import logging
from datetime import datetime
from decimal import Decimal, getcontext
from typing import Dict, Optional
import arrow
from sqlalchemy import (Boolean, Column, DateTime, Float, Integer, String,
create_engine)
from sqlalchemy.engine import Engine
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.pool import StaticPool
logger = logging.getLogger(__name__)
_CONF = {}
_DECL_BASE = declarative_base()
def init(config: dict, engine: Optional[Engine] = None) -> None:
"""
Initializes this module with the given config,
registers all known command handlers
and starts polling for message updates
:param config: config to use
:param engine: database engine for sqlalchemy (Optional)
:return: None
"""
_CONF.update(config)
if not engine:
if _CONF.get('dry_run', False):
# the user wants dry run to use a DB
if _CONF.get('dry_run_db', False):
engine = create_engine('sqlite:///tradesv3.dry_run.sqlite')
# Otherwise dry run will store in memory
else:
engine = create_engine('sqlite://',
connect_args={'check_same_thread': False},
poolclass=StaticPool,
echo=False)
else:
engine = create_engine('sqlite:///tradesv3.sqlite')
session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
Trade.session = session()
Trade.query = session.query_property()
_DECL_BASE.metadata.create_all(engine)
def cleanup() -> None:
"""
Flushes all pending operations to disk.
:return: None
"""
Trade.session.flush()
class Trade(_DECL_BASE):
__tablename__ = 'trades'
id = Column(Integer, primary_key=True)
exchange = Column(String, nullable=False)
pair = Column(String, nullable=False)
is_open = Column(Boolean, nullable=False, default=True)
fee = Column(Float, nullable=False, default=0.0)
open_rate = Column(Float)
close_rate = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
def __repr__(self):
return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
self.id,
self.pair,
self.amount,
self.open_rate,
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
)
def update(self, order: Dict) -> None:
"""
Updates this entity with amount and actual open/close rates.
:param order: order retrieved by exchange.get_order()
:return: None
"""
# Ignore open and cancelled orders
if not order['closed'] or order['rate'] is None:
return
logger.info('Updating trade (id=%d) ...', self.id)
getcontext().prec = 8 # Bittrex do not go above 8 decimal
if order['type'] == 'LIMIT_BUY':
# Update open rate and actual amount
self.open_rate = Decimal(order['rate'])
self.amount = Decimal(order['amount'])
logger.info('LIMIT_BUY has been fulfilled for %s.', self)
self.open_order_id = None
elif order['type'] == 'LIMIT_SELL':
self.close(order['rate'])
else:
raise ValueError('Unknown order type: {}'.format(order['type']))
cleanup()
def close(self, rate: float) -> None:
"""
Sets close_rate to the given rate, calculates total profit
and marks trade as closed
"""
self.close_rate = Decimal(rate)
self.close_profit = self.calc_profit_percent()
self.close_date = datetime.utcnow()
self.is_open = False
self.open_order_id = None
logger.info(
'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
self
)
def calc_open_trade_price(
self,
fee: Optional[float] = None) -> float:
"""
Calculate the open_rate in BTC
:param fee: fee to use on the open rate (optional).
If rate is not set self.fee will be used
:return: Price in BTC of the open trade
"""
getcontext().prec = 8
buy_trade = (Decimal(self.amount) * Decimal(self.open_rate))
fees = buy_trade * Decimal(fee or self.fee)
return float(buy_trade + fees)
def calc_close_trade_price(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculate the close_rate in BTC
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: Price in BTC of the open trade
"""
getcontext().prec = 8
if rate is None and not self.close_rate:
return 0.0
sell_trade = (Decimal(self.amount) * Decimal(rate or self.close_rate))
fees = sell_trade * Decimal(fee or self.fee)
return float(sell_trade - fees)
def calc_profit(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculate the profit in BTC between Close and Open trade
:param fee: fee to use on the close rate (optional).
If rate is not set self.fee will be used
:param rate: close rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in BTC as float
"""
open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=Decimal(rate or self.close_rate),
fee=Decimal(fee or self.fee)
)
return float("{0:.8f}".format(close_trade_price - open_trade_price))
def calc_profit_percent(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculates the profit in percentage (including fee).
:param rate: rate to compare with (optional).
If rate is not set self.close_rate will be used
:return: profit in percentage as float
"""
getcontext().prec = 8
open_trade_price = self.calc_open_trade_price()
close_trade_price = self.calc_close_trade_price(
rate=Decimal(rate or self.close_rate),
fee=Decimal(fee or self.fee)
)
return float("{0:.8f}".format((close_trade_price / open_trade_price) - 1))