#!/usr/bin/env python import json import logging import threading import time import traceback from datetime import datetime from json import JSONDecodeError from requests import ConnectionError from wrapt import synchronized from analyze import get_buy_signal logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger(__name__) from persistence import Trade, Session from exchange import get_exchange_api from rpc.telegram import TelegramHandler from utils import get_conf __author__ = "gcarq" __copyright__ = "gcarq 2017" __license__ = "GPLv3" __version__ = "0.8.0" conf = get_conf() api_wrapper = get_exchange_api(conf) @synchronized def get_instance(recreate=False): """ Get the current instance of this thread. This is a singleton. :param recreate: Must be True if you want to start the instance :return: TradeThread instance """ global _instance, _should_stop if recreate and not _instance.is_alive(): logger.debug('Creating TradeThread instance') _should_stop = False _instance = TradeThread() return _instance def stop_instance(): global _should_stop _should_stop = True class TradeThread(threading.Thread): def run(self): """ Threaded main function :return: None """ try: TelegramHandler.send_msg('*Status:* `trader started`') logger.info('Trader started') while not _should_stop: try: self._process() except (ConnectionError, JSONDecodeError, ValueError) as e: msg = 'Got {} during _process()'.format(e.__class__.__name__) logger.exception(msg) finally: Session.flush() time.sleep(25) except (RuntimeError, json.decoder.JSONDecodeError) as e: TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc())) logger.exception('RuntimeError. Stopping trader ...') finally: TelegramHandler.send_msg('*Status:* `Trader has stopped`') @staticmethod def _process(): """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. :return: None """ # Query trades from persistence layer 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)) 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] if orders: msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \ .format( trade, round(orders[0]['amount'], 8), round(orders[0]['remaining'], 8), orders[0]['type'], orders[0]['id']) logger.info(msg) 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 ...'.format(trade)) continue # Check if we can sell our current pair handle_trade(trade) # Initial stopped TradeThread instance _instance = TradeThread() _should_stop = False def close_trade_if_fulfilled(trade): """ Checks if the trade is closable, and if so it is being closed. :param trade: Trade :return: True if trade has been closed else False """ # If we don't have an open order and the close rate is already set, # we can close this trade. if trade.close_profit and trade.close_date and trade.close_rate and not trade.open_order_id: trade.is_open = False Session.flush() return True return False def handle_trade(trade): """ Sells the current pair if the threshold is reached and updates the trade record. :return: None """ try: if not trade.is_open: raise ValueError('attempt to handle closed trade: {}'.format(trade)) logger.debug('Handling open trade {} ...'.format(trade)) # Get current rate current_rate = api_wrapper.get_ticker(trade.pair)['bid'] current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) # Get available balance currency = trade.pair.split('_')[1] balance = api_wrapper.get_balance(currency) for duration, threshold in sorted(conf['minimal_roi'].items()): duration, threshold = float(duration), float(threshold) # Check if time matches and current rate is above threshold time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60 if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate: # Execute sell profit = trade.exec_sell_order(current_rate, balance) message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format( trade.exchange.name, trade.pair.replace('_', '/'), api_wrapper.get_pair_detail_url(trade.pair), trade.close_rate, round(profit, 2) ) logger.info(message) TelegramHandler.send_msg(message) return else: logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2))) except ValueError: logger.exception('Unable to handle open order') def create_trade(stake_amount: float, exchange): """ Creates a new trade record with a random pair :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(conf['stake_currency']) < stake_amount: raise ValueError('stake amount is not fulfilled (currency={}'.format(conf['stake_currency'])) # Remove currently opened and latest pairs from whitelist trades = Trade.query.filter(Trade.is_open.is_(True)).all() latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first() if latest_trade: trades.append(latest_trade) for trade in trades: if trade.pair in whitelist: whitelist.remove(trade.pair) logger.debug('Ignoring {} in pair whitelist'.format(trade.pair)) if not whitelist: raise ValueError('No pair in whitelist') # Pick pair based on StochRSI buy signals for p in whitelist: if get_buy_signal(p): pair = p break else: raise ValueError('No buy signal from pairs: {}'.format(', '.join(whitelist))) open_rate = api_wrapper.get_ticker(pair)['ask'] amount = stake_amount / open_rate exchange = exchange order_id = api_wrapper.buy(pair, open_rate, amount) # Create trade entity and return message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format( exchange.name, pair.replace('_', '/'), api_wrapper.get_pair_detail_url(pair), open_rate ) logger.info(message) TelegramHandler.send_msg(message) return Trade(pair=pair, btc_amount=stake_amount, open_rate=open_rate, amount=amount, exchange=exchange, open_order_id=order_id) if __name__ == '__main__': logger.info('Starting freqtrade {}'.format(__version__)) TelegramHandler.listen() while True: time.sleep(0.5)