#!/usr/bin/env python import json import logging import time import traceback from datetime import datetime from typing import Dict, Optional from jsonschema import validate import exchange import persistence from persistence import Trade from analyze import get_buy_signal from misc import CONF_SCHEMA, get_state, State, update_state from rpc import telegram logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger(__name__) __author__ = "gcarq" __copyright__ = "gcarq 2017" __license__ = "GPLv3" __version__ = "0.9.0" _CONF = {} def _process() -> None: """ Queries the persistence layer for open trades and handles them, otherwise a new trade is created. :return: None """ try: # 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']), exchange.EXCHANGE) if trade: Trade.session.add(trade) else: logging.info('Got no buy signal...') except ValueError: logger.exception('Unable to create trade') for trade in trades: # Check if there is already an open order for this trade orders = exchange.get_open_orders(trade.pair) orders = [o for o in orders if o['id'] == trade.open_order_id] if orders: logger.info('There is an open order for: %s', orders[0]) else: # Update state trade.open_order_id = None # Check if this trade can be closed if not close_trade_if_fulfilled(trade): # Check if we can sell our current pair handle_trade(trade) Trade.session.flush() except (ConnectionError, json.JSONDecodeError) as error: msg = 'Got {} in _process()'.format(error.__class__.__name__) logger.exception(msg) def close_trade_if_fulfilled(trade: Trade) -> bool: """ 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 is not None \ and trade.close_date is not None \ and trade.close_rate is not None \ and trade.open_order_id is None: trade.is_open = False logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade) return True return False def execute_sell(trade: Trade, current_rate: float) -> None: """ Executes a sell for the given trade and current rate :param trade: Trade instance :param current_rate: current rate :return: None """ # Get available balance currency = trade.pair.split('_')[1] balance = exchange.get_balance(currency) profit = trade.exec_sell_order(current_rate, balance) message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format( trade.exchange.name, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), trade.close_rate, round(profit, 2) ) logger.info(message) telegram.send_msg(message) def handle_trade(trade: Trade) -> None: """ 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 %s ...', trade) # Get current rate current_rate = exchange.get_ticker(trade.pair)['bid'] current_profit = 100.0 * ((current_rate - trade.open_rate) / trade.open_rate) if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']) * 100.0: logger.debug('Stop loss hit.') execute_sell(trade, current_rate) return 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(trade, current_rate) return logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit) except ValueError: logger.exception('Unable to handle open order') 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, _exchange: exchange.Exchange) -> 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 :param _exchange: exchange to use """ logger.info('Creating new trade with stake_amount: %f ...', stake_amount) whitelist = _CONF[_exchange.name.lower()]['pair_whitelist'] # Check if stake_amount is fulfilled if exchange.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 %s in pair whitelist', trade.pair) if not whitelist: raise ValueError('No pair in whitelist') # Pick pair based on StochRSI buy signals for _pair in whitelist: if get_buy_signal(_pair): pair = _pair break else: return None open_rate = get_target_bid(exchange.get_ticker(pair)) amount = stake_amount / open_rate order_id = exchange.buy(pair, open_rate, amount) # Create trade entity and return message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format( _exchange.name, pair.replace('_', '/'), exchange.get_pair_detail_url(pair), open_rate ) logger.info(message) telegram.send_msg(message) return Trade(pair=pair, stake_amount=stake_amount, open_rate=open_rate, open_date=datetime.utcnow(), amount=amount, exchange=_exchange, open_order_id=order_id, is_open=True) 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 telegram.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) def app(config: dict) -> None: """ Main function which handles the application state :param config: config as dict :return: None """ logger.info('Starting freqtrade %s', __version__) init(config) try: old_state = get_state() logger.info('Initial State: %s', old_state) telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower())) while True: new_state = get_state() # Log state transition if new_state != old_state: telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower())) logging.info('Changing state to: %s', new_state.name) if new_state == State.STOPPED: time.sleep(1) elif new_state == State.RUNNING: _process() # We need to sleep here because otherwise we would run into bittrex rate limit time.sleep(25) old_state = new_state except RuntimeError: telegram.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc())) logger.exception('RuntimeError. Trader stopped!') finally: telegram.send_msg('*Status:* `Trader has stopped`') if __name__ == '__main__': with open('config.json') as file: _CONF = json.load(file) validate(_CONF, CONF_SCHEMA) app(_CONF)