387 lines
8.2 KiB
Python
387 lines
8.2 KiB
Python
from datetime import date, datetime
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from typing import Any, Dict, List, Optional, Union
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from pydantic import BaseModel
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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class Ping(BaseModel):
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status: str
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class AccessToken(BaseModel):
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access_token: str
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class AccessAndRefreshToken(AccessToken):
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refresh_token: str
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class Version(BaseModel):
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version: str
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class StatusMsg(BaseModel):
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status: str
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class ResultMsg(BaseModel):
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result: str
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class Balance(BaseModel):
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currency: str
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free: float
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balance: float
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used: float
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est_stake: float
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stake: str
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class Balances(BaseModel):
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currencies: List[Balance]
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total: float
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symbol: str
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value: float
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stake: str
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note: str
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starting_capital: float
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starting_capital_ratio: float
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starting_capital_pct: float
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starting_capital_fiat: float
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starting_capital_fiat_ratio: float
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starting_capital_fiat_pct: float
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class Count(BaseModel):
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current: int
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max: int
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total_stake: float
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class PerformanceEntry(BaseModel):
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pair: str
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profit: float
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profit_ratio: float
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profit_pct: float
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profit_abs: float
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count: int
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class Profit(BaseModel):
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profit_closed_coin: float
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profit_closed_percent_mean: float
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profit_closed_ratio_mean: float
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profit_closed_percent_sum: float
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profit_closed_ratio_sum: float
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profit_closed_percent: float
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profit_closed_ratio: float
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profit_closed_fiat: float
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profit_all_coin: float
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profit_all_percent_mean: float
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profit_all_ratio_mean: float
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profit_all_percent_sum: float
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profit_all_ratio_sum: float
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profit_all_percent: float
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profit_all_ratio: float
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profit_all_fiat: float
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trade_count: int
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closed_trade_count: int
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first_trade_date: str
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first_trade_timestamp: int
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latest_trade_date: str
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latest_trade_timestamp: int
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avg_duration: str
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best_pair: str
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best_rate: float
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best_pair_profit_ratio: float
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winning_trades: int
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losing_trades: int
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class SellReason(BaseModel):
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wins: int
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losses: int
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draws: int
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class Stats(BaseModel):
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sell_reasons: Dict[str, SellReason]
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durations: Dict[str, Union[str, float]]
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class DailyRecord(BaseModel):
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date: date
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abs_profit: float
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fiat_value: float
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trade_count: int
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class Daily(BaseModel):
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data: List[DailyRecord]
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fiat_display_currency: str
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stake_currency: str
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class UnfilledTimeout(BaseModel):
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buy: int
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sell: int
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unit: str
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exit_timeout_count: Optional[int]
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class OrderTypes(BaseModel):
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buy: str
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sell: str
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emergencysell: Optional[str]
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forcesell: Optional[str]
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forcebuy: Optional[str]
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stoploss: str
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stoploss_on_exchange: bool
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stoploss_on_exchange_interval: Optional[int]
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class ShowConfig(BaseModel):
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version: str
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api_version: float
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dry_run: bool
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trading_mode: str
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short_allowed: bool
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stake_currency: str
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stake_amount: Union[float, str]
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available_capital: Optional[float]
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stake_currency_decimals: int
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max_open_trades: int
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minimal_roi: Dict[str, Any]
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stoploss: Optional[float]
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trailing_stop: Optional[bool]
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trailing_stop_positive: Optional[float]
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trailing_stop_positive_offset: Optional[float]
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trailing_only_offset_is_reached: Optional[bool]
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unfilledtimeout: UnfilledTimeout
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order_types: OrderTypes
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use_custom_stoploss: Optional[bool]
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timeframe: Optional[str]
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timeframe_ms: int
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timeframe_min: int
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exchange: str
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strategy: Optional[str]
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forcebuy_enabled: bool
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ask_strategy: Dict[str, Any]
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bid_strategy: Dict[str, Any]
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bot_name: str
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state: str
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runmode: str
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class TradeSchema(BaseModel):
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trade_id: int
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pair: str
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is_open: bool
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is_short: bool
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exchange: str
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amount: float
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amount_requested: float
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stake_amount: float
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strategy: str
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buy_tag: Optional[str]
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timeframe: int
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fee_open: Optional[float]
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fee_open_cost: Optional[float]
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fee_open_currency: Optional[str]
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fee_close: Optional[float]
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fee_close_cost: Optional[float]
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fee_close_currency: Optional[str]
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open_date: str
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open_timestamp: int
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open_rate: float
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open_rate_requested: Optional[float]
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open_trade_value: float
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close_date: Optional[str]
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close_timestamp: Optional[int]
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close_rate: Optional[float]
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close_rate_requested: Optional[float]
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close_profit: Optional[float]
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close_profit_pct: Optional[float]
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close_profit_abs: Optional[float]
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profit_ratio: Optional[float]
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profit_pct: Optional[float]
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profit_abs: Optional[float]
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profit_fiat: Optional[float]
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sell_reason: Optional[str]
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sell_order_status: Optional[str]
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stop_loss_abs: Optional[float]
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stop_loss_ratio: Optional[float]
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stop_loss_pct: Optional[float]
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stoploss_order_id: Optional[str]
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stoploss_last_update: Optional[str]
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stoploss_last_update_timestamp: Optional[int]
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initial_stop_loss_abs: Optional[float]
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initial_stop_loss_ratio: Optional[float]
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initial_stop_loss_pct: Optional[float]
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min_rate: Optional[float]
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max_rate: Optional[float]
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open_order_id: Optional[str]
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class OpenTradeSchema(TradeSchema):
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stoploss_current_dist: Optional[float]
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stoploss_current_dist_pct: Optional[float]
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stoploss_current_dist_ratio: Optional[float]
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stoploss_entry_dist: Optional[float]
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stoploss_entry_dist_ratio: Optional[float]
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current_profit: float
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current_profit_abs: float
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current_profit_pct: float
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current_rate: float
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open_order: Optional[str]
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class TradeResponse(BaseModel):
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trades: List[TradeSchema]
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trades_count: int
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total_trades: int
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class ForceBuyResponse(BaseModel):
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__root__: Union[TradeSchema, StatusMsg]
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class LockModel(BaseModel):
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id: int
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active: bool
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lock_end_time: str
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lock_end_timestamp: int
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lock_time: str
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lock_timestamp: int
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pair: str
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reason: str
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class Locks(BaseModel):
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lock_count: int
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locks: List[LockModel]
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class DeleteLockRequest(BaseModel):
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pair: Optional[str]
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lockid: Optional[int]
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class Logs(BaseModel):
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log_count: int
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logs: List[List]
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class ForceBuyPayload(BaseModel):
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pair: str
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price: Optional[float]
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class ForceSellPayload(BaseModel):
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tradeid: str
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class BlacklistPayload(BaseModel):
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blacklist: List[str]
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class BlacklistResponse(BaseModel):
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blacklist: List[str]
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blacklist_expanded: List[str]
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errors: Dict
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length: int
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method: List[str]
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class WhitelistResponse(BaseModel):
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whitelist: List[str]
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length: int
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method: List[str]
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class DeleteTrade(BaseModel):
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cancel_order_count: int
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result: str
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result_msg: str
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trade_id: int
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class PlotConfig_(BaseModel):
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main_plot: Dict[str, Any]
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subplots: Dict[str, Any]
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class PlotConfig(BaseModel):
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__root__: Union[PlotConfig_, Dict]
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class StrategyListResponse(BaseModel):
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strategies: List[str]
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class StrategyResponse(BaseModel):
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strategy: str
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code: str
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class AvailablePairs(BaseModel):
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length: int
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pairs: List[str]
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pair_interval: List[List[str]]
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class PairHistory(BaseModel):
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strategy: str
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pair: str
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timeframe: str
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timeframe_ms: int
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columns: List[str]
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data: List[Any]
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length: int
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buy_signals: int
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sell_signals: int
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enter_long_signals: int
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exit_long_signals: int
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enter_short_signals: int
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exit_short_signals: int
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last_analyzed: datetime
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last_analyzed_ts: int
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data_start_ts: int
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data_start: str
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data_stop: str
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data_stop_ts: int
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class Config:
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json_encoders = {
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datetime: lambda v: v.strftime(DATETIME_PRINT_FORMAT),
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}
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class BacktestRequest(BaseModel):
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strategy: str
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timeframe: Optional[str]
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timeframe_detail: Optional[str]
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timerange: Optional[str]
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max_open_trades: Optional[int]
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stake_amount: Optional[Union[float, str]]
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enable_protections: bool
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dry_run_wallet: Optional[float]
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class BacktestResponse(BaseModel):
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status: str
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running: bool
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status_msg: str
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step: str
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progress: float
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trade_count: Optional[float]
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# TODO: Properly type backtestresult...
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backtest_result: Optional[Dict[str, Any]]
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class SysInfo(BaseModel):
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cpu_pct: List[float]
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ram_pct: float
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