""" This module contains class to define a RPC communications """ import logging from abc import abstractmethod from datetime import timedelta, datetime, date from decimal import Decimal from enum import Enum from typing import Dict, Any, List, Optional import arrow import sqlalchemy as sql from numpy import mean, nan_to_num, NAN from pandas import DataFrame from freqtrade import TemporaryError, DependencyException from freqtrade.fiat_convert import CryptoToFiatConverter from freqtrade.misc import shorten_date from freqtrade.persistence import Trade from freqtrade.state import State from freqtrade.strategy.interface import SellType logger = logging.getLogger(__name__) class RPCMessageType(Enum): STATUS_NOTIFICATION = 'status' WARNING_NOTIFICATION = 'warning' CUSTOM_NOTIFICATION = 'custom' BUY_NOTIFICATION = 'buy' SELL_NOTIFICATION = 'sell' def __repr__(self): return self.value class RPCException(Exception): """ Should be raised with a rpc-formatted message in an _rpc_* method if the required state is wrong, i.e.: raise RPCException('*Status:* `no active trade`') """ def __init__(self, message: str) -> None: super().__init__(self) self.message = message def __str__(self): return self.message class RPC(object): """ RPC class can be used to have extra feature, like bot data, and access to DB data """ # Bind _fiat_converter if needed in each RPC handler _fiat_converter: Optional[CryptoToFiatConverter] = None def __init__(self, freqtrade) -> None: """ Initializes all enabled rpc modules :param freqtrade: Instance of a freqtrade bot :return: None """ self._freqtrade = freqtrade @property def name(self) -> str: """ Returns the lowercase name of the implementation """ return self.__class__.__name__.lower() @abstractmethod def cleanup(self) -> None: """ Cleanup pending module resources """ @abstractmethod def send_msg(self, msg: Dict[str, str]) -> None: """ Sends a message to all registered rpc modules """ def _rpc_trade_status(self) -> List[Dict[str, Any]]: """ Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is a remotely exposed function """ # Fetch open trade trades = Trade.query.filter(Trade.is_open.is_(True)).all() if not trades: raise RPCException('no active trade') else: results = [] for trade in trades: order = None if trade.open_order_id: order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # calculate profit and send message to user try: current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] except DependencyException: current_rate = NAN current_profit = trade.calc_profit_percent(current_rate) fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%' if trade.close_profit else None) results.append(dict( trade_id=trade.id, pair=trade.pair, market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair), date=arrow.get(trade.open_date), open_rate=trade.open_rate, close_rate=trade.close_rate, current_rate=current_rate, amount=round(trade.amount, 8), close_profit=fmt_close_profit, current_profit=round(current_profit * 100, 2), open_order='({} {} rem={:.8f})'.format( order['type'], order['side'], order['remaining'] ) if order else None, )) return results def _rpc_status_table(self) -> DataFrame: trades = Trade.query.filter(Trade.is_open.is_(True)).all() if not trades: raise RPCException('no active order') else: trades_list = [] for trade in trades: # calculate profit and send message to user try: current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] except DependencyException: current_rate = NAN trade_perc = (100 * trade.calc_profit_percent(current_rate)) trades_list.append([ trade.id, trade.pair, shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)), f'{trade_perc:.2f}%' ]) columns = ['ID', 'Pair', 'Since', 'Profit'] df_statuses = DataFrame.from_records(trades_list, columns=columns) df_statuses = df_statuses.set_index(columns[0]) return df_statuses def _rpc_daily_profit( self, timescale: int, stake_currency: str, fiat_display_currency: str) -> List[List[Any]]: today = datetime.utcnow().date() profit_days: Dict[date, Dict] = {} if not (isinstance(timescale, int) and timescale > 0): raise RPCException('timescale must be an integer greater than 0') for day in range(0, timescale): profitday = today - timedelta(days=day) trades = Trade.query \ .filter(Trade.is_open.is_(False)) \ .filter(Trade.close_date >= profitday)\ .filter(Trade.close_date < (profitday + timedelta(days=1)))\ .order_by(Trade.close_date)\ .all() curdayprofit = sum(trade.calc_profit() for trade in trades) profit_days[profitday] = { 'amount': f'{curdayprofit:.8f}', 'trades': len(trades) } return [ [ key, '{value:.8f} {symbol}'.format( value=float(value['amount']), symbol=stake_currency ), '{value:.3f} {symbol}'.format( value=self._fiat_converter.convert_amount( value['amount'], stake_currency, fiat_display_currency ) if self._fiat_converter else 0, symbol=fiat_display_currency ), '{value} trade{s}'.format( value=value['trades'], s='' if value['trades'] < 2 else 's' ), ] for key, value in profit_days.items() ] def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]: """ Returns cumulative profit statistics """ trades = Trade.query.order_by(Trade.id).all() profit_all_coin = [] profit_all_percent = [] profit_closed_coin = [] profit_closed_percent = [] durations = [] for trade in trades: current_rate: float = 0.0 if not trade.open_rate: continue if trade.close_date: durations.append((trade.close_date - trade.open_date).total_seconds()) if not trade.is_open: profit_percent = trade.calc_profit_percent() profit_closed_coin.append(trade.calc_profit()) profit_closed_percent.append(profit_percent) else: # Get current rate try: current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] except DependencyException: current_rate = NAN profit_percent = trade.calc_profit_percent(rate=current_rate) profit_all_coin.append( trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)) ) profit_all_percent.append(profit_percent) best_pair = Trade.session.query( Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum') ).filter(Trade.is_open.is_(False)) \ .group_by(Trade.pair) \ .order_by(sql.text('profit_sum DESC')).first() if not best_pair: raise RPCException('no closed trade') bp_pair, bp_rate = best_pair # Prepare data to display profit_closed_coin_sum = round(sum(profit_closed_coin), 8) profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2) profit_closed_fiat = self._fiat_converter.convert_amount( profit_closed_coin_sum, stake_currency, fiat_display_currency ) if self._fiat_converter else 0 profit_all_coin_sum = round(sum(profit_all_coin), 8) profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2) profit_all_fiat = self._fiat_converter.convert_amount( profit_all_coin_sum, stake_currency, fiat_display_currency ) if self._fiat_converter else 0 num = float(len(durations) or 1) return { 'profit_closed_coin': profit_closed_coin_sum, 'profit_closed_percent': profit_closed_percent, 'profit_closed_fiat': profit_closed_fiat, 'profit_all_coin': profit_all_coin_sum, 'profit_all_percent': profit_all_percent, 'profit_all_fiat': profit_all_fiat, 'trade_count': len(trades), 'first_trade_date': arrow.get(trades[0].open_date).humanize(), 'latest_trade_date': arrow.get(trades[-1].open_date).humanize(), 'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0], 'best_pair': bp_pair, 'best_rate': round(bp_rate * 100, 2), } def _rpc_balance(self, fiat_display_currency: str) -> Dict: """ Returns current account balance per crypto """ output = [] total = 0.0 for coin, balance in self._freqtrade.exchange.get_balances().items(): if not balance['total']: continue if coin == 'BTC': rate = 1.0 else: try: if coin == 'USDT': rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid'] else: rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid'] except (TemporaryError, DependencyException): continue est_btc: float = rate * balance['total'] total = total + est_btc output.append({ 'currency': coin, 'available': balance['free'], 'balance': balance['total'], 'pending': balance['used'], 'est_btc': est_btc, }) if total == 0.0: raise RPCException('all balances are zero') symbol = fiat_display_currency value = self._fiat_converter.convert_amount(total, 'BTC', symbol) if self._fiat_converter else 0 return { 'currencies': output, 'total': total, 'symbol': symbol, 'value': value, } def _rpc_start(self) -> Dict[str, str]: """ Handler for start """ if self._freqtrade.state == State.RUNNING: return {'status': 'already running'} self._freqtrade.state = State.RUNNING return {'status': 'starting trader ...'} def _rpc_stop(self) -> Dict[str, str]: """ Handler for stop """ if self._freqtrade.state == State.RUNNING: self._freqtrade.state = State.STOPPED return {'status': 'stopping trader ...'} return {'status': 'already stopped'} def _rpc_reload_conf(self) -> Dict[str, str]: """ Handler for reload_conf. """ self._freqtrade.state = State.RELOAD_CONF return {'status': 'reloading config ...'} def _rpc_forcesell(self, trade_id) -> None: """ Handler for forcesell . Sells the given trade at current price """ def _exec_forcesell(trade: Trade) -> None: # Check if there is there is an open order if trade.open_order_id: order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair) # Cancel open LIMIT_BUY orders and close trade if order and order['status'] == 'open' \ and order['type'] == 'limit' \ and order['side'] == 'buy': self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair) trade.close(order.get('price') or trade.open_rate) # Do the best effort, if we don't know 'filled' amount, don't try selling if order['filled'] is None: return trade.amount = order['filled'] # Ignore trades with an attached LIMIT_SELL order if order and order['status'] == 'open' \ and order['type'] == 'limit' \ and order['side'] == 'sell': return # Get current rate and execute sell current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid'] self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL) # ---- EOF def _exec_forcesell ---- if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') if trade_id == 'all': # Execute sell for all open orders for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): _exec_forcesell(trade) Trade.session.flush() return # Query for trade trade = Trade.query.filter( sql.and_( Trade.id == trade_id, Trade.is_open.is_(True) ) ).first() if not trade: logger.warning('forcesell: Invalid argument received') raise RPCException('invalid argument') _exec_forcesell(trade) Trade.session.flush() def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]: """ Handler for forcebuy Buys a pair trade at the given or current price """ if not self._freqtrade.config.get('forcebuy_enable', False): raise RPCException('Forcebuy not enabled.') if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') # Check pair is in stake currency stake_currency = self._freqtrade.config.get('stake_currency') if not pair.endswith(stake_currency): raise RPCException( f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only') # check if valid pair # check if pair already has an open pair trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first() if trade: raise RPCException(f'position for {pair} already open - id: {trade.id}') # gen stake amount stakeamount = self._freqtrade._get_trade_stake_amount(pair) # execute buy if self._freqtrade.execute_buy(pair, stakeamount, price): trade = Trade.query.filter(Trade.is_open.is_(True)).filter(Trade.pair.is_(pair)).first() return trade else: return None def _rpc_performance(self) -> List[Dict]: """ Handler for performance. Shows a performance statistic from finished trades """ pair_rates = Trade.session.query(Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum'), sql.func.count(Trade.pair).label('count')) \ .filter(Trade.is_open.is_(False)) \ .group_by(Trade.pair) \ .order_by(sql.text('profit_sum DESC')) \ .all() return [ {'pair': pair, 'profit': round(rate * 100, 2), 'count': count} for pair, rate, count in pair_rates ] def _rpc_count(self) -> List[Trade]: """ Returns the number of trades running """ if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') return Trade.query.filter(Trade.is_open.is_(True)).all() def _rpc_whitelist(self) -> Dict: """ Returns the currently active whitelist""" res = {'method': self._freqtrade.pairlists.name, 'length': len(self._freqtrade.pairlists.whitelist), 'whitelist': self._freqtrade.active_pair_whitelist } return res