149 lines
6.1 KiB
Markdown
149 lines
6.1 KiB
Markdown
# Trade Object
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## Trade
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A position freqtrade enters is stored in a `Trade` object - which is persisted to the database.
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It's a core concept of freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.
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It will be passed to the strategy in many [strategy callbacks](strategy-callbacks.md). The object passed to the strategy cannot be modified directly. Indirect modifications may occur based on callback results.
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## Trade - Available attributes
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The following attributes / properties are available for each individual trade - and can be used with `trade.<property>` (e.g. `trade.pair`).
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| Attribute | DataType | Description |
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|------------|-------------|-------------|
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`pair`| string | Pair of this trade
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`is_open`| boolean | Is the trade currently open, or has it been concluded
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`open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
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`close_rate`| float | Close rate - only set when is_open = False
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`stake_amount`| float | Amount in Stake (or Quote) currency.
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`amount`| float | Amount in Asset / Base currency that is currently owned.
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`open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
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`open_date_utc`| datetime | Timestamp when trade was opened - in UTC
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`close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
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`close_date_utc`| datetime | Timestamp when trade was closed - in UTC
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`close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
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`close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
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`leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
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`enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
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`is_short` | boolean | True for short trades, False otherwise
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`orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
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`date_last_filled_utc` | datetime | Time of the last filled order
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`entry_side` | "buy" / "sell" | Order Side the trade was entered
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`exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
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`trade_direction` | "long" / "short" | Trade direction in text - long or short.
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`nr_of_successful_entries` | int | Number of successful (filled) entry orders
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`nr_of_successful_exits` | int | Number of successful (filled) exit orders
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## Class methods
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The following are class methods - which return generic information, and usually result in an explicit query against the database.
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They can be used as `Trade.<method>` - e.g. `open_trades = Trade.get_open_trade_count()`
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!!! Warning "Backtesting/hyperopt"
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Most methods will work in both backtesting / hyperopt and live/dry modes.
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During backtesting, it's limited to usage in [strategy callbacks](strategy-callbacks.md). Usage in `populate_*()` methods is not supported and will result in wrong results.
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### get_trades_proxy
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When your strategy needs some information on existing (open or close) trades - it's best to use `Trade.get_trades_proxy()`.
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Usage:
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``` python
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from freqtrade.persistence import Trade
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from datetime import timedelta
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# ...
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trade_hist = Trade.get_trades_proxy(pair='ETH/USDT', is_open=False, open_date=current_date - timedelta(days=2))
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```
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`get_trades_proxy()` supports the following keyword arguments. All arguments are optional - calling `get_trades_proxy()` without arguments will return a list of all trades in the database.
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* `pair` e.g. `pair='ETH/USDT'`
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* `is_open` e.g. `is_open=False`
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* `open_date` e.g. `open_date=current_date - timedelta(days=2)`
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* `close_date` e.g. `close_date=current_date - timedelta(days=5)`
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### get_open_trade_count
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Get the number of currently open trades
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``` python
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from freqtrade.persistence import Trade
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# ...
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open_trades = Trade.get_open_trade_count()
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```
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### get_total_closed_profit
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Retrieve the total profit the bot has generated so far.
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Aggregates `close_profit_abs` for all closed trades.
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``` python
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from freqtrade.persistence import Trade
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# ...
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profit = Trade.get_total_closed_profit()
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```
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### total_open_trades_stakes
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Retrieve the total stake_amount that's currently in trades.
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``` python
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from freqtrade.persistence import Trade
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# ...
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profit = Trade.total_open_trades_stakes()
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```
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### get_overall_performance
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Retrieve the overall performance - similar to the `/performance` telegram command.
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``` python
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from freqtrade.persistence import Trade
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# ...
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if self.config['runmode'].value in ('live', 'dry_run'):
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performance = Trade.get_overall_performance()
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```
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Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
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``` json
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{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
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```
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## Order Object
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An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
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An `Order` object will always be tied to it's corresponding [`Trade`](#trade-object), and only really makes sense in the context of a trade.
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### Order - Available attributes
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an Order object is typically attached to a trade.
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Most properties here can be None as they are dependant on the exchange response.
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| Attribute | DataType | Description |
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|------------|-------------|-------------|
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`trade` | Trade | Trade object this order is attached to
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`ft_pair` | string | Pair this order is for
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`ft_is_open` | boolean | is the order filled?
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`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
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`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
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`side` | string | Buy or Sell
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`price` | float | Price the order was placed at
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`average` | float | Average price the order filled at
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`amount` | float | Amount in base currency
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`filled` | float | Filled amount (in base currency)
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`remaining` | float | Remaining amount
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`cost` | float | Cost of the order - usually average * filled
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`order_date` | datetime | Order creation date **use `order_date_utc` instead**
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`order_date_utc` | datetime | Order creation date (in UTC)
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`order_fill_date` | datetime | Order fill date **use `order_fill_utc` instead**
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`order_fill_date_utc` | datetime | Order fill date
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