""" Freqtrade is the main module of this bot. It contains the class Freqtrade() """ import copy import logging import traceback from datetime import datetime from math import isclose from os import getpid from typing import Any, Dict, List, Optional, Tuple import arrow from requests.exceptions import RequestException from freqtrade import (DependencyException, InvalidOrderException, __version__, constants, persistence) from freqtrade.configuration import validate_config_consistency from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.rpc import RPCManager, RPCMessageType from freqtrade.pairlist.pairlistmanager import PairListManager from freqtrade.state import State from freqtrade.strategy.interface import IStrategy, SellType from freqtrade.wallets import Wallets logger = logging.getLogger(__name__) class FreqtradeBot: """ Freqtrade is the main class of the bot. This is from here the bot start its logic. """ def __init__(self, config: Dict[str, Any]) -> None: """ Init all variables and objects the bot needs to work :param config: configuration dict, you can use Configuration.get_config() to get the config dict. """ logger.info('Starting freqtrade %s', __version__) # Init bot state self.state = State.STOPPED # Init objects self.config = config self._heartbeat_msg = 0 self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60) self.strategy: IStrategy = StrategyResolver(self.config).strategy # Check config consistency here since strategies can set certain options validate_config_consistency(config) self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.wallets = Wallets(self.config, self.exchange) self.dataprovider = DataProvider(self.config, self.exchange) # Attach Dataprovider to Strategy baseclass IStrategy.dp = self.dataprovider # Attach Wallets to Strategy baseclass IStrategy.wallets = self.wallets self.pairlists = PairListManager(self.exchange, self.config) # Initializing Edge only if enabled self.edge = Edge(self.config, self.exchange, self.strategy) if \ self.config.get('edge', {}).get('enabled', False) else None self.active_pair_whitelist = self._refresh_whitelist() persistence.init(self.config.get('db_url', None), clean_open_orders=self.config.get('dry_run', False)) # Set initial bot state from config initial_state = self.config.get('initial_state') self.state = State[initial_state.upper()] if initial_state else State.STOPPED # RPC runs in separate threads, can start handling external commands just after # initialization, even before Freqtradebot has a chance to start its throttling, # so anything in the Freqtradebot instance should be ready (initialized), including # the initial state of the bot. # Keep this at the end of this initialization method. self.rpc: RPCManager = RPCManager(self) def cleanup(self) -> None: """ Cleanup pending resources on an already stopped bot :return: None """ logger.info('Cleaning up modules ...') self.rpc.cleanup() persistence.cleanup() def startup(self) -> None: """ Called on startup and after reloading the bot - triggers notifications and performs startup tasks """ self.rpc.startup_messages(self.config, self.pairlists) if not self.edge: # Adjust stoploss if it was changed Trade.stoploss_reinitialization(self.strategy.stoploss) def process(self) -> None: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. :return: True if one or more trades has been created or closed, False otherwise """ # Check whether markets have to be reloaded self.exchange._reload_markets() # Query trades from persistence layer trades = Trade.get_open_trades() self.active_pair_whitelist = self._refresh_whitelist(trades) # Refreshing candles self.dataprovider.refresh(self._create_pair_whitelist(self.active_pair_whitelist), self.strategy.informative_pairs()) # First process current opened trades self.process_maybe_execute_sells(trades) # Then looking for buy opportunities if len(trades) < self.config['max_open_trades']: self.process_maybe_execute_buys() # Check and handle any timed out open orders self.check_handle_timedout() Trade.session.flush() if (self.heartbeat_interval and (arrow.utcnow().timestamp - self._heartbeat_msg > self.heartbeat_interval)): logger.info(f"Bot heartbeat. PID={getpid()}") self._heartbeat_msg = arrow.utcnow().timestamp def _refresh_whitelist(self, trades: List[Trade] = []) -> List[str]: """ Refresh whitelist from pairlist or edge and extend it with trades. """ # Refresh whitelist self.pairlists.refresh_pairlist() _whitelist = self.pairlists.whitelist # Calculating Edge positioning if self.edge: self.edge.calculate() _whitelist = self.edge.adjust(_whitelist) if trades: # Extend active-pair whitelist with pairs from open trades # It ensures that tickers are downloaded for open trades _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist]) return _whitelist def _create_pair_whitelist(self, pairs: List[str]) -> List[Tuple[str, str]]: """ Create pair-whitelist tuple with (pair, ticker_interval) """ return [(pair, self.config['ticker_interval']) for pair in pairs] def get_target_bid(self, pair: str, tick: Dict = None) -> float: """ Calculates bid target between current ask price and last price :return: float: Price """ config_bid_strategy = self.config.get('bid_strategy', {}) if 'use_order_book' in config_bid_strategy and\ config_bid_strategy.get('use_order_book', False): logger.info('Getting price from order book') order_book_top = config_bid_strategy.get('order_book_top', 1) order_book = self.exchange.get_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) # top 1 = index 0 order_book_rate = order_book['bids'][order_book_top - 1][0] logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate) used_rate = order_book_rate else: if not tick: logger.info('Using Last Ask / Last Price') ticker = self.exchange.get_ticker(pair) else: ticker = tick if ticker['ask'] < ticker['last']: ticker_rate = ticker['ask'] else: balance = self.config['bid_strategy']['ask_last_balance'] ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask']) used_rate = ticker_rate return used_rate def _get_trade_stake_amount(self, pair) -> Optional[float]: """ Check if stake amount can be fulfilled with the available balance for the stake currency :return: float: Stake Amount """ if self.edge: return self.edge.stake_amount( pair, self.wallets.get_free(self.config['stake_currency']), self.wallets.get_total(self.config['stake_currency']), Trade.total_open_trades_stakes() ) else: stake_amount = self.config['stake_amount'] available_amount = self.wallets.get_free(self.config['stake_currency']) if stake_amount == constants.UNLIMITED_STAKE_AMOUNT: open_trades = len(Trade.get_open_trades()) if open_trades >= self.config['max_open_trades']: logger.warning("Can't open a new trade: max number of trades is reached") return None return available_amount / (self.config['max_open_trades'] - open_trades) # Check if stake_amount is fulfilled if available_amount < stake_amount: raise DependencyException( f"Available balance({available_amount} {self.config['stake_currency']}) is " f"lower than stake amount({stake_amount} {self.config['stake_currency']})" ) return stake_amount def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]: try: market = self.exchange.markets[pair] except KeyError: raise ValueError(f"Can't get market information for symbol {pair}") if 'limits' not in market: return None min_stake_amounts = [] limits = market['limits'] if ('cost' in limits and 'min' in limits['cost'] and limits['cost']['min'] is not None): min_stake_amounts.append(limits['cost']['min']) if ('amount' in limits and 'min' in limits['amount'] and limits['amount']['min'] is not None): min_stake_amounts.append(limits['amount']['min'] * price) if not min_stake_amounts: return None # reserve some percent defined in config (5% default) + stoploss amount_reserve_percent = 1.0 - self.config.get('amount_reserve_percent', constants.DEFAULT_AMOUNT_RESERVE_PERCENT) if self.strategy.stoploss is not None: amount_reserve_percent += self.strategy.stoploss # it should not be more than 50% amount_reserve_percent = max(amount_reserve_percent, 0.5) return min(min_stake_amounts) / amount_reserve_percent def create_trades(self) -> bool: """ Checks the implemented trading strategy for buy-signals, using the active pair whitelist. If a pair triggers the buy_signal a new trade record gets created. Checks pairs as long as the open trade count is below `max_open_trades`. :return: True if at least one trade has been created. """ whitelist = copy.deepcopy(self.active_pair_whitelist) if not whitelist: logger.info("Active pair whitelist is empty.") return False # Remove currently opened and latest pairs from whitelist for trade in Trade.get_open_trades(): if trade.pair in whitelist: whitelist.remove(trade.pair) logger.debug('Ignoring %s in pair whitelist', trade.pair) if not whitelist: logger.info("No currency pair in active pair whitelist, " "but checking to sell open trades.") return False buycount = 0 # running get_signal on historical data fetched for _pair in whitelist: if self.strategy.is_pair_locked(_pair): logger.info(f"Pair {_pair} is currently locked.") continue (buy, sell) = self.strategy.get_signal( _pair, self.strategy.ticker_interval, self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval)) if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']: stake_amount = self._get_trade_stake_amount(_pair) if not stake_amount: continue logger.info(f"Buy signal found: about create a new trade with stake_amount: " f"{stake_amount} ...") bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\ get('check_depth_of_market', {}) if (bidstrat_check_depth_of_market.get('enabled', False)) and\ (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0): if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market): buycount += self.execute_buy(_pair, stake_amount) continue buycount += self.execute_buy(_pair, stake_amount) return buycount > 0 def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool: """ Checks depth of market before executing a buy """ conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0) logger.info('checking depth of market for %s', pair) order_book = self.exchange.get_order_book(pair, 1000) order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks']) order_book_bids = order_book_data_frame['b_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum() bids_ask_delta = order_book_bids / order_book_asks logger.info('bids: %s, asks: %s, delta: %s', order_book_bids, order_book_asks, bids_ask_delta) if bids_ask_delta >= conf_bids_to_ask_delta: return True return False def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool: """ Executes a limit buy for the given pair :param pair: pair for which we want to create a LIMIT_BUY :return: None """ pair_s = pair.replace('_', '/') stake_currency = self.config['stake_currency'] fiat_currency = self.config.get('fiat_display_currency', None) time_in_force = self.strategy.order_time_in_force['buy'] if price: buy_limit_requested = price else: # Calculate amount buy_limit_requested = self.get_target_bid(pair) min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit_requested) if min_stake_amount is not None and min_stake_amount > stake_amount: logger.warning( f"Can't open a new trade for {pair_s}: stake amount " f"is too small ({stake_amount} < {min_stake_amount})" ) return False amount = stake_amount / buy_limit_requested order_type = self.strategy.order_types['buy'] order = self.exchange.buy(pair=pair, ordertype=order_type, amount=amount, rate=buy_limit_requested, time_in_force=time_in_force) order_id = order['id'] order_status = order.get('status', None) # we assume the order is executed at the price requested buy_limit_filled_price = buy_limit_requested if order_status == 'expired' or order_status == 'rejected': order_tif = self.strategy.order_time_in_force['buy'] # return false if the order is not filled if float(order['filled']) == 0: logger.warning('Buy %s order with time in force %s for %s is %s by %s.' ' zero amount is fulfilled.', order_tif, order_type, pair_s, order_status, self.exchange.name) return False else: # the order is partially fulfilled # in case of IOC orders we can check immediately # if the order is fulfilled fully or partially logger.warning('Buy %s order with time in force %s for %s is %s by %s.' ' %s amount fulfilled out of %s (%s remaining which is canceled).', order_tif, order_type, pair_s, order_status, self.exchange.name, order['filled'], order['amount'], order['remaining'] ) stake_amount = order['cost'] amount = order['amount'] buy_limit_filled_price = order['price'] order_id = None # in case of FOK the order may be filled immediately and fully elif order_status == 'closed': stake_amount = order['cost'] amount = order['amount'] buy_limit_filled_price = order['price'] self.rpc.send_msg({ 'type': RPCMessageType.BUY_NOTIFICATION, 'exchange': self.exchange.name.capitalize(), 'pair': pair_s, 'limit': buy_limit_filled_price, 'order_type': order_type, 'stake_amount': stake_amount, 'stake_currency': stake_currency, 'fiat_currency': fiat_currency }) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') trade = Trade( pair=pair, stake_amount=stake_amount, amount=amount, fee_open=fee, fee_close=fee, open_rate=buy_limit_filled_price, open_rate_requested=buy_limit_requested, open_date=datetime.utcnow(), exchange=self.exchange.id, open_order_id=order_id, strategy=self.strategy.get_strategy_name(), ticker_interval=timeframe_to_minutes(self.config['ticker_interval']) ) # Update fees if order is closed if order_status == 'closed': self.update_trade_state(trade, order) Trade.session.add(trade) Trade.session.flush() # Updating wallets self.wallets.update() return True def process_maybe_execute_buys(self) -> None: """ Tries to execute buy orders for trades in a safe way """ try: # Create entity and execute trade if not self.create_trades(): logger.debug('Found no buy signals for whitelisted currencies. Trying again...') except DependencyException as exception: logger.warning('Unable to create trade: %s', exception) def process_maybe_execute_sells(self, trades: List[Any]) -> None: """ Tries to execute sell orders for trades in a safe way """ result = False for trade in trades: try: self.update_trade_state(trade) if (self.strategy.order_types.get('stoploss_on_exchange') and self.handle_stoploss_on_exchange(trade)): result = True continue # Check if we can sell our current pair if trade.open_order_id is None and self.handle_trade(trade): result = True except DependencyException as exception: logger.warning('Unable to sell trade: %s', exception) # Updating wallets if any trade occured if result: self.wallets.update() def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float: """ Get real amount for the trade Necessary for exchanges which charge fees in base currency (e.g. binance) """ if order_amount is None: order_amount = order['amount'] # Only run for closed orders if trade.fee_open == 0 or order['status'] == 'open': return order_amount # use fee from order-dict if possible if ('fee' in order and order['fee'] is not None and (order['fee'].keys() >= {'currency', 'cost'})): if (order['fee']['currency'] is not None and order['fee']['cost'] is not None and trade.pair.startswith(order['fee']['currency'])): new_amount = order_amount - order['fee']['cost'] logger.info("Applying fee on amount for %s (from %s to %s) from Order", trade, order['amount'], new_amount) return new_amount # Fallback to Trades trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date) if len(trades) == 0: logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade) return order_amount amount = 0 fee_abs = 0 for exectrade in trades: amount += exectrade['amount'] if ("fee" in exectrade and exectrade['fee'] is not None and (exectrade['fee'].keys() >= {'currency', 'cost'})): # only applies if fee is in quote currency! if (exectrade['fee']['currency'] is not None and exectrade['fee']['cost'] is not None and trade.pair.startswith(exectrade['fee']['currency'])): fee_abs += exectrade['fee']['cost'] if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC): logger.warning(f"Amount {amount} does not match amount {trade.amount}") raise DependencyException("Half bought? Amounts don't match") real_amount = amount - fee_abs if fee_abs != 0: logger.info(f"Applying fee on amount for {trade} " f"(from {order_amount} to {real_amount}) from Trades") return real_amount def update_trade_state(self, trade, action_order: dict = None): """ Checks trades with open orders and updates the amount if necessary """ # Get order details for actual price per unit if trade.open_order_id: # Update trade with order values logger.info('Found open order for %s', trade) try: order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair) except InvalidOrderException as exception: logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception) return # Try update amount (binance-fix) try: new_amount = self.get_real_amount(trade, order) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): order['amount'] = new_amount # Fee was applied, so set to 0 trade.fee_open = 0 except DependencyException as exception: logger.warning("Could not update trade amount: %s", exception) trade.update(order) # Updating wallets when order is closed if not trade.is_open: self.wallets.update() def get_sell_rate(self, pair: str, refresh: bool) -> float: """ Get sell rate - either using get-ticker bid or first bid based on orderbook The orderbook portion is only used for rpc messaging, which would otherwise fail for BitMex (has no bid/ask in get_ticker) or remain static in any other case since it's not updating. :return: Bid rate """ config_ask_strategy = self.config.get('ask_strategy', {}) if config_ask_strategy.get('use_order_book', False): logger.debug('Using order book to get sell rate') order_book = self.exchange.get_order_book(pair, 1) rate = order_book['bids'][0][0] else: rate = self.exchange.get_ticker(pair, refresh)['bid'] return rate def handle_trade(self, 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 DependencyException(f'Attempt to handle closed trade: {trade}') logger.debug('Handling %s ...', trade) (buy, sell) = (False, False) config_ask_strategy = self.config.get('ask_strategy', {}) if (config_ask_strategy.get('use_sell_signal', True) or config_ask_strategy.get('ignore_roi_if_buy_signal')): (buy, sell) = self.strategy.get_signal( trade.pair, self.strategy.ticker_interval, self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) if config_ask_strategy.get('use_order_book', False): logger.info('Using order book for selling...') # logger.debug('Order book %s',orderBook) order_book_min = config_ask_strategy.get('order_book_min', 1) order_book_max = config_ask_strategy.get('order_book_max', 1) order_book = self.exchange.get_order_book(trade.pair, order_book_max) for i in range(order_book_min, order_book_max + 1): order_book_rate = order_book['asks'][i - 1][0] logger.info(' order book asks top %s: %0.8f', i, order_book_rate) sell_rate = order_book_rate if self._check_and_execute_sell(trade, sell_rate, buy, sell): return True else: logger.debug('checking sell') sell_rate = self.get_sell_rate(trade.pair, True) if self._check_and_execute_sell(trade, sell_rate, buy, sell): return True logger.debug('Found no sell signal for %s.', trade) return False def create_stoploss_order(self, trade: Trade, stop_price: float, rate: float) -> bool: """ Abstracts creating stoploss orders from the logic. Handles errors and updates the trade database object. Force-sells the pair (using EmergencySell reason) in case of Problems creating the order. :return: True if the order succeeded, and False in case of problems. """ # Limit price threshold: As limit price should always be below stop-price LIMIT_PRICE_PCT = self.strategy.order_types.get('stoploss_on_exchange_limit_ratio', 0.99) try: stoploss_order = self.exchange.stoploss_limit(pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=rate * LIMIT_PRICE_PCT) trade.stoploss_order_id = str(stoploss_order['id']) return True except InvalidOrderException as e: trade.stoploss_order_id = None logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.warning('Selling the trade forcefully') self.execute_sell(trade, trade.stop_loss, sell_reason=SellType.EMERGENCY_SELL) except DependencyException: trade.stoploss_order_id = None logger.exception('Unable to place a stoploss order on exchange.') return False def handle_stoploss_on_exchange(self, trade: Trade) -> bool: """ Check if trade is fulfilled in which case the stoploss on exchange should be added immediately if stoploss on exchange is enabled. """ logger.debug('Handling stoploss on exchange %s ...', trade) stoploss_order = None try: # First we check if there is already a stoploss on exchange stoploss_order = self.exchange.get_order(trade.stoploss_order_id, trade.pair) \ if trade.stoploss_order_id else None except InvalidOrderException as exception: logger.warning('Unable to fetch stoploss order: %s', exception) # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange if (not trade.open_order_id and not stoploss_order): stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss stop_price = trade.open_rate * (1 + stoploss) if self.create_stoploss_order(trade=trade, stop_price=stop_price, rate=stop_price): trade.stoploss_last_update = datetime.now() return False # If stoploss order is canceled for some reason we add it if stoploss_order and stoploss_order['status'] == 'canceled': if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss, rate=trade.stop_loss): return False else: trade.stoploss_order_id = None logger.warning('Stoploss order was cancelled, but unable to recreate one.') # We check if stoploss order is fulfilled if stoploss_order and stoploss_order['status'] == 'closed': trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value trade.update(stoploss_order) # Lock pair for one candle to prevent immediate rebuys self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval'])) self._notify_sell(trade, "stoploss") return True # Finally we check if stoploss on exchange should be moved up because of trailing. if stoploss_order and self.config.get('trailing_stop', False): # if trailing stoploss is enabled we check if stoploss value has changed # in which case we cancel stoploss order and put another one with new # value immediately self.handle_trailing_stoploss_on_exchange(trade, stoploss_order) return False def handle_trailing_stoploss_on_exchange(self, trade: Trade, order): """ Check to see if stoploss on exchange should be updated in case of trailing stoploss on exchange :param Trade: Corresponding Trade :param order: Current on exchange stoploss order :return: None """ if trade.stop_loss > float(order['info']['stopPrice']): # we check if the update is neccesary update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60) if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat: # cancelling the current stoploss on exchange first logger.info('Trailing stoploss: cancelling current stoploss on exchange (id:{%s})' 'in order to add another one ...', order['id']) try: self.exchange.cancel_order(order['id'], trade.pair) except InvalidOrderException: logger.exception(f"Could not cancel stoploss order {order['id']} " f"for pair {trade.pair}") # Create new stoploss order if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss, rate=trade.stop_loss): return False else: logger.warning(f"Could not create trailing stoploss order " f"for pair {trade.pair}.") def _check_and_execute_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool: """ Check and execute sell """ should_sell = self.strategy.should_sell( trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0 ) if should_sell.sell_flag: self.execute_sell(trade, sell_rate, should_sell.sell_type) logger.info('executed sell, reason: %s', should_sell.sell_type) return True return False def _check_timed_out(self, side: str, order: dict) -> bool: """ Check if timeout is active, and if the order is still open and timed out """ timeout = self.config.get('unfilledtimeout', {}).get(side) ordertime = arrow.get(order['datetime']).datetime if timeout is not None: timeout_threshold = arrow.utcnow().shift(minutes=-timeout).datetime return (order['status'] == 'open' and order['side'] == side and ordertime < timeout_threshold) return False def check_handle_timedout(self) -> None: """ Check if any orders are timed out and cancel if neccessary :param timeoutvalue: Number of minutes until order is considered timed out :return: None """ for trade in Trade.get_open_order_trades(): try: if not trade.open_order_id: continue order = self.exchange.get_order(trade.open_order_id, trade.pair) except (RequestException, DependencyException, InvalidOrderException): logger.info( 'Cannot query order for %s due to %s', trade, traceback.format_exc()) continue # Check if trade is still actually open if float(order.get('remaining', 0.0)) == 0.0: self.wallets.update() continue if ((order['side'] == 'buy' and order['status'] == 'canceled') or (self._check_timed_out('buy', order))): self.handle_timedout_limit_buy(trade, order) self.wallets.update() elif ((order['side'] == 'sell' and order['status'] == 'canceled') or (self._check_timed_out('sell', order))): self.handle_timedout_limit_sell(trade, order) self.wallets.update() def handle_buy_order_full_cancel(self, trade: Trade, reason: str) -> None: """Close trade in database and send message""" Trade.session.delete(trade) Trade.session.flush() logger.info('Buy order %s for %s.', reason, trade) self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Unfilled buy order for {trade.pair} {reason}' }) def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool: """ Buy timeout - cancel order :return: True if order was fully cancelled """ reason = "cancelled due to timeout" if order['status'] != 'canceled': corder = self.exchange.cancel_order(trade.open_order_id, trade.pair) else: # Order was cancelled already, so we can reuse the existing dict corder = order reason = "canceled on Exchange" if corder.get('remaining', order['remaining']) == order['amount']: # if trade is not partially completed, just delete the trade self.handle_buy_order_full_cancel(trade, reason) return True # if trade is partially complete, edit the stake details for the trade # and close the order # cancel_order may not contain the full order dict, so we need to fallback # to the order dict aquired before cancelling. # we need to fall back to the values from order if corder does not contain these keys. trade.amount = order['amount'] - corder.get('remaining', order['remaining']) trade.stake_amount = trade.amount * trade.open_rate # verify if fees were taken from amount to avoid problems during selling try: new_amount = self.get_real_amount(trade, corder if 'fee' in corder else order, trade.amount) if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC): trade.amount = new_amount # Fee was applied, so set to 0 trade.fee_open = 0 except DependencyException as e: logger.warning("Could not update trade amount: %s", e) trade.open_order_id = None logger.info('Partial buy order timeout for %s.', trade) self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Remaining buy order for {trade.pair} cancelled due to timeout' }) return False def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool: """ Sell timeout - cancel order and update trade :return: True if order was fully cancelled """ if order['remaining'] == order['amount']: # if trade is not partially completed, just cancel the trade if order["status"] != "canceled": reason = "due to timeout" self.exchange.cancel_order(trade.open_order_id, trade.pair) logger.info('Sell order timeout for %s.', trade) else: reason = "on exchange" logger.info('Sell order canceled on exchange for %s.', trade) trade.close_rate = None trade.close_profit = None trade.close_date = None trade.is_open = True trade.open_order_id = None self.rpc.send_msg({ 'type': RPCMessageType.STATUS_NOTIFICATION, 'status': f'Unfilled sell order for {trade.pair} cancelled {reason}' }) return True # TODO: figure out how to handle partially complete sell orders return False def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None: """ Executes a limit sell for the given trade and limit :param trade: Trade instance :param limit: limit rate for the sell order :param sellreason: Reason the sell was triggered :return: None """ sell_type = 'sell' if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): sell_type = 'stoploss' # if stoploss is on exchange and we are on dry_run mode, # we consider the sell price stop price if self.config.get('dry_run', False) and sell_type == 'stoploss' \ and self.strategy.order_types['stoploss_on_exchange']: limit = trade.stop_loss # First cancelling stoploss on exchange ... if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id: try: self.exchange.cancel_order(trade.stoploss_order_id, trade.pair) except InvalidOrderException: logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") ordertype = self.strategy.order_types[sell_type] if sell_reason == SellType.EMERGENCY_SELL: # Emergencysells (default to market!) ordertype = self.strategy.order_types.get("emergencysell", "market") # Execute sell and update trade record order = self.exchange.sell(pair=str(trade.pair), ordertype=ordertype, amount=trade.amount, rate=limit, time_in_force=self.strategy.order_time_in_force['sell'] ) trade.open_order_id = order['id'] trade.close_rate_requested = limit trade.sell_reason = sell_reason.value # In case of market sell orders the order can be closed immediately if order.get('status', 'unknown') == 'closed': trade.update(order) Trade.session.flush() # Lock pair for one candle to prevent immediate rebuys self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval'])) self._notify_sell(trade, ordertype) def _notify_sell(self, trade: Trade, order_type: str): """ Sends rpc notification when a sell occured. """ profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_trade = trade.calc_profit(rate=profit_rate) # Use cached ticker here - it was updated seconds ago. current_rate = self.get_sell_rate(trade.pair, False) profit_percent = trade.calc_profit_percent(profit_rate) gain = "profit" if profit_percent > 0 else "loss" msg = { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, 'gain': gain, 'limit': trade.close_rate_requested, 'order_type': order_type, 'amount': trade.amount, 'open_rate': trade.open_rate, 'current_rate': current_rate, 'profit_amount': profit_trade, 'profit_percent': profit_percent, 'sell_reason': trade.sell_reason } # For regular case, when the configuration exists if 'stake_currency' in self.config and 'fiat_display_currency' in self.config: stake_currency = self.config['stake_currency'] fiat_currency = self.config['fiat_display_currency'] msg.update({ 'stake_currency': stake_currency, 'fiat_currency': fiat_currency, }) # Send the message self.rpc.send_msg(msg)