396 lines
15 KiB
Python
396 lines
15 KiB
Python
"""
|
|
This module contains class to define a RPC communications
|
|
"""
|
|
import logging
|
|
from datetime import datetime, timedelta, date
|
|
from decimal import Decimal
|
|
from typing import Dict, Tuple, Any
|
|
|
|
import arrow
|
|
import sqlalchemy as sql
|
|
from pandas import DataFrame
|
|
from numpy import mean, nan_to_num
|
|
|
|
from freqtrade import exchange
|
|
from freqtrade.misc import shorten_date
|
|
from freqtrade.persistence import Trade
|
|
from freqtrade.state import State
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class RPC(object):
|
|
"""
|
|
RPC class can be used to have extra feature, like bot data, and access to DB data
|
|
"""
|
|
def __init__(self, freqtrade) -> None:
|
|
"""
|
|
Initializes all enabled rpc modules
|
|
:param freqtrade: Instance of a freqtrade bot
|
|
:return: None
|
|
"""
|
|
self.freqtrade = freqtrade
|
|
|
|
def rpc_trade_status(self) -> Tuple[bool, Any]:
|
|
"""
|
|
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
|
|
a remotely exposed function
|
|
:return:
|
|
"""
|
|
# Fetch open trade
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
if self.freqtrade.state != State.RUNNING:
|
|
return True, '*Status:* `trader is not running`'
|
|
elif not trades:
|
|
return True, '*Status:* `no active trade`'
|
|
else:
|
|
result = []
|
|
for trade in trades:
|
|
order = None
|
|
if trade.open_order_id:
|
|
order = exchange.get_order(trade.open_order_id, trade.pair)
|
|
# calculate profit and send message to user
|
|
current_rate = exchange.get_ticker(trade.pair, False)['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}`\n" \
|
|
"*Current Pair:* [{pair}]({market_url})\n" \
|
|
"*Open Since:* `{date}`\n" \
|
|
"*Amount:* `{amount}`\n" \
|
|
"*Open Rate:* `{open_rate:.8f}`\n" \
|
|
"*Close Rate:* `{close_rate}`\n" \
|
|
"*Current Rate:* `{current_rate:.8f}`\n" \
|
|
"*Close Profit:* `{close_profit}`\n" \
|
|
"*Current Profit:* `{current_profit:.2f}%`\n" \
|
|
"*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['side'], order['remaining']
|
|
) if order else None,
|
|
)
|
|
result.append(message)
|
|
return False, result
|
|
|
|
def rpc_status_table(self) -> Tuple[bool, Any]:
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
if self.freqtrade.state != State.RUNNING:
|
|
return True, '*Status:* `trader is not running`'
|
|
elif not trades:
|
|
return True, '*Status:* `no active order`'
|
|
else:
|
|
trades_list = []
|
|
for trade in trades:
|
|
# calculate profit and send message to user
|
|
current_rate = exchange.get_ticker(trade.pair, False)['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])
|
|
# The style used throughout is to return a tuple
|
|
# consisting of (error_occured?, result)
|
|
# Another approach would be to just return the
|
|
# result, or raise error
|
|
return False, df_statuses
|
|
|
|
def rpc_daily_profit(
|
|
self, timescale: int,
|
|
stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
|
|
today = datetime.utcnow().date()
|
|
profit_days: Dict[date, Dict] = {}
|
|
|
|
if not (isinstance(timescale, int) and timescale > 0):
|
|
return True, '*Daily [n]:* `must be an integer greater than 0`'
|
|
|
|
fiat = self.freqtrade.fiat_converter
|
|
for day in range(0, timescale):
|
|
profitday = today - timedelta(days=day)
|
|
trades = Trade.query \
|
|
.filter(Trade.is_open.is_(False)) \
|
|
.filter(Trade.close_date >= profitday)\
|
|
.filter(Trade.close_date < (profitday + timedelta(days=1)))\
|
|
.order_by(Trade.close_date)\
|
|
.all()
|
|
curdayprofit = sum(trade.calc_profit() for trade in trades)
|
|
profit_days[profitday] = {
|
|
'amount': format(curdayprofit, '.8f'),
|
|
'trades': len(trades)
|
|
}
|
|
|
|
stats = [
|
|
[
|
|
key,
|
|
'{value:.8f} {symbol}'.format(
|
|
value=float(value['amount']),
|
|
symbol=stake_currency
|
|
),
|
|
'{value:.3f} {symbol}'.format(
|
|
value=fiat.convert_amount(
|
|
value['amount'],
|
|
stake_currency,
|
|
fiat_display_currency
|
|
),
|
|
symbol=fiat_display_currency
|
|
),
|
|
'{value} trade{s}'.format(
|
|
value=value['trades'],
|
|
s='' if value['trades'] < 2 else 's'
|
|
),
|
|
]
|
|
for key, value in profit_days.items()
|
|
]
|
|
return False, stats
|
|
|
|
def rpc_trade_statistics(
|
|
self, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
|
|
"""
|
|
:return: cumulative profit statistics.
|
|
"""
|
|
trades = Trade.query.order_by(Trade.id).all()
|
|
|
|
profit_all_coin = []
|
|
profit_all_percent = []
|
|
profit_closed_coin = []
|
|
profit_closed_percent = []
|
|
durations = []
|
|
|
|
for trade in trades:
|
|
current_rate: float = 0.0
|
|
|
|
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_closed_coin.append(trade.calc_profit())
|
|
profit_closed_percent.append(profit_percent)
|
|
else:
|
|
# Get current rate
|
|
current_rate = exchange.get_ticker(trade.pair, False)['bid']
|
|
profit_percent = trade.calc_profit_percent(rate=current_rate)
|
|
|
|
profit_all_coin.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, sql.func.sum(Trade.close_profit).label('profit_sum')
|
|
).filter(Trade.is_open.is_(False)) \
|
|
.group_by(Trade.pair) \
|
|
.order_by(sql.text('profit_sum DESC')).first()
|
|
|
|
if not best_pair:
|
|
return True, '*Status:* `no closed trade`'
|
|
|
|
bp_pair, bp_rate = best_pair
|
|
|
|
# FIX: we want to keep fiatconverter in a state/environment,
|
|
# doing this will utilize its caching functionallity, instead we reinitialize it here
|
|
fiat = self.freqtrade.fiat_converter
|
|
# Prepare data to display
|
|
profit_closed_coin = round(sum(profit_closed_coin), 8)
|
|
profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
|
|
profit_closed_fiat = fiat.convert_amount(
|
|
profit_closed_coin,
|
|
stake_currency,
|
|
fiat_display_currency
|
|
)
|
|
profit_all_coin = round(sum(profit_all_coin), 8)
|
|
profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
|
|
profit_all_fiat = fiat.convert_amount(
|
|
profit_all_coin,
|
|
stake_currency,
|
|
fiat_display_currency
|
|
)
|
|
num = float(len(durations) or 1)
|
|
return (
|
|
False,
|
|
{
|
|
'profit_closed_coin': profit_closed_coin,
|
|
'profit_closed_percent': profit_closed_percent,
|
|
'profit_closed_fiat': profit_closed_fiat,
|
|
'profit_all_coin': profit_all_coin,
|
|
'profit_all_percent': profit_all_percent,
|
|
'profit_all_fiat': profit_all_fiat,
|
|
'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) / num)).split('.')[0],
|
|
'best_pair': bp_pair,
|
|
'best_rate': round(bp_rate * 100, 2)
|
|
}
|
|
)
|
|
|
|
def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]:
|
|
"""
|
|
:return: current account balance per crypto
|
|
"""
|
|
output = []
|
|
total = 0.0
|
|
for coin, balance in exchange.get_balances().items():
|
|
if not balance['total']:
|
|
continue
|
|
|
|
rate = None
|
|
if coin == 'BTC':
|
|
rate = 1.0
|
|
else:
|
|
if coin == 'USDT':
|
|
rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
|
|
else:
|
|
rate = exchange.get_ticker(coin + '/BTC', False)['bid']
|
|
est_btc: float = rate * balance['total']
|
|
total = total + est_btc
|
|
output.append(
|
|
{
|
|
'currency': coin,
|
|
'available': balance['free'],
|
|
'balance': balance['total'],
|
|
'pending': balance['used'],
|
|
'est_btc': est_btc
|
|
}
|
|
)
|
|
if total == 0.0:
|
|
return True, '`All balances are zero.`'
|
|
|
|
fiat = self.freqtrade.fiat_converter
|
|
symbol = fiat_display_currency
|
|
value = fiat.convert_amount(total, 'BTC', symbol)
|
|
return False, (output, total, symbol, value)
|
|
|
|
def rpc_start(self) -> Tuple[bool, str]:
|
|
"""
|
|
Handler for start.
|
|
"""
|
|
if self.freqtrade.state == State.RUNNING:
|
|
return True, '*Status:* `already running`'
|
|
|
|
self.freqtrade.state = State.RUNNING
|
|
return False, '`Starting trader ...`'
|
|
|
|
def rpc_stop(self) -> Tuple[bool, str]:
|
|
"""
|
|
Handler for stop.
|
|
"""
|
|
if self.freqtrade.state == State.RUNNING:
|
|
self.freqtrade.state = State.STOPPED
|
|
return False, '`Stopping trader ...`'
|
|
|
|
return True, '*Status:* `already stopped`'
|
|
|
|
def rpc_reload_conf(self) -> str:
|
|
""" Handler for reload_conf. """
|
|
self.freqtrade.state = State.RELOAD_CONF
|
|
return '*Status:* `Reloading config ...`'
|
|
|
|
# FIX: no test for this!!!!
|
|
def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]:
|
|
"""
|
|
Handler for forcesell <id>.
|
|
Sells the given trade at current price
|
|
:return: error or None
|
|
"""
|
|
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, trade.pair)
|
|
|
|
# Cancel open LIMIT_BUY orders and close trade
|
|
if order and order['status'] == 'open' \
|
|
and order['type'] == 'limit' \
|
|
and order['side'] == 'buy':
|
|
exchange.cancel_order(trade.open_order_id, trade.pair)
|
|
trade.close(order.get('price') or trade.open_rate)
|
|
# Do the best effort, if we don't know 'filled' amount, don't try selling
|
|
if order['filled'] is None:
|
|
return
|
|
trade.amount = order['filled']
|
|
|
|
# Ignore trades with an attached LIMIT_SELL order
|
|
if order and order['status'] == 'open' \
|
|
and order['type'] == 'limit' \
|
|
and order['side'] == 'sell':
|
|
return
|
|
|
|
# Get current rate and execute sell
|
|
current_rate = exchange.get_ticker(trade.pair, False)['bid']
|
|
self.freqtrade.execute_sell(trade, current_rate)
|
|
# ---- EOF def _exec_forcesell ----
|
|
|
|
if self.freqtrade.state != State.RUNNING:
|
|
return True, '`trader is not running`'
|
|
|
|
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 False, ''
|
|
|
|
# Query for trade
|
|
trade = Trade.query.filter(
|
|
sql.and_(
|
|
Trade.id == trade_id,
|
|
Trade.is_open.is_(True)
|
|
)
|
|
).first()
|
|
if not trade:
|
|
logger.warning('forcesell: Invalid argument received')
|
|
return True, 'Invalid argument.'
|
|
|
|
_exec_forcesell(trade)
|
|
Trade.session.flush()
|
|
return False, ''
|
|
|
|
def rpc_performance(self) -> Tuple[bool, Any]:
|
|
"""
|
|
Handler for performance.
|
|
Shows a performance statistic from finished trades
|
|
"""
|
|
if self.freqtrade.state != State.RUNNING:
|
|
return True, '`trader is not running`'
|
|
|
|
pair_rates = Trade.session.query(Trade.pair,
|
|
sql.func.sum(Trade.close_profit).label('profit_sum'),
|
|
sql.func.count(Trade.pair).label('count')) \
|
|
.filter(Trade.is_open.is_(False)) \
|
|
.group_by(Trade.pair) \
|
|
.order_by(sql.text('profit_sum DESC')) \
|
|
.all()
|
|
trades = []
|
|
for (pair, rate, count) in pair_rates:
|
|
trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count})
|
|
|
|
return False, trades
|
|
|
|
def rpc_count(self) -> Tuple[bool, Any]:
|
|
"""
|
|
Returns the number of trades running
|
|
:return: None
|
|
"""
|
|
if self.freqtrade.state != State.RUNNING:
|
|
return True, '`trader is not running`'
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
return False, trades
|