#!/usr/bin/env python import logging import random import threading import time import traceback from datetime import datetime logging.basicConfig(level=logging.DEBUG, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s') logger = logging.getLogger(__name__) from persistence import Trade, Session from exchange import get_exchange_api from rpc.telegram import TelegramHandler from utils import get_conf __author__ = "gcarq" __copyright__ = "gcarq 2017" __license__ = "custom" __version__ = "0.4" conf = get_conf() api_wrapper = get_exchange_api(conf) _lock = threading.Condition() _instance = None _should_stop = False class TradeThread(threading.Thread): @staticmethod def get_instance(recreate=False): """ Get the current instance of this thread. This is a singleton. :param recreate: Must be True if you want to start the instance :return: TradeThread instance """ global _instance, _should_stop _lock.acquire() if _instance is None or (not _instance.is_alive() and recreate): _should_stop = False _instance = TradeThread() _lock.release() return _instance @staticmethod def stop(): """ Sets stop signal for the current instance :return: None """ global _should_stop _lock.acquire() _should_stop = True _lock.release() def run(self): """ Threaded main function :return: None """ try: TelegramHandler.send_msg('*Status:* `trader started`') while not _should_stop: try: # Query trades from persistence layer trade = Trade.query.filter(Trade.is_open.is_(True)).first() if not trade: # Create entity and execute trade Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange)) continue # Check if there is already an open order for this pair orders = api_wrapper.get_open_orders(trade.pair) if orders: msg = 'There is already an open order for this trade. (total: {}, remaining: {}, type: {})'\ .format(round(orders[0]['amount'], 8), round(orders[0]['remaining'], 8), orders[0]['type']) logger.info(msg) elif close_trade_if_fulfilled(trade): logger.info('No open orders found and close values are set. Marking trade as closed ...') else: handle_trade(trade) except ValueError: logger.exception('ValueError') finally: Session.flush() time.sleep(25) except RuntimeError: TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc())) logger.exception('RuntimeError. Stopping trader ...') finally: Session.flush() TelegramHandler.send_msg('*Status:* `Trader has stopped`') def close_trade_if_fulfilled(trade): """ 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 and trade.close_date and trade.close_rate: trade.is_open = False return True return False def handle_trade(trade): """ Sells the current pair if the threshold is reached and updates the trade record. :return: current instance """ try: if not trade.is_open: raise ValueError('attempt to handle closed trade: {}'.format(trade)) logger.debug('Handling open trade {} ...'.format(trade)) # Get current rate current_rate = api_wrapper.get_ticker(trade.pair)['last'] current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate) # Get available balance currency = trade.pair.split('_')[1] balance = api_wrapper.get_balance(currency) for duration, threshold in sorted(conf['trade_thresholds'].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 and update trade record api_wrapper.sell(trade.pair, current_rate, balance) trade.close_rate = current_rate trade.close_profit = current_profit trade.close_date = datetime.utcnow() message = '*{}:* Selling {} at rate `{:f} (profit: {}%)`'.format( trade.exchange.name, trade.pair.replace('_', '/'), trade.close_rate, round(current_profit, 2) ) logger.info(message) TelegramHandler.send_msg(message) return else: logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2))) except ValueError: logger.exception('Unable to handle open order') def create_trade(stake_amount: float, exchange): """ Creates a new trade record with a random pair :param stake_amount: amount of btc to spend :param exchange: exchange to use """ whitelist = conf[exchange.name.lower()]['pair_whitelist'] # Check if btc_amount is fulfilled if api_wrapper.get_balance('BTC') < stake_amount: raise ValueError('BTC amount is not fulfilled') # Remove latest trade pair from whitelist latest_trade = Trade.order_by(Trade.id.desc()).first() if latest_trade and latest_trade.pair in whitelist: whitelist.remove(latest_trade.pair) logger.debug('Ignoring {} in pair whitelist') if not whitelist: raise ValueError('No pair in whitelist') # Pick random pair and execute trade idx = random.randint(0, len(whitelist) - 1) pair = whitelist[idx] open_rate = api_wrapper.get_ticker(pair)['last'] amount = stake_amount / open_rate exchange = exchange api_wrapper.buy(pair, open_rate, amount) trade = Trade( pair=pair, btc_amount=stake_amount, open_rate=open_rate, amount=amount, exchange=exchange, ) message = '*{}:* Buying {} at rate `{:f}`'.format( trade.exchange.name, trade.pair.replace('_', '/'), trade.open_rate ) logger.info(message) TelegramHandler.send_msg(message) return trade if __name__ == '__main__': logger.info('Starting marginbot {}'.format(__version__)) TelegramHandler.listen() while True: time.sleep(0.1)