stable/main.py
gcarq 3473fd3c90 major refactoring to allow proper testing
This commit includes:
* Reducing complexity of modules
* Remove unneeded wrapper classes
* Implement init() for each module which
  initializes everything based on the config
* Implement some basic tests
2017-09-08 15:51:00 +02:00

270 lines
8.4 KiB
Python
Executable File

#!/usr/bin/env python
import enum
import json
import logging
import time
import traceback
from datetime import datetime
from json import JSONDecodeError
from typing import Optional
from jsonschema import validate
from requests import ConnectionError
from wrapt import synchronized
import exchange
import persistence
from rpc import telegram
from analyze import get_buy_signal
from persistence import Trade
from misc import conf_schema
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "GPLv3"
__version__ = "0.8.0"
class State(enum.Enum):
RUNNING = 0
PAUSED = 1
TERMINATE = 2
_conf = {}
_cur_state = State.RUNNING
@synchronized
def update_state(state: State) -> None:
"""
Updates the application state
:param state: new state
:return: None
"""
global _cur_state
_cur_state = state
@synchronized
def get_state() -> State:
"""
Gets the current application state
:return:
"""
return _cur_state
def _process() -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
# 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']), exchange.cur_exchange)
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:
# Check if there is already an open order for this trade
orders = exchange.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \
.format(
trade,
round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
continue
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
continue
# Check if we can sell our current pair
handle_trade(trade)
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 and trade.close_date and trade.close_rate and not trade.open_order_id:
trade.is_open = False
return True
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 open trade %s ...', trade)
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
for duration, threshold in sorted(_conf['minimal_roi'].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
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
telegram.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
except ValueError:
logger.exception('Unable to handle open order')
def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> 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
:param _exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = _conf[_exchange.name.lower()]['pair_whitelist']
# Check if btc_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
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
if latest_trade:
trades.append(latest_trade)
for trade in trades:
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 p in whitelist:
if get_buy_signal(p):
pair = p
break
else:
return None
open_rate = exchange.get_ticker(pair)['ask']
amount = stake_amount / open_rate
order_id = exchange.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
_exchange.name,
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
telegram.send_msg(message)
return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
open_date=datetime.utcnow(),
amount=amount,
exchange=_exchange,
open_order_id=order_id,
is_open=True)
def init(config: dict) -> None:
"""
Initializes all modules and updates the config
:param config: config as dict
:return: None
"""
global _conf
# Initialize all modules
telegram.init(config)
persistence.init(config)
exchange.init(config)
_conf.update(config)
def app(config: dict) -> None:
logger.info('Starting freqtrade %s', __version__)
init(config)
try:
telegram.send_msg('*Status:* `trader started`')
logger.info('Trader started')
while True:
state = get_state()
if state == State.TERMINATE:
return
elif state == State.PAUSED:
time.sleep(1)
elif state == State.RUNNING:
try:
_process()
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(error.__class__.__name__)
logger.exception(msg)
finally:
time.sleep(25)
except (RuntimeError, JSONDecodeError):
telegram.send_msg(
'*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc())
)
logger.exception('RuntimeError. Stopping trader ...')
finally:
telegram.send_msg('*Status:* `Trader has stopped`')
if __name__ == '__main__':
with open('config.json') as file:
conf = json.load(file)
validate(conf, conf_schema)
app(conf)