132 lines
4.5 KiB
Python
132 lines
4.5 KiB
Python
import logging
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from datetime import datetime
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from decimal import Decimal, getcontext
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from typing import Optional, Dict
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import arrow
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from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
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from sqlalchemy.engine import Engine
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from sqlalchemy.ext.declarative import declarative_base
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from sqlalchemy.orm.scoping import scoped_session
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from sqlalchemy.orm.session import sessionmaker
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from sqlalchemy.pool import StaticPool
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logger = logging.getLogger(__name__)
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_CONF = {}
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_DECL_BASE = declarative_base()
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def init(config: dict, engine: Optional[Engine] = None) -> None:
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"""
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Initializes this module with the given config,
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registers all known command handlers
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and starts polling for message updates
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:param config: config to use
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:param engine: database engine for sqlalchemy (Optional)
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:return: None
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"""
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_CONF.update(config)
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if not engine:
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if _CONF.get('dry_run', False):
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# the user wants dry run to use a DB
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if _CONF.get('dry_run_db', False):
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engine = create_engine('sqlite:///tradesv3.dry_run.sqlite')
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# Otherwise dry run will store in memory
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else:
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engine = create_engine('sqlite://',
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connect_args={'check_same_thread': False},
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poolclass=StaticPool,
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echo=False)
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else:
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engine = create_engine('sqlite:///tradesv3.sqlite')
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session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
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Trade.session = session()
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Trade.query = session.query_property()
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_DECL_BASE.metadata.create_all(engine)
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def cleanup() -> None:
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"""
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Flushes all pending operations to disk.
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:return: None
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"""
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Trade.session.flush()
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class Trade(_DECL_BASE):
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__tablename__ = 'trades'
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id = Column(Integer, primary_key=True)
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exchange = Column(String, nullable=False)
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pair = Column(String, nullable=False)
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is_open = Column(Boolean, nullable=False, default=True)
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fee = Column(Float, nullable=False, default=0.0)
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open_rate = Column(Float)
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close_rate = Column(Float)
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close_profit = Column(Float)
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stake_amount = Column(Float, nullable=False)
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amount = Column(Float)
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open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
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close_date = Column(DateTime)
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open_order_id = Column(String)
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def __repr__(self):
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return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
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self.id,
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self.pair,
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self.amount,
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self.open_rate,
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arrow.get(self.open_date).humanize() if self.is_open else 'closed'
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)
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def update(self, order: Dict) -> None:
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"""
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Updates this entity with amount and actual open/close rates.
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:param order: order retrieved by exchange.get_order()
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:return: None
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"""
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# Ignore open and cancelled orders
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if not order['closed'] or order['rate'] is None:
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return
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logger.info('Updating trade (id=%d) ...', self.id)
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if order['type'] == 'LIMIT_BUY':
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# Update open rate and actual amount
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self.open_rate = order['rate']
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self.amount = order['amount']
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logger.info('LIMIT_BUY has been fulfilled for %s.', self)
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self.open_order_id = None
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elif order['type'] == 'LIMIT_SELL':
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self.close(order['rate'])
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else:
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raise ValueError('Unknown order type: {}'.format(order['type']))
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Trade.session.flush()
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def close(self, rate: float) -> None:
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"""
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Sets close_rate to the given rate, calculates total profit
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and marks trade as closed
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"""
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self.close_rate = rate
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self.close_profit = self.calc_profit()
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self.close_date = datetime.utcnow()
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self.is_open = False
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self.open_order_id = None
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logger.info(
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'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
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self
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)
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def calc_profit(self, rate: Optional[float] = None) -> float:
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"""
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Calculates the profit in percentage (including fee).
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:param rate: rate to compare with (optional).
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If rate is not set self.close_rate will be used
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:return: profit in percentage as float
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"""
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getcontext().prec = 8
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return float((Decimal(rate or self.close_rate) - Decimal(self.open_rate))
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/ Decimal(self.open_rate) - Decimal(self.fee))
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