from datetime import datetime from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine from sqlalchemy.ext.declarative import declarative_base from sqlalchemy.orm import scoped_session, sessionmaker from sqlalchemy.types import Enum from exchange import Exchange, get_exchange_api from utils import get_conf conf = get_conf() if conf.get('dry_run', False): db_handle = 'sqlite:///tradesv2.dry_run.sqlite' else: db_handle = 'sqlite:///tradesv2.sqlite' engine = create_engine(db_handle, echo=False) Session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True)) Base = declarative_base() class Trade(Base): __tablename__ = 'trades' query = Session.query_property() id = Column(Integer, primary_key=True) exchange = Column(Enum(Exchange), nullable=False) pair = Column(String, nullable=False) is_open = Column(Boolean, nullable=False, default=True) open_rate = Column(Float, nullable=False) close_rate = Column(Float) close_profit = Column(Float) btc_amount = Column(Float, nullable=False) amount = Column(Float, nullable=False) 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={}, open_rate={}, open_since={})'.format( self.id, self.pair, self.amount, self.open_rate, 'closed' if not self.is_open else round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2) ) def exec_sell_order(self, rate: float, amount: float) -> float: """ Executes a sell for the given trade and updated the entity. :param rate: rate to sell for :param amount: amount to sell :return: current profit as percentage """ profit = 100 * ((rate - self.open_rate) / self.open_rate) # Execute sell and update trade record order_id = get_exchange_api(conf).sell(self.pair, rate, amount) self.close_rate = rate self.close_profit = profit self.close_date = datetime.utcnow() self.open_order_id = order_id Session.flush() return profit Base.metadata.create_all(engine)