643 lines
20 KiB
Python
643 lines
20 KiB
Python
import logging
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import re
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from datetime import datetime, timedelta
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from decimal import Decimal
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from typing import Any, Callable
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import arrow
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from pandas import DataFrame
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from sqlalchemy import and_, func, text
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from tabulate import tabulate
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from telegram import Bot, ParseMode, ReplyKeyboardMarkup, Update
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from telegram.error import NetworkError, TelegramError
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from telegram.ext import CommandHandler, Updater
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from freqtrade import __version__, exchange
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import State, get_state, update_state
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from freqtrade.persistence import Trade
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# Remove noisy log messages
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logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
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logging.getLogger('telegram').setLevel(logging.INFO)
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logger = logging.getLogger(__name__)
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_UPDATER: Updater = None
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_CONF = {}
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_FIAT_CONVERT = CryptoToFiatConverter()
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def init(config: dict) -> 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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:return: None
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"""
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global _UPDATER
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_CONF.update(config)
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if not is_enabled():
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return
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_UPDATER = Updater(token=config['telegram']['token'], workers=0)
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# Register command handler and start telegram message polling
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handles = [
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CommandHandler('status', _status),
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CommandHandler('profit', _profit),
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CommandHandler('balance', _balance),
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CommandHandler('start', _start),
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CommandHandler('stop', _stop),
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CommandHandler('forcesell', _forcesell),
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CommandHandler('performance', _performance),
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CommandHandler('daily', _daily),
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CommandHandler('count', _count),
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CommandHandler('help', _help),
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CommandHandler('version', _version),
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]
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for handle in handles:
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_UPDATER.dispatcher.add_handler(handle)
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_UPDATER.start_polling(
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clean=True,
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bootstrap_retries=-1,
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timeout=30,
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read_latency=60,
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)
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logger.info(
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'rpc.telegram is listening for following commands: %s',
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[h.command for h in handles]
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)
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def cleanup() -> None:
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"""
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Stops all running telegram threads.
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:return: None
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"""
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if not is_enabled():
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return
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_UPDATER.stop()
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def is_enabled() -> bool:
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"""
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Returns True if the telegram module is activated, False otherwise
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"""
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return bool(_CONF['telegram'].get('enabled', False))
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def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
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"""
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Decorator to check if the message comes from the correct chat_id
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:param command_handler: Telegram CommandHandler
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:return: decorated function
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"""
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def wrapper(*args, **kwargs):
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update = kwargs.get('update') or args[1]
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# Reject unauthorized messages
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chat_id = int(_CONF['telegram']['chat_id'])
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if int(update.message.chat_id) != chat_id:
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logger.info('Rejected unauthorized message from: %s', update.message.chat_id)
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return wrapper
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logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id)
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try:
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return command_handler(*args, **kwargs)
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except BaseException:
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logger.exception('Exception occurred within Telegram module')
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return wrapper
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@authorized_only
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def _status(bot: Bot, update: Update) -> None:
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"""
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Handler for /status.
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Returns the current TradeThread status
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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# Check if additional parameters are passed
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params = update.message.text.replace('/status', '').split(' ') \
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if update.message.text else []
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if 'table' in params:
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_status_table(bot, update)
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return
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# Fetch open trade
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if get_state() != State.RUNNING:
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send_msg('*Status:* `trader is not running`', bot=bot)
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elif not trades:
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send_msg('*Status:* `no active trade`', bot=bot)
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else:
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for trade in trades:
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order = None
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if trade.open_order_id:
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order = exchange.get_order(trade.open_order_id)
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# calculate profit and send message to user
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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current_profit = trade.calc_profit_percent(current_rate)
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fmt_close_profit = '{:.2f}%'.format(
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round(trade.close_profit * 100, 2)
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) if trade.close_profit else None
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message = """
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*Trade ID:* `{trade_id}`
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*Current Pair:* [{pair}]({market_url})
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*Open Since:* `{date}`
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*Amount:* `{amount}`
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*Open Rate:* `{open_rate:.8f}`
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*Close Rate:* `{close_rate}`
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*Current Rate:* `{current_rate:.8f}`
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*Close Profit:* `{close_profit}`
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*Current Profit:* `{current_profit:.2f}%`
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*Open Order:* `{open_order}`
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""".format(
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trade_id=trade.id,
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pair=trade.pair,
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market_url=exchange.get_pair_detail_url(trade.pair),
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date=arrow.get(trade.open_date).humanize(),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit=fmt_close_profit,
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current_profit=round(current_profit * 100, 2),
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open_order='({} rem={:.8f})'.format(
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order['type'], order['remaining']
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) if order else None,
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)
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send_msg(message, bot=bot)
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@authorized_only
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def _status_table(bot: Bot, update: Update) -> None:
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"""
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Handler for /status table.
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Returns the current TradeThread status in table format
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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# Fetch open trade
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if get_state() != State.RUNNING:
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send_msg('*Status:* `trader is not running`', bot=bot)
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elif not trades:
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send_msg('*Status:* `no active order`', bot=bot)
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else:
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trades_list = []
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for trade in trades:
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# calculate profit and send message to user
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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trades_list.append([
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trade.id,
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trade.pair,
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
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])
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columns = ['ID', 'Pair', 'Since', 'Profit']
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df_statuses = DataFrame.from_records(trades_list, columns=columns)
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df_statuses = df_statuses.set_index(columns[0])
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message = tabulate(df_statuses, headers='keys', tablefmt='simple')
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message = "<pre>{}</pre>".format(message)
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send_msg(message, parse_mode=ParseMode.HTML)
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@authorized_only
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def _daily(bot: Bot, update: Update) -> None:
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"""
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Handler for /daily <n>
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Returns a daily profit (in BTC) over the last n days.
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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today = datetime.utcnow().date()
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profit_days = {}
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try:
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timescale = int(update.message.text.replace('/daily', '').strip())
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except (TypeError, ValueError):
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timescale = 7
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if not (isinstance(timescale, int) and timescale > 0):
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send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
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return
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for day in range(0, timescale):
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profitday = today - timedelta(days=day)
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trades = Trade.query \
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.filter(Trade.is_open.is_(False)) \
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.filter(Trade.close_date >= profitday)\
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.filter(Trade.close_date < (profitday + timedelta(days=1)))\
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.order_by(Trade.close_date)\
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.all()
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curdayprofit = sum(trade.calc_profit() for trade in trades)
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profit_days[profitday] = format(curdayprofit, '.8f')
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stats = [
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[
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key,
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'{value:.8f} {symbol}'.format(value=float(value), symbol=_CONF['stake_currency']),
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'{value:.3f} {symbol}'.format(
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value=_FIAT_CONVERT.convert_amount(
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value,
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_CONF['stake_currency'],
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_CONF['fiat_display_currency']
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),
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symbol=_CONF['fiat_display_currency']
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)
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]
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for key, value in profit_days.items()
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]
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stats = tabulate(stats,
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headers=[
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'Day',
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'Profit {}'.format(_CONF['stake_currency']),
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'Profit {}'.format(_CONF['fiat_display_currency'])
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],
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tablefmt='simple')
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message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'.format(timescale, stats)
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send_msg(message, bot=bot, parse_mode=ParseMode.HTML)
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@authorized_only
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def _profit(bot: Bot, update: Update) -> None:
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"""
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Handler for /profit.
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Returns a cumulative profit statistics.
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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trades = Trade.query.order_by(Trade.id).all()
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profit_all_coin = []
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profit_all_percent = []
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profit_closed_coin = []
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profit_closed_percent = []
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durations = []
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for trade in trades:
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current_rate = None
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if not trade.open_rate:
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continue
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if trade.close_date:
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durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
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profit_percent = trade.calc_profit_percent()
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profit_closed_coin.append(trade.calc_profit())
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profit_closed_percent.append(profit_percent)
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else:
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# Get current rate
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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profit_percent = trade.calc_profit_percent(rate=current_rate)
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profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
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profit_all_percent.append(profit_percent)
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best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
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.filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(text('profit_sum DESC')) \
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.first()
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if not best_pair:
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send_msg('*Status:* `no closed trade`', bot=bot)
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return
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bp_pair, bp_rate = best_pair
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# Prepare data to display
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profit_closed_coin = round(sum(profit_closed_coin), 8)
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profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
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profit_closed_fiat = _FIAT_CONVERT.convert_amount(
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profit_closed_coin,
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_CONF['stake_currency'],
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_CONF['fiat_display_currency']
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)
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profit_all_coin = round(sum(profit_all_coin), 8)
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profit_all_percent = round(sum(profit_all_percent) * 100, 2)
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profit_all_fiat = _FIAT_CONVERT.convert_amount(
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profit_all_coin,
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_CONF['stake_currency'],
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_CONF['fiat_display_currency']
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)
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# Message to display
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markdown_msg = """
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*ROI:* Close trades
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∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`
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∙ `{profit_closed_fiat:.3f} {fiat}`
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*ROI:* All trades
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∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`
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∙ `{profit_all_fiat:.3f} {fiat}`
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*Total Trade Count:* `{trade_count}`
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*First Trade opened:* `{first_trade_date}`
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*Latest Trade opened:* `{latest_trade_date}`
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*Avg. Duration:* `{avg_duration}`
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*Best Performing:* `{best_pair}: {best_rate:.2f}%`
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""".format(
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coin=_CONF['stake_currency'],
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fiat=_CONF['fiat_display_currency'],
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profit_closed_coin=profit_closed_coin,
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profit_closed_percent=profit_closed_percent,
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profit_closed_fiat=profit_closed_fiat,
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profit_all_coin=profit_all_coin,
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profit_all_percent=profit_all_percent,
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profit_all_fiat=profit_all_fiat,
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trade_count=len(trades),
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first_trade_date=arrow.get(trades[0].open_date).humanize(),
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latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
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avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
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best_pair=bp_pair,
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best_rate=round(bp_rate * 100, 2),
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)
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send_msg(markdown_msg, bot=bot)
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@authorized_only
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def _balance(bot: Bot, update: Update) -> None:
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"""
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Handler for /balance
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Returns current account balance per crypto
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"""
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output = ''
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balances = [
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c for c in exchange.get_balances()
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if c['Balance'] or c['Available'] or c['Pending']
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]
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if not balances:
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output = '`All balances are zero.`'
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total = 0.0
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for currency in balances:
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coin = currency['Currency']
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if coin == 'BTC':
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currency["Rate"] = 1.0
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else:
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currency["Rate"] = exchange.get_ticker('BTC_' + coin, False)['bid']
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currency['BTC'] = currency["Rate"] * currency["Balance"]
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total = total + currency['BTC']
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output += """*Currency*: {Currency}
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*Available*: {Available}
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*Balance*: {Balance}
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*Pending*: {Pending}
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*Est. BTC*: {BTC: .8f}
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""".format(**currency)
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symbol = _CONF['fiat_display_currency']
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value = _FIAT_CONVERT.convert_amount(
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total, 'BTC', symbol
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)
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output += """*Estimated Value*:
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*BTC*: {0: .8f}
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*{1}*: {2: .2f}
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""".format(total, symbol, value)
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send_msg(output)
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@authorized_only
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def _start(bot: Bot, update: Update) -> None:
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"""
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Handler for /start.
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Starts TradeThread
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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if get_state() == State.RUNNING:
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send_msg('*Status:* `already running`', bot=bot)
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else:
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update_state(State.RUNNING)
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@authorized_only
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def _stop(bot: Bot, update: Update) -> None:
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"""
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Handler for /stop.
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Stops TradeThread
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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if get_state() == State.RUNNING:
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send_msg('`Stopping trader ...`', bot=bot)
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update_state(State.STOPPED)
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else:
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send_msg('*Status:* `already stopped`', bot=bot)
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@authorized_only
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def _forcesell(bot: Bot, update: Update) -> None:
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"""
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Handler for /forcesell <id>.
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Sells the given trade at current price
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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if get_state() != State.RUNNING:
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send_msg('`trader is not running`', bot=bot)
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return
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trade_id = update.message.text.replace('/forcesell', '').strip()
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if trade_id == 'all':
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# Execute sell for all open orders
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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_exec_forcesell(trade)
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return
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# Query for trade
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trade = Trade.query.filter(and_(
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Trade.id == trade_id,
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Trade.is_open.is_(True)
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)).first()
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if not trade:
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send_msg('Invalid argument. See `/help` to view usage')
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logger.warning('/forcesell: Invalid argument received')
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return
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_exec_forcesell(trade)
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@authorized_only
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def _performance(bot: Bot, update: Update) -> None:
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"""
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Handler for /performance.
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Shows a performance statistic from finished trades
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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if get_state() != State.RUNNING:
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send_msg('`trader is not running`', bot=bot)
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return
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pair_rates = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum'),
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func.count(Trade.pair).label('count')) \
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.filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(text('profit_sum DESC')) \
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.all()
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stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}% ({count})</code>'.format(
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index=i + 1,
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pair=pair,
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profit=round(rate * 100, 2),
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count=count
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) for i, (pair, rate, count) in enumerate(pair_rates))
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message = '<b>Performance:</b>\n{}'.format(stats)
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logger.debug(message)
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send_msg(message, parse_mode=ParseMode.HTML)
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@authorized_only
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def _count(bot: Bot, update: Update) -> None:
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"""
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Handler for /count.
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Returns the number of trades running
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:param bot: telegram bot
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:param update: message update
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:return: None
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"""
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if get_state() != State.RUNNING:
|
|
send_msg('`trader is not running`', bot=bot)
|
|
return
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
|
|
message = tabulate({
|
|
'current': [len(trades)],
|
|
'max': [_CONF['max_open_trades']]
|
|
}, headers=['current', 'max'], tablefmt='simple')
|
|
message = "<pre>{}</pre>".format(message)
|
|
logger.debug(message)
|
|
send_msg(message, parse_mode=ParseMode.HTML)
|
|
|
|
|
|
@authorized_only
|
|
def _help(bot: Bot, update: Update) -> None:
|
|
"""
|
|
Handler for /help.
|
|
Show commands of the bot
|
|
:param bot: telegram bot
|
|
:param update: message update
|
|
:return: None
|
|
"""
|
|
message = """
|
|
*/start:* `Starts the trader`
|
|
*/stop:* `Stops the trader`
|
|
*/status [table]:* `Lists all open trades`
|
|
*table :* `will display trades in a table`
|
|
*/profit:* `Lists cumulative profit from all finished trades`
|
|
*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, regardless of profit`
|
|
*/performance:* `Show performance of each finished trade grouped by pair`
|
|
*/daily <n>:* `Shows profit or loss per day, over the last n days`
|
|
*/count:* `Show number of trades running compared to allowed number of trades`
|
|
*/balance:* `Show account balance per currency`
|
|
*/help:* `This help message`
|
|
*/version:* `Show version`
|
|
"""
|
|
send_msg(message, bot=bot)
|
|
|
|
|
|
@authorized_only
|
|
def _version(bot: Bot, update: Update) -> None:
|
|
"""
|
|
Handler for /version.
|
|
Show version information
|
|
:param bot: telegram bot
|
|
:param update: message update
|
|
:return: None
|
|
"""
|
|
send_msg('*Version:* `{}`'.format(__version__), bot=bot)
|
|
|
|
|
|
def shorten_date(_date):
|
|
"""
|
|
Trim the date so it fits on small screens
|
|
"""
|
|
new_date = re.sub('seconds?', 'sec', _date)
|
|
new_date = re.sub('minutes?', 'min', new_date)
|
|
new_date = re.sub('hours?', 'h', new_date)
|
|
new_date = re.sub('days?', 'd', new_date)
|
|
new_date = re.sub('^an?', '1', new_date)
|
|
return new_date
|
|
|
|
|
|
def _exec_forcesell(trade: Trade) -> None:
|
|
# Check if there is there is an open order
|
|
if trade.open_order_id:
|
|
order = exchange.get_order(trade.open_order_id)
|
|
|
|
# Cancel open LIMIT_BUY orders and close trade
|
|
if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
|
|
exchange.cancel_order(trade.open_order_id)
|
|
trade.close(order.get('rate') or trade.open_rate)
|
|
# TODO: sell amount which has been bought already
|
|
return
|
|
|
|
# Ignore trades with an attached LIMIT_SELL order
|
|
if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
|
|
return
|
|
|
|
# Get current rate and execute sell
|
|
current_rate = exchange.get_ticker(trade.pair, False)['bid']
|
|
from freqtrade.main import execute_sell
|
|
execute_sell(trade, current_rate)
|
|
|
|
|
|
def send_msg(msg: str, bot: Bot = None, parse_mode: ParseMode = ParseMode.MARKDOWN) -> None:
|
|
"""
|
|
Send given markdown message
|
|
:param msg: message
|
|
:param bot: alternative bot
|
|
:param parse_mode: telegram parse mode
|
|
:return: None
|
|
"""
|
|
if not is_enabled():
|
|
return
|
|
|
|
bot = bot or _UPDATER.bot
|
|
|
|
keyboard = [['/daily', '/profit', '/balance'],
|
|
['/status', '/status table', '/performance'],
|
|
['/count', '/start', '/stop', '/help']]
|
|
|
|
reply_markup = ReplyKeyboardMarkup(keyboard)
|
|
|
|
try:
|
|
try:
|
|
bot.send_message(
|
|
_CONF['telegram']['chat_id'], msg,
|
|
parse_mode=parse_mode, reply_markup=reply_markup
|
|
)
|
|
except NetworkError as network_err:
|
|
# Sometimes the telegram server resets the current connection,
|
|
# if this is the case we send the message again.
|
|
logger.warning(
|
|
'Got Telegram NetworkError: %s! Trying one more time.',
|
|
network_err.message
|
|
)
|
|
bot.send_message(
|
|
_CONF['telegram']['chat_id'], msg,
|
|
parse_mode=parse_mode, reply_markup=reply_markup
|
|
)
|
|
except TelegramError as telegram_err:
|
|
logger.warning('Got TelegramError: %s! Giving up on that message.', telegram_err.message)
|