stable/freqtrade/main.py
2017-09-30 15:58:31 +02:00

281 lines
9.5 KiB
Python
Executable File

#!/usr/bin/env python
import json
import logging
import time
import traceback
from datetime import datetime
from typing import Dict, Optional
from jsonschema import validate
from freqtrade import exchange, persistence, __version__
from freqtrade.analyze import get_buy_signal
from freqtrade.misc import State, update_state, get_state, CONF_SCHEMA
from freqtrade.persistence import Trade
from freqtrade.rpc import telegram
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
_CONF = {}
def _process() -> None:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
try:
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
trade = create_trade(float(_CONF['stake_amount']), exchange.EXCHANGE)
if trade:
Trade.session.add(trade)
else:
logging.info('Got no buy signal...')
except ValueError:
logger.exception('Unable to create trade')
for trade in trades:
# Check if there is already an open order for this trade
orders = exchange.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
logger.info('There is an open order for: %s', orders[0])
else:
# Update state
trade.open_order_id = None
# Check if this trade can be closed
if not close_trade_if_fulfilled(trade):
# Check if we can sell our current pair
handle_trade(trade)
Trade.session.flush()
except (ConnectionError, json.JSONDecodeError) as error:
msg = 'Got {} in _process()'.format(error.__class__.__name__)
logger.exception(msg)
def close_trade_if_fulfilled(trade: Trade) -> bool:
"""
Checks if the trade is closable, and if so it is being closed.
:param trade: Trade
:return: True if trade has been closed else False
"""
# If we don't have an open order and the close rate is already set,
# we can close this trade.
if trade.close_profit is not None \
and trade.close_date is not None \
and trade.close_rate is not None \
and trade.open_order_id is None:
trade.is_open = False
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
return True
return False
def execute_sell(trade: Trade, current_rate: float) -> None:
"""
Executes a sell for the given trade and current rate
:param trade: Trade instance
:param current_rate: current rate
:return: None
"""
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
whitelist = _CONF[trade.exchange.name.lower()]['pair_whitelist']
profit = trade.exec_sell_order(current_rate, balance)
if trade.pair not in whitelist:
whitelist.append(trade.pair)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
telegram.send_msg(message)
def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bool:
"""
Based an earlier trade and current price and configuration, decides whether bot should sell
:return True if bot should sell at current rate
"""
current_profit = (current_rate - trade.open_rate) / trade.open_rate
if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
logger.debug('Stop loss hit.')
return True
for duration, threshold in sorted(_CONF['minimal_roi'].items()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (current_time - trade.open_date).total_seconds() / 60
if time_diff > duration and current_profit > threshold:
return True
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
return False
def handle_trade(trade: Trade) -> None:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: None
"""
try:
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling open trade %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
if should_sell(trade, current_rate, datetime.utcnow()):
execute_sell(trade, current_rate)
return
except ValueError:
logger.exception('Unable to handle open order')
def get_target_bid(ticker: Dict[str, float]) -> float:
""" Calculates bid target between current ask price and last price """
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = _CONF['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param _exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = _CONF[_exchange.name.lower()]['pair_whitelist']
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError(
'stake amount is not fulfilled (currency={}'.format(_CONF['stake_currency'])
)
# Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
if latest_trade:
trades.append(latest_trade)
for trade in trades:
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise ValueError('No pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
if get_buy_signal(_pair):
pair = _pair
break
else:
return None
open_rate = get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / open_rate
order_id = exchange.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
_exchange.name,
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
telegram.send_msg(message)
return Trade(pair=pair,
stake_amount=stake_amount,
open_rate=open_rate,
open_date=datetime.utcnow(),
amount=amount,
exchange=_exchange,
open_order_id=order_id,
is_open=True)
def init(config: dict, db_url: Optional[str] = None) -> None:
"""
Initializes all modules and updates the config
:param config: config as dict
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
telegram.init(config)
persistence.init(config, db_url)
exchange.init(config)
# Set initial application state
initial_state = config.get('initial_state')
if initial_state:
update_state(State[initial_state.upper()])
else:
update_state(State.STOPPED)
def app(config: dict) -> None:
"""
Main loop which handles the application state
:param config: config as dict
:return: None
"""
logger.info('Starting freqtrade %s', __version__)
init(config)
try:
old_state = get_state()
logger.info('Initial State: %s', old_state)
telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower()))
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logging.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
_process()
# We need to sleep here because otherwise we would run into bittrex rate limit
time.sleep(25)
old_state = new_state
except RuntimeError:
telegram.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
logger.exception('RuntimeError. Trader stopped!')
finally:
telegram.send_msg('*Status:* `Trader has stopped`')
def main():
"""
Loads and validates the config and starts the main loop
:return: None
"""
global _CONF
with open('config.json') as file:
_CONF = json.load(file)
validate(_CONF, CONF_SCHEMA)
app(_CONF)
if __name__ == '__main__':
main()