#!/usr/bin/env python3 import copy import json import logging import sys import time import traceback from datetime import datetime from signal import signal, SIGINT, SIGABRT, SIGTERM from typing import Dict, Optional, List import requests from cachetools import cached, TTLCache from freqtrade import __version__, exchange, persistence, rpc from freqtrade.analyze import get_signal, SignalType from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \ load_config, FreqtradeException from freqtrade.persistence import Trade logger = logging.getLogger('freqtrade') _CONF = {} def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None: """ Check wallet health and remove pair from whitelist if necessary :param whitelist: a new whitelist (optional) :return: None """ whitelist = whitelist or _CONF['exchange']['pair_whitelist'] sanitized_whitelist = [] health = exchange.get_wallet_health() for status in health: pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency']) if pair not in whitelist: continue if status['IsActive']: sanitized_whitelist.append(pair) else: logger.info( 'Ignoring %s from whitelist (reason: %s).', pair, status.get('Notice') or 'wallet is not active' ) if _CONF['exchange']['pair_whitelist'] != sanitized_whitelist: logger.debug('Using refreshed pair whitelist: %s ...', sanitized_whitelist) _CONF['exchange']['pair_whitelist'] = sanitized_whitelist def _process(dynamic_whitelist: Optional[bool] = False) -> bool: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. :param: dynamic_whitelist: True is a dynamic whitelist should be generated (optional) :return: True if a trade has been created or closed, False otherwise """ state_changed = False try: # Refresh whitelist based on wallet maintenance refresh_whitelist( gen_pair_whitelist(_CONF['stake_currency']) if dynamic_whitelist else None ) # Query trades from persistence layer trades = Trade.query.filter(Trade.is_open.is_(True)).all() if len(trades) < _CONF['max_open_trades']: try: # Create entity and execute trade trade = create_trade(float(_CONF['stake_amount'])) if trade: Trade.session.add(trade) state_changed = True else: logger.info( 'Checked all whitelisted currencies. ' 'Found no suitable entry positions for buying. Will keep looking ...' ) except FreqtradeException as e: logger.warning('Unable to create trade: %s', e) for trade in trades: # Get order details for actual price per unit if trade.open_order_id: # Update trade with order values logger.info('Got open order for %s', trade) trade.update(exchange.get_order(trade.open_order_id)) if trade.is_open and trade.open_order_id is None: # Check if we can sell our current pair state_changed = handle_trade(trade) or state_changed Trade.session.flush() except (requests.exceptions.RequestException, json.JSONDecodeError) as error: logger.warning( 'Got %s in _process(), retrying in 30 seconds...', error ) time.sleep(30) except RuntimeError: rpc.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format( traceback=traceback.format_exc(), hint='Issue `/start` if you think it is safe to restart.' )) logger.exception('Got RuntimeError. Stopping trader ...') update_state(State.STOPPED) return state_changed def execute_sell(trade: Trade, limit: float) -> None: """ Executes a limit sell for the given trade and limit :param trade: Trade instance :param limit: limit rate for the sell order :return: None """ # Execute sell and update trade record order_id = exchange.sell(str(trade.pair), limit, trade.amount) trade.open_order_id = order_id fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2) message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format( trade.exchange, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), limit, fmt_exp_profit ) logger.info(message) rpc.send_msg(message) def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -> bool: """ Based an earlier trade and current price and ROI configuration, decides whether bot should sell :return True if bot should sell at current rate """ current_profit = trade.calc_profit(current_rate) if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']): logger.debug('Stop loss hit.') return True # Check if time matches and current rate is above threshold time_diff = (current_time - trade.open_date).total_seconds() / 60 for duration, threshold in sorted(_CONF['minimal_roi'].items()): if time_diff > float(duration) and current_profit > threshold: return True logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0) return False def handle_trade(trade: Trade) -> bool: """ Sells the current pair if the threshold is reached and updates the trade record. :return: True if trade has been sold, False otherwise """ if not trade.is_open: raise ValueError('attempt to handle closed trade: {}'.format(trade)) logger.debug('Handling %s ...', trade) current_rate = exchange.get_ticker(trade.pair)['bid'] if min_roi_reached(trade, current_rate, datetime.utcnow()) or get_signal(trade.pair, SignalType.SELL): execute_sell(trade, current_rate) return True return False def get_target_bid(ticker: Dict[str, float]) -> float: """ Calculates bid target between current ask price and last price """ if ticker['ask'] < ticker['last']: return ticker['ask'] balance = _CONF['bid_strategy']['ask_last_balance'] return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) def create_trade(stake_amount: float) -> Optional[Trade]: """ Checks the implemented trading indicator(s) for a randomly picked pair, if one pair triggers the buy_signal a new trade record gets created :param stake_amount: amount of btc to spend """ logger.info( 'Checking buy signals to create a new trade with stake_amount: %f ...', stake_amount ) whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist']) # Check if stake_amount is fulfilled if exchange.get_balance(_CONF['stake_currency']) < stake_amount: raise FreqtradeException( 'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency']) ) # Remove currently opened and latest pairs from whitelist for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): if trade.pair in whitelist: whitelist.remove(trade.pair) logger.debug('Ignoring %s in pair whitelist', trade.pair) if not whitelist: raise FreqtradeException('No pair in whitelist') # Pick pair based on StochRSI buy signals for _pair in whitelist: if get_signal(_pair, SignalType.BUY): pair = _pair break else: return None # Calculate amount and subtract fee fee = exchange.get_fee() buy_limit = get_target_bid(exchange.get_ticker(pair)) amount = (1 - fee) * stake_amount / buy_limit order_id = exchange.buy(pair, buy_limit, amount) # Create trade entity and return message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format( exchange.get_name().upper(), pair.replace('_', '/'), exchange.get_pair_detail_url(pair), buy_limit ) logger.info(message) rpc.send_msg(message) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL return Trade(pair=pair, stake_amount=stake_amount, amount=amount, fee=fee * 2, open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), open_order_id=order_id) def init(config: dict, db_url: Optional[str] = None) -> None: """ Initializes all modules and updates the config :param config: config as dict :param db_url: database connector string for sqlalchemy (Optional) :return: None """ # Initialize all modules rpc.init(config) persistence.init(config, db_url) exchange.init(config) # Set initial application state initial_state = config.get('initial_state') if initial_state: update_state(State[initial_state.upper()]) else: update_state(State.STOPPED) # Register signal handlers for sig in (SIGINT, SIGTERM, SIGABRT): signal(sig, cleanup) @cached(TTLCache(maxsize=1, ttl=1800)) def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]: """ Updates the whitelist with with a dynamically generated list :param base_currency: base currency as str :param topn: maximum number of returned results :param key: sort key (defaults to 'BaseVolume') :return: List of pairs """ summaries = sorted( (s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)), key=lambda s: s.get(key) or 0.0, reverse=True ) return [s['MarketName'].replace('-', '_') for s in summaries[:topn]] def cleanup(*args, **kwargs) -> None: """ Cleanup the application state und finish all pending tasks :return: None """ rpc.send_msg('*Status:* `Stopping trader...`') logger.info('Stopping trader and cleaning up modules...') update_state(State.STOPPED) persistence.cleanup() rpc.cleanup() exit(0) def main(): """ Loads and validates the config and handles the main loop :return: None """ global _CONF args = parse_args(sys.argv[1:]) if not args: exit(0) # Initialize logger logging.basicConfig( level=args.loglevel, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s', ) logger.info( 'Starting freqtrade %s (loglevel=%s)', __version__, logging.getLevelName(args.loglevel) ) # Load and validate configuration _CONF = load_config(args.config) # Initialize all modules and start main loop if args.dynamic_whitelist: logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)') init(_CONF) old_state = None while True: new_state = get_state() # Log state transition if new_state != old_state: rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower())) logger.info('Changing state to: %s', new_state.name) if new_state == State.STOPPED: time.sleep(1) elif new_state == State.RUNNING: throttle( _process, min_secs=_CONF['internals'].get('process_throttle_secs', 10), dynamic_whitelist=args.dynamic_whitelist, ) old_state = new_state if __name__ == '__main__': main()