import logging from datetime import datetime from decimal import Decimal, getcontext from typing import Optional, Dict 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) if order['type'] == 'LIMIT_BUY': # Update open rate and actual amount self.open_rate = order['rate'] self.amount = 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'])) Trade.session.flush() def close(self, rate: float) -> None: """ Sets close_rate to the given rate, calculates total profit and marks trade as closed """ self.close_rate = rate self.close_profit = self.calc_profit() 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_profit(self, rate: 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 return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate)) / Decimal(self.open_rate) - Decimal(self.fee))