#!/usr/bin/env python import copy import json import logging import time import traceback from datetime import datetime from typing import Dict, Optional from signal import signal, SIGINT, SIGABRT, SIGTERM import requests from jsonschema import validate from freqtrade import __version__, exchange, persistence from freqtrade.analyze import get_buy_signal from freqtrade.misc import CONF_SCHEMA, State, get_state, update_state from freqtrade.persistence import Trade from freqtrade.rpc import telegram logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger(__name__) _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'])) 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: # Get order details for actual price per unit if trade.open_order_id: # Update trade with order values logger.info('Got open order for %s', trade) trade.update(exchange.get_order(trade.open_order_id)) if not close_trade_if_fulfilled(trade): # Check if we can sell our current pair handle_trade(trade) Trade.session.flush() except (requests.exceptions.ConnectionError, json.JSONDecodeError) as error: msg = 'Got {} in _process(), retrying in 30 seconds...'.format(error.__class__.__name__) logger.exception(msg) time.sleep(30) except RuntimeError: telegram.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format( traceback=traceback.format_exc(), hint='Issue `/start` if you think it is save to restart.' )) logger.exception('Got RuntimeError. Stopping trader ...') update_state(State.STOPPED) 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, limit: float) -> None: """ Executes a limit sell for the given trade and limit :param trade: Trade instance :param limit: limit rate for the sell order :return: None """ # Execute sell and update trade record order_id = exchange.sell(str(trade.pair), limit, trade.amount) trade.open_order_id = order_id trade.close_date = datetime.utcnow() fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2) message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format( trade.exchange, trade.pair.replace('_', '/'), exchange.get_pair_detail_url(trade.pair), limit, fmt_exp_profit ) logger.info(message) telegram.send_msg(message) def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bool: """ Based an earlier trade and current price and configuration, decides whether bot should sell :return True if bot should sell at current rate """ current_profit = trade.calc_profit(current_rate) if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']): logger.debug('Stop loss hit.') return True for duration, threshold in sorted(_CONF['minimal_roi'].items()): # Check if time matches and current rate is above threshold time_diff = (current_time - trade.open_date).total_seconds() / 60 if time_diff > float(duration) and current_profit > threshold: return True logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0) return False 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 %s ...', trade) current_rate = exchange.get_ticker(trade.pair)['bid'] if should_sell(trade, current_rate, datetime.utcnow()): execute_sell(trade, current_rate) return 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) -> 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 """ logger.info('Creating new trade with stake_amount: %f ...', stake_amount) whitelist = copy.deepcopy(_CONF['exchange']['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 for trade in Trade.query.filter(Trade.is_open.is_(True)).all(): 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 # Calculate amount and subtract fee fee = exchange.get_fee() buy_limit = get_target_bid(exchange.get_ticker(pair)) amount = (1 - fee) * stake_amount / buy_limit order_id = exchange.buy(pair, buy_limit, amount) # Create trade entity and return message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format( exchange.get_name().upper(), pair.replace('_', '/'), exchange.get_pair_detail_url(pair), buy_limit ) logger.info(message) telegram.send_msg(message) # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL return Trade(pair=pair, stake_amount=stake_amount, amount=amount, fee=fee * 2, open_rate=buy_limit, open_date=datetime.utcnow(), exchange=exchange.get_name().upper(), open_order_id=order_id) 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) # Register signal handlers for sig in (SIGINT, SIGTERM, SIGABRT): signal(sig, cleanup) def cleanup(*args, **kwargs) -> None: """ Cleanup the application state und finish all pending tasks :return: None """ telegram.send_msg('*Status:* `Stopping trader...`') logger.info('Stopping trader and cleaning up modules...') update_state(State.STOPPED) persistence.cleanup() telegram.cleanup() exit(0) def app(config: dict) -> None: """ Main loop which handles the application state :param config: config as dict :return: None """ logger.info('Starting freqtrade %s', __version__) init(config) 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(exchange.get_sleep_time()) old_state = new_state def main(): """ Loads and validates the config and starts the main loop :return: None """ global _CONF with open('config.json') as file: _CONF = json.load(file) validate(_CONF, CONF_SCHEMA) app(_CONF) if __name__ == '__main__': main()