# pragma pylint: disable=W0603 """ Wallet """ import logging from copy import deepcopy from typing import Any, Dict, NamedTuple import arrow from freqtrade.constants import UNLIMITED_STAKE_AMOUNT from freqtrade.enums import RunMode from freqtrade.exceptions import DependencyException from freqtrade.exchange import Exchange from freqtrade.persistence import LocalTrade, Trade logger = logging.getLogger(__name__) # wallet data structure class Wallet(NamedTuple): currency: str free: float = 0 used: float = 0 total: float = 0 class Wallets: def __init__(self, config: dict, exchange: Exchange, log: bool = True) -> None: self._config = config self._log = log self._exchange = exchange self._wallets: Dict[str, Wallet] = {} self.start_cap = config['dry_run_wallet'] self._last_wallet_refresh = 0 self.update() def get_free(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.free: return balance.free else: return 0 def get_used(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.used: return balance.used else: return 0 def get_total(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.total: return balance.total else: return 0 def _update_dry(self) -> None: """ Update from database in dry-run mode - Apply apply profits of closed trades on top of stake amount - Subtract currently tied up stake_amount in open trades - update balances for currencies currently in trades """ # Recreate _wallets to reset closed trade balances _wallets = {} open_trades = Trade.get_trades_proxy(is_open=True) # If not backtesting... # TODO: potentially remove the ._log workaround to determine backtest mode. if self._log: tot_profit = Trade.get_total_closed_profit() else: tot_profit = LocalTrade.total_profit tot_in_trades = sum([trade.stake_amount for trade in open_trades]) current_stake = self.start_cap + tot_profit - tot_in_trades _wallets[self._config['stake_currency']] = Wallet( self._config['stake_currency'], current_stake, 0, current_stake ) for trade in open_trades: curr = self._exchange.get_pair_base_currency(trade.pair) _wallets[curr] = Wallet( curr, trade.amount, 0, trade.amount ) self._wallets = _wallets def _update_live(self) -> None: balances = self._exchange.get_balances() for currency in balances: if isinstance(balances[currency], dict): self._wallets[currency] = Wallet( currency, balances[currency].get('free', None), balances[currency].get('used', None), balances[currency].get('total', None) ) # Remove currencies no longer in get_balances output for currency in deepcopy(self._wallets): if currency not in balances: del self._wallets[currency] def update(self, require_update: bool = True) -> None: """ Updates wallets from the configured version. By default, updates from the exchange. Update-skipping should only be used for user-invoked /balance calls, since for trading operations, the latest balance is needed. :param require_update: Allow skipping an update if balances were recently refreshed """ if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)): if (not self._config['dry_run'] or self._config.get('runmode') == RunMode.LIVE): self._update_live() else: self._update_dry() if self._log: logger.info('Wallets synced.') self._last_wallet_refresh = arrow.utcnow().int_timestamp def get_all_balances(self) -> Dict[str, Any]: return self._wallets def get_starting_balance(self) -> float: """ Retrieves starting balance - based on either available capital, or by using current balance subtracting """ if "available_capital" in self._config: return self._config['available_capital'] else: tot_profit = Trade.get_total_closed_profit() open_stakes = Trade.total_open_trades_stakes() available_balance = self.get_free(self._config['stake_currency']) return available_balance - tot_profit + open_stakes def get_total_stake_amount(self): """ Return the total currently available balance in stake currency, including tied up stake and respecting tradable_balance_ratio. Calculated as ( + free amount) * tradable_balance_ratio """ val_tied_up = Trade.total_open_trades_stakes() if "available_capital" in self._config: starting_balance = self._config['available_capital'] tot_profit = Trade.get_total_closed_profit() available_amount = starting_balance + tot_profit else: # Ensure % is used from the overall balance # Otherwise we'd risk lowering stakes with each open trade. # (tied up + current free) * ratio) - tied up available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) * self._config['tradable_balance_ratio']) return available_amount def get_available_stake_amount(self) -> float: """ Return the total currently available balance in stake currency, respecting tradable_balance_ratio. Calculated as ( + free amount) * tradable_balance_ratio - """ free = self.get_free(self._config['stake_currency']) return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free) def _calculate_unlimited_stake_amount(self, available_amount: float, val_tied_up: float) -> float: """ Calculate stake amount for "unlimited" stake amount :return: 0 if max number of trades reached, else stake_amount to use. """ if self._config['max_open_trades'] == 0: return 0 possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades'] # Theoretical amount can be above available amount - therefore limit to available amount! return min(possible_stake, available_amount) def _check_available_stake_amount(self, stake_amount: float, available_amount: float) -> float: """ Check if stake amount can be fulfilled with the available balance for the stake currency :return: float: Stake amount :raise: DependencyException if balance is lower than stake-amount """ if self._config['amend_last_stake_amount']: # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio # Otherwise the remaining amount is too low to trade. if available_amount > (stake_amount * self._config['last_stake_amount_min_ratio']): stake_amount = min(stake_amount, available_amount) else: stake_amount = 0 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_trade_stake_amount(self, pair: str, edge=None) -> float: """ Calculate stake amount for the trade :return: float: Stake amount :raise: DependencyException if the available stake amount is too low """ stake_amount: float # Ensure wallets are uptodate. self.update() val_tied_up = Trade.total_open_trades_stakes() available_amount = self.get_available_stake_amount() if edge: stake_amount = edge.stake_amount( pair, self.get_free(self._config['stake_currency']), self.get_total(self._config['stake_currency']), val_tied_up ) else: stake_amount = self._config['stake_amount'] if stake_amount == UNLIMITED_STAKE_AMOUNT: stake_amount = self._calculate_unlimited_stake_amount( available_amount, val_tied_up) return self._check_available_stake_amount(stake_amount, available_amount) def _validate_stake_amount(self, pair, stake_amount, min_stake_amount): if not stake_amount: logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.") return 0 max_stake_amount = self.get_available_stake_amount() if min_stake_amount > max_stake_amount: if self._log: logger.warning("Minimum stake amount > available balance.") return 0 if min_stake_amount is not None and stake_amount < min_stake_amount: stake_amount = min_stake_amount if self._log: logger.info( f"Stake amount for pair {pair} is too small " f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}." ) if stake_amount > max_stake_amount: stake_amount = max_stake_amount if self._log: logger.info( f"Stake amount for pair {pair} is too big " f"({stake_amount} > {max_stake_amount}), adjusting to {max_stake_amount}." ) return stake_amount