason': reason, 'reason': reason,
'sub_trade': sub_trade, 'sub_trade': sub_trade,
@ -1848,14 +1854,20 @@ class FreqtradeBot(LoggingMixin):
self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock') self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
prot_trig = self.protections.stop_per_pair(pair, side=side) prot_trig = self.protections.stop_per_pair(pair, side=side)
if prot_trig: if prot_trig:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER, } msg: RPCProtectionMsg = {
msg.update(prot_trig.to_json()) 'type': RPCMessageType.PROTECTION_TRIGGER,
'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
**prot_trig.to_json() # type: ignore
}
self.rpc.send_msg(msg) self.rpc.send_msg(msg)
prot_trig_glb = self.protections.global_stop(side=side) prot_trig_glb = self.protections.global_stop(side=side)
if prot_trig_glb: if prot_trig_glb:
msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, } msg = {
msg.update(prot_trig_glb.to_json()) 'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
**prot_trig_glb.to_json() # type: ignore
}
self.rpc.send_msg(msg) self.rpc.send_msg(msg)
def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,

View File

@ -13,6 +13,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
from freqtrade.rpc.api_server.ws.message_stream import MessageStream from freqtrade.rpc.api_server.ws.message_stream import MessageStream
from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -108,7 +109,7 @@ class ApiServer(RPCHandler):
cls._has_rpc = False cls._has_rpc = False
cls._rpc = None cls._rpc = None
def send_msg(self, msg: Dict[str, Any]) -> None: def send_msg(self, msg: RPCSendMsg) -> None:
""" """
Publish the message to the message stream Publish the message to the message stream
""" """

View File

@ -30,6 +30,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.persistence.models import PairLock from freqtrade.persistence.models import PairLock
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.rpc.rpc_types import RPCSendMsg
from freqtrade.wallets import PositionWallet, Wallet from freqtrade.wallets import PositionWallet, Wallet
@ -79,7 +80,7 @@ class RPCHandler:
""" Cleanup pending module resources """ """ Cleanup pending module resources """
@abstractmethod @abstractmethod
def send_msg(self, msg: Dict[str, str]) -> None: def send_msg(self, msg: RPCSendMsg) -> None:
""" Sends a message to all registered rpc modules """ """ Sends a message to all registered rpc modules """

View File

@ -3,11 +3,12 @@ This module contains class to manage RPC communications (Telegram, API, ...)
""" """
import logging import logging
from collections import deque from collections import deque
from typing import Any, Dict, List from typing import List
from freqtrade.constants import Config from freqtrade.constants import Config
from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
from freqtrade.rpc import RPC, RPCHandler from freqtrade.rpc import RPC, RPCHandler
from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -58,7 +59,7 @@ class RPCManager:
mod.cleanup() mod.cleanup()
del mod del mod
def send_msg(self, msg: Dict[str, Any]) -> None: def send_msg(self, msg: RPCSendMsg) -> None:
""" """
Send given message to all registered rpc modules. Send given message to all registered rpc modules.
A message consists of one or more key value pairs of strings. A message consists of one or more key value pairs of strings.
@ -69,10 +70,6 @@ class RPCManager:
""" """
if msg.get('type') not in NO_ECHO_MESSAGES: if msg.get('type') not in NO_ECHO_MESSAGES:
logger.info('Sending rpc message: %s', msg) logger.info('Sending rpc message: %s', msg)
if 'pair' in msg:
msg.update({
'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
})
for mod in self.registered_modules: for mod in self.registered_modules:
logger.debug('Forwarding message to rpc.%s', mod.name) logger.debug('Forwarding message to rpc.%s', mod.name)
try: try:

128
freqtrade/rpc/rpc_types.py Normal file
View File

@ -0,0 +1,128 @@
from datetime import datetime
from typing import Any, List, Literal, Optional, TypedDict, Union
from freqtrade.constants import PairWithTimeframe
from freqtrade.enums import RPCMessageType
class RPCSendMsgBase(TypedDict):
pass
# ty1pe: Literal[RPCMessageType]
class RPCStatusMsg(RPCSendMsgBase):
"""Used for Status, Startup and Warning messages"""
type: Literal[RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING]
status: str
class RPCStrategyMsg(RPCSendMsgBase):
"""Used for Status, Startup and Warning messages"""
type: Literal[RPCMessageType.STRATEGY_MSG]
msg: str
class RPCProtectionMsg(RPCSendMsgBase):
type: Literal[RPCMessageType.PROTECTION_TRIGGER, RPCMessageType.PROTECTION_TRIGGER_GLOBAL]
id: int
pair: str
base_currency: Optional[str]
lock_time: str
lock_timestamp: int
lock_end_time: str
lock_end_timestamp: int
reason: str
side: str
active: bool
class RPCWhitelistMsg(RPCSendMsgBase):
type: Literal[RPCMessageType.WHITELIST]
data: List[str]
class __RPCBuyMsgBase(RPCSendMsgBase):
trade_id: int
buy_tag: Optional[str]
enter_tag: Optional[str]
exchange: str
pair: str
base_currency: str
leverage: Optional[float]
direction: str
limit: float
open_rate: float
order_type: Optional[str] # TODO: why optional??
stake_amount: float
stake_currency: str
fiat_currency: Optional[str]
amount: float
open_date: datetime
current_rate: Optional[float]
sub_trade: bool
class RPCBuyMsg(__RPCBuyMsgBase):
type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]
class RPCCancelMsg(__RPCBuyMsgBase):
type: Literal[RPCMessageType.ENTRY_CANCEL]
reason: str
class RPCSellMsg(__RPCBuyMsgBase):
type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
cumulative_profit: float
gain: str # Literal["profit", "loss"]
close_rate: float
profit_amount: float
profit_ratio: float
sell_reason: Optional[str]
exit_reason: Optional[str]
close_date: datetime
# current_rate: Optional[float]
order_rate: Optional[float]
class RPCSellCancelMsg(__RPCBuyMsgBase):
type: Literal[RPCMessageType.EXIT_CANCEL]
reason: str
gain: str # Literal["profit", "loss"]
profit_amount: float
profit_ratio: float
sell_reason: Optional[str]
exit_reason: Optional[str]
close_date: datetime
class _AnalyzedDFData(TypedDict):
key: PairWithTimeframe
df: Any
la: datetime
class RPCAnalyzedDFMsg(RPCSendMsgBase):
"""New Analyzed dataframe message"""
type: Literal[RPCMessageType.ANALYZED_DF]
data: _AnalyzedDFData
class RPCNewCandleMsg(RPCSendMsgBase):
"""New candle ping message, issued once per new candle/pair"""
type: Literal[RPCMessageType.NEW_CANDLE]
data: PairWithTimeframe
RPCSendMsg = Union[
RPCStatusMsg,
RPCStrategyMsg,
RPCProtectionMsg,
RPCWhitelistMsg,
RPCBuyMsg,
RPCCancelMsg,
RPCSellMsg,
RPCSellCancelMsg,
RPCAnalyzedDFMsg,
RPCNewCandleMsg
]

View File

@ -30,6 +30,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.misc import chunks, plural, round_coin_value from freqtrade.misc import chunks, plural, round_coin_value
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException, RPCHandler from freqtrade.rpc import RPC, RPCException, RPCHandler
from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -429,14 +430,14 @@ class Telegram(RPCHandler):
return None return None
return message return message
def send_msg(self, msg: Dict[str, Any]) -> None: def send_msg(self, msg: RPCSendMsg) -> None:
""" Send a message to telegram channel """ """ Send a message to telegram channel """
default_noti = 'on' default_noti = 'on'
msg_type = msg['type'] msg_type = msg['type']
noti = '' noti = ''
if msg_type == RPCMessageType.EXIT: if msg['type'] == RPCMessageType.EXIT:
sell_noti = self._config['telegram'] \ sell_noti = self._config['telegram'] \
.get('notification_settings', {}).get(str(msg_type), {}) .get('notification_settings', {}).get(str(msg_type), {})
# For backward compatibility sell still can be string # For backward compatibility sell still can be string
@ -453,7 +454,7 @@ class Telegram(RPCHandler):
# Notification disabled # Notification disabled
return return
message = self.compose_message(deepcopy(msg), msg_type) message = self.compose_message(deepcopy(msg), msg_type) # type: ignore
if message: if message:
self._send_msg(message, disable_notification=(noti == 'silent')) self._send_msg(message, disable_notification=(noti == 'silent'))

View File

@ -10,6 +10,7 @@ from requests import RequestException, post
from freqtrade.constants import Config from freqtrade.constants import Config
from freqtrade.enums import RPCMessageType from freqtrade.enums import RPCMessageType
from freqtrade.rpc import RPC, RPCHandler from freqtrade.rpc import RPC, RPCHandler
from freqtrade.rpc.rpc_types import RPCSendMsg
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -41,7 +42,7 @@ class Webhook(RPCHandler):
""" """
pass pass
def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]: def _get_value_dict(self, msg: RPCSendMsg) -> Optional[Dict[str, Any]]:
whconfig = self._config['webhook'] whconfig = self._config['webhook']
# Deprecated 2022.10 - only keep generic method. # Deprecated 2022.10 - only keep generic method.
if msg['type'] in [RPCMessageType.ENTRY]: if msg['type'] in [RPCMessageType.ENTRY]:
@ -75,7 +76,7 @@ class Webhook(RPCHandler):
return None return None
return valuedict return valuedict
def send_msg(self, msg: Dict[str, Any]) -> None: def send_msg(self, msg: RPCSendMsg) -> None:
""" Send a message to telegram channel """ """ Send a message to telegram channel """
try: try:

View File

@ -3328,6 +3328,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'profit_ratio': 0.00493809 if is_short else 0.09451372, 'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'base_currency': 'ETH',
'sell_reason': ExitType.ROI.value, 'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value, 'exit_reason': ExitType.ROI.value,
'open_date': ANY, 'open_date': ANY,
@ -3391,6 +3392,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'profit_amount': -5.65990099 if is_short else -0.00075, 'profit_amount': -5.65990099 if is_short else -0.00075,
'profit_ratio': -0.0945681 if is_short else -1.247e-05, 'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value, 'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
@ -3476,6 +3478,7 @@ def test_execute_trade_exit_custom_exit_price(
'profit_amount': pytest.approx(profit_amount), 'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio, 'profit_ratio': profit_ratio,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': 'foo', 'sell_reason': 'foo',
'exit_reason': 'foo', 'exit_reason': 'foo',
@ -3549,6 +3552,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'profit_ratio': -0.00501253 if is_short else -0.01493766, 'profit_ratio': -0.00501253 if is_short else -0.01493766,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'base_currency': 'ETH',
'sell_reason': ExitType.STOP_LOSS.value, 'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY, 'open_date': ANY,
@ -3813,6 +3817,7 @@ def test_execute_trade_exit_market_order(
'profit_amount': pytest.approx(profit_amount), 'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio, 'profit_ratio': profit_ratio,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value, 'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value, 'exit_reason': ExitType.ROI.value,