stable/freqtrade/rpc/telegram.py

import logging
import re
from decimal import Decimal
from datetime import timedelta, date, datetime
from typing import Callable, Any

import arrow
from pandas import DataFrame
from sqlalchemy import and_, func, text, between
from tabulate import tabulate
from telegram import ParseMode, Bot, Update, ReplyKeyboardMarkup
from telegram.error import NetworkError, TelegramError
from telegram.ext import CommandHandler, Updater

from freqtrade import exchange, __version__
from freqtrade.misc import get_state, State, update_state
from freqtrade.persistence import Trade

# Remove noisy log messages
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
logging.getLogger('telegram').setLevel(logging.INFO)
logger = logging.getLogger(__name__)

_UPDATER: Updater = None
_CONF = {}


def init(config: dict) -> None:
    """
    Initializes this module with the given config,
    registers all known command handlers
    and starts polling for message updates
    :param config: config to use
    :return: None
    """
    global _UPDATER

    _CONF.update(config)
    if not is_enabled():
        return

    _UPDATER = Updater(token=config['telegram']['token'], workers=0)

    # Register command handler and start telegram message polling
    handles = [
        CommandHandler('status', _status),
        CommandHandler('profit', _profit),
        CommandHandler('balance', _balance),
        CommandHandler('start', _start),
        CommandHandler('stop', _stop),
        CommandHandler('forcesell', _forcesell),
        CommandHandler('performance', _performance),
        CommandHandler('daily', _daily),
        CommandHandler('count', _count),
        CommandHandler('help', _help),
        CommandHandler('version', _version),
    ]
    for handle in handles:
        _UPDATER.dispatcher.add_handler(handle)
    _UPDATER.start_polling(
        clean=True,
        bootstrap_retries=-1,
        timeout=30,
        read_latency=60,
    )
    logger.info(
        'rpc.telegram is listening for following commands: %s',
        [h.command for h in handles]
    )


def cleanup() -> None:
    """
    Stops all running telegram threads.
    :return: None
    """
    if not is_enabled():
        return
    _UPDATER.stop()


def is_enabled() -> bool:
    """
    Returns True if the telegram module is activated, False otherwise
    """
    return bool(_CONF['telegram'].get('enabled', False))


def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
    """
    Decorator to check if the message comes from the correct chat_id
    :param command_handler: Telegram CommandHandler
    :return: decorated function
    """
    def wrapper(*args, **kwargs):
        update = kwargs.get('update') or args[1]

        # Reject unauthorized messages
        chat_id = int(_CONF['telegram']['chat_id'])
        if int(update.message.chat_id) != chat_id:
            logger.info('Rejected unauthorized message from: %s', update.message.chat_id)
            return wrapper

        logger.info('Executing handler: %s for chat_id: %s', command_handler.__name__, chat_id)
        try:
            return command_handler(*args, **kwargs)
        except BaseException:
            logger.exception('Exception occurred within Telegram module')
    return wrapper


@authorized_only
def _status(bot: Bot, update: Update) -> None:
    """
    Handler for /status.
    Returns the current TradeThread status
    :param bot: telegram bot
    :param update: message update
    :return: None
    """

    # Check if additional parameters are passed
    params = update.message.text.replace('/status', '').split(' ') \
        if update.message.text else []
    if 'table' in params:
        _status_table(bot, update)
        return

    # Fetch open trade
    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    if get_state() != State.RUNNING:
        send_msg('*Status:* `trader is not running`', bot=bot)
    elif not trades:
        send_msg('*Status:* `no active trade`', bot=bot)
    else:
        for trade in trades:
            order = None
            if trade.open_order_id:
                order = exchange.get_order(trade.open_order_id)
            # calculate profit and send message to user
            current_rate = exchange.get_ticker(trade.pair)['bid']
            current_profit = trade.calc_profit_percent(current_rate)
            fmt_close_profit = '{:.2f}%'.format(
                round(trade.close_profit * 100, 2)
            ) if trade.close_profit else None
            message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
            """.format(
                trade_id=trade.id,
                pair=trade.pair,
                market_url=exchange.get_pair_detail_url(trade.pair),
                date=arrow.get(trade.open_date).humanize(),
                open_rate=trade.open_rate,
                close_rate=trade.close_rate,
                current_rate=current_rate,
                amount=round(trade.amount, 8),
                close_profit=fmt_close_profit,
                current_profit=round(current_profit * 100, 2),
                open_order='({} rem={:.8f})'.format(
                    order['type'], order['remaining']
                ) if order else None,
            )
            send_msg(message, bot=bot)


@authorized_only
def _status_table(bot: Bot, update: Update) -> None:
    """
    Handler for /status table.
    Returns the current TradeThread status in table format
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    # Fetch open trade
    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    if get_state() != State.RUNNING:
        send_msg('*Status:* `trader is not running`', bot=bot)
    elif not trades:
        send_msg('*Status:* `no active order`', bot=bot)
    else:
        trades_list = []
        for trade in trades:
            # calculate profit and send message to user
            current_rate = exchange.get_ticker(trade.pair)['bid']
            trades_list.append([
                trade.id,
                trade.pair,
                shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
                '{:.2f}'.format(100 * trade.calc_profit_percent(current_rate))
            ])

        columns = ['ID', 'Pair', 'Since', 'Profit']
        df_statuses = DataFrame.from_records(trades_list, columns=columns)
        df_statuses = df_statuses.set_index(columns[0])

        message = tabulate(df_statuses, headers='keys', tablefmt='simple')
        message = "<pre>{}</pre>".format(message)

        send_msg(message, parse_mode=ParseMode.HTML)


@authorized_only
def _daily(bot: Bot, update: Update) -> None:
    """
    Handler for /daily <n>
    Returns a daily profit (in BTC) over the last n days.
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    today = datetime.utcnow().toordinal()
    profit_days = {}

    try:
        timescale = int(update.message.text.replace('/daily', '').strip())
    except (TypeError, ValueError):
        timescale = 5

    if not (isinstance(timescale, int) and timescale > 0):
        send_msg('*Daily [n]:* `must be an integer greater than 0`', bot=bot)
        return

    for day in range(0, timescale):
        # need to query between day+1 and day-1
        nextdate = date.fromordinal(today-day+1)
        prevdate = date.fromordinal(today-day-1)
        trades = Trade.query \
            .filter(Trade.is_open.is_(False)) \
            .filter(between(Trade.close_date, prevdate, nextdate)) \
            .order_by(Trade.close_date)\
            .all()
        curdayprofit = sum(trade.calc_profit() for trade in trades)
        profit_days[date.fromordinal(today - day)] = format(curdayprofit, '.8f')

    stats = [[key, str(value) + ' BTC'] for key, value in profit_days.items()]
    stats = tabulate(stats, headers=['Day', 'Profit'], tablefmt='simple')

    message = '<b>Daily Profit over the last {} days</b>:\n<pre>{}</pre>'.format(timescale, stats)
    send_msg(message, bot=bot, parse_mode=ParseMode.HTML)


@authorized_only
def _profit(bot: Bot, update: Update) -> None:
    """
    Handler for /profit.
    Returns a cumulative profit statistics.
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    trades = Trade.query.order_by(Trade.id).all()

    profit_all_btc = []
    profit_all_percent = []
    profit_btc_closed = []
    profit_closed_percent = []
    durations = []

    for trade in trades:
        current_rate = None

        if not trade.open_rate:
            continue
        if trade.close_date:
            durations.append((trade.close_date - trade.open_date).total_seconds())

        if not trade.is_open:
            profit_percent = trade.calc_profit_percent()
            profit_btc_closed.append(trade.calc_profit())
            profit_closed_percent.append(profit_percent)
        else:
            # Get current rate
            current_rate = exchange.get_ticker(trade.pair)['bid']
            profit_percent = trade.calc_profit_percent(rate=current_rate)

        profit_all_btc.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
        profit_all_percent.append(profit_percent)

    best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
        .filter(Trade.is_open.is_(False)) \
        .group_by(Trade.pair) \
        .order_by(text('profit_sum DESC')) \
        .first()

    if not best_pair:
        send_msg('*Status:* `no closed trade`', bot=bot)
        return

    bp_pair, bp_rate = best_pair
    markdown_msg = """
*ROI Trade closed:* `{profit_closed_btc:.8f} BTC ({profit_closed_percent:.2f}%)`
*ROI All trades:* `{profit_all_btc:.8f} BTC ({profit_all_percent:.2f}%)`
*Total Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
    """.format(
        profit_closed_btc=round(sum(profit_btc_closed), 8),
        profit_closed_percent=round(sum(profit_closed_percent) * 100, 2),
        profit_all_btc=round(sum(profit_all_btc), 8),
        profit_all_percent=round(sum(profit_all_percent) * 100, 2),
        trade_count=len(trades),
        first_trade_date=arrow.get(trades[0].open_date).humanize(),
        latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
        avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
        best_pair=bp_pair,
        best_rate=round(bp_rate * 100, 2),
    )
    send_msg(markdown_msg, bot=bot)


@authorized_only
def _balance(bot: Bot, update: Update) -> None:
    """
    Handler for /balance
    Returns current account balance per crypto
    """
    output = ''
    balances = [
        c for c in exchange.get_balances()
        if c['Balance'] or c['Available'] or c['Pending']
    ]
    if not balances:
        output = '`All balances are zero.`'

    for currency in balances:
        output += """*Currency*: {Currency}
*Available*: {Available}
*Balance*: {Balance}
*Pending*: {Pending}

""".format(**currency)
    send_msg(output)


@authorized_only
def _start(bot: Bot, update: Update) -> None:
    """
    Handler for /start.
    Starts TradeThread
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    if get_state() == State.RUNNING:
        send_msg('*Status:* `already running`', bot=bot)
    else:
        update_state(State.RUNNING)


@authorized_only
def _stop(bot: Bot, update: Update) -> None:
    """
    Handler for /stop.
    Stops TradeThread
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    if get_state() == State.RUNNING:
        send_msg('`Stopping trader ...`', bot=bot)
        update_state(State.STOPPED)
    else:
        send_msg('*Status:* `already stopped`', bot=bot)


@authorized_only
def _forcesell(bot: Bot, update: Update) -> None:
    """
    Handler for /forcesell <id>.
    Sells the given trade at current price
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    if get_state() != State.RUNNING:
        send_msg('`trader is not running`', bot=bot)
        return

    trade_id = update.message.text.replace('/forcesell', '').strip()
    if trade_id == 'all':
        # Execute sell for all open orders
        for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
            _exec_forcesell(trade)
        return

    # Query for trade
    trade = Trade.query.filter(and_(
        Trade.id == trade_id,
        Trade.is_open.is_(True)
    )).first()
    if not trade:
        send_msg('Invalid argument. See `/help` to view usage')
        logger.warning('/forcesell: Invalid argument received')
        return

    _exec_forcesell(trade)


@authorized_only
def _performance(bot: Bot, update: Update) -> None:
    """
    Handler for /performance.
    Shows a performance statistic from finished trades
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    if get_state() != State.RUNNING:
        send_msg('`trader is not running`', bot=bot)
        return

    pair_rates = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
        .filter(Trade.is_open.is_(False)) \
        .group_by(Trade.pair) \
        .order_by(text('profit_sum DESC')) \
        .all()

    stats = '\n'.join('{index}.\t<code>{pair}\t{profit:.2f}%</code>'.format(
        index=i + 1,
        pair=pair,
        profit=round(rate * 100, 2)
    ) for i, (pair, rate) in enumerate(pair_rates))

    message = '<b>Performance:</b>\n{}'.format(stats)
    logger.debug(message)
    send_msg(message, parse_mode=ParseMode.HTML)


@authorized_only
def _count(bot: Bot, update: Update) -> None:
    """
    Handler for /count.
    Returns the number of trades running
    :param bot: telegram bot
    :param update: message update
    :return: None
    """
    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)['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)