8e62fc1c03
Wallet data structure added. it is initialized on boot then updated right after any trade happens on the exchange.
824 lines
33 KiB
Python
824 lines
33 KiB
Python
"""
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Freqtrade is the main module of this bot. It contains the class Freqtrade()
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"""
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import copy
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import logging
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import time
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import traceback
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from datetime import datetime
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from typing import Any, Callable, Dict, List, Optional
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import arrow
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from requests.exceptions import RequestException
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from cachetools import TTLCache, cached
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from freqtrade import (DependencyException, OperationalException,
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TemporaryError, __version__, constants, persistence)
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from freqtrade.exchange import Exchange
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from freqtrade.wallets import Wallets
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from freqtrade.edge import Edge
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from freqtrade.persistence import Trade
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from freqtrade.rpc import RPCManager, RPCMessageType
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from freqtrade.state import State
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from freqtrade.strategy.interface import SellType
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from freqtrade.strategy.resolver import IStrategy, StrategyResolver
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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logger = logging.getLogger(__name__)
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class FreqtradeBot(object):
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"""
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Freqtrade is the main class of the bot.
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This is from here the bot start its logic.
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"""
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def __init__(self, config: Dict[str, Any])-> None:
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"""
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Init all variables and object the bot need to work
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:param config: configuration dict, you can use the Configuration.get_config()
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method to get the config dict.
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"""
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logger.info(
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'Starting freqtrade %s',
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__version__,
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)
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# Init bot states
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self.state = State.STOPPED
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# Init objects
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self.config = config
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.rpc: RPCManager = RPCManager(self)
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self.persistence = None
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self.exchange = Exchange(self.config)
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self.wallets = Wallets(self.exchange)
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# Initializing Edge only if enabled
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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self.config.get('edge', {}).get('enabled', False) else None
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self.active_pair_whitelist: List[str] = self.config['exchange']['pair_whitelist']
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self._init_modules()
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def _init_modules(self) -> None:
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"""
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Initializes all modules and updates the config
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:return: None
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"""
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# Initialize all modules
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persistence.init(self.config)
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# Set initial application state
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initial_state = self.config.get('initial_state')
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if initial_state:
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self.state = State[initial_state.upper()]
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else:
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self.state = State.STOPPED
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def cleanup(self) -> None:
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"""
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Cleanup pending resources on an already stopped bot
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:return: None
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"""
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logger.info('Cleaning up modules ...')
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self.rpc.cleanup()
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persistence.cleanup()
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def worker(self, old_state: State = None) -> State:
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"""
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Trading routine that must be run at each loop
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:param old_state: the previous service state from the previous call
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:return: current service state
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"""
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# Log state transition
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state = self.state
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if state != old_state:
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self.rpc.send_msg({
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'type': RPCMessageType.STATUS_NOTIFICATION,
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'status': f'{state.name.lower()}'
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})
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logger.info('Changing state to: %s', state.name)
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if state == State.RUNNING:
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self._startup_messages()
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if state == State.STOPPED:
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time.sleep(1)
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elif state == State.RUNNING:
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min_secs = self.config.get('internals', {}).get(
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'process_throttle_secs',
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constants.PROCESS_THROTTLE_SECS
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)
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self._throttle(func=self._process,
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min_secs=min_secs)
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return state
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def _startup_messages(self) -> None:
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if self.config.get('dry_run', False):
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self.rpc.send_msg({
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'type': RPCMessageType.WARNING_NOTIFICATION,
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'status': 'Dry run is enabled. All trades are simulated.'
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})
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stake_currency = self.config['stake_currency']
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stake_amount = self.config['stake_amount']
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minimal_roi = self.config['minimal_roi']
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ticker_interval = self.config['ticker_interval']
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exchange_name = self.config['exchange']['name']
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strategy_name = self.config.get('strategy', '')
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self.rpc.send_msg({
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'type': RPCMessageType.CUSTOM_NOTIFICATION,
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'status': f'*Exchange:* `{exchange_name}`\n'
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f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
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f'*Minimum ROI:* `{minimal_roi}`\n'
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f'*Ticker Interval:* `{ticker_interval}`\n'
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f'*Strategy:* `{strategy_name}`'
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})
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if self.config.get('dynamic_whitelist', False):
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top_pairs = 'top volume ' + str(self.config.get('dynamic_whitelist', 20))
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specific_pairs = ''
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else:
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top_pairs = 'whitelisted'
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specific_pairs = '\n' + ', '.join(self.config['exchange'].get('pair_whitelist', ''))
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self.rpc.send_msg({
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'type': RPCMessageType.STATUS_NOTIFICATION,
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'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
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f'{specific_pairs}'
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})
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def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
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"""
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Throttles the given callable that it
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takes at least `min_secs` to finish execution.
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:param func: Any callable
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:param min_secs: minimum execution time in seconds
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:return: Any
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"""
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start = time.time()
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result = func(*args, **kwargs)
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end = time.time()
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duration = max(min_secs - (end - start), 0.0)
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logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
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time.sleep(duration)
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return result
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def _process(self) -> bool:
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"""
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Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
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:return: True if one or more trades has been created or closed, False otherwise
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"""
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state_changed = False
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try:
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nb_assets = self.config.get('dynamic_whitelist', None)
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# Refresh whitelist based on wallet maintenance
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sanitized_list = self._refresh_whitelist(
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self._gen_pair_whitelist(
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self.config['stake_currency']
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) if nb_assets else self.config['exchange']['pair_whitelist']
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)
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# Keep only the subsets of pairs wanted (up to nb_assets)
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self.active_pair_whitelist = sanitized_list[:nb_assets] if nb_assets else sanitized_list
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# Calculating Edge positiong
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# Should be called before refresh_tickers
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# Otherwise it will override cached klines in exchange
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# with delta value (klines only from last refresh_pairs)
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if self.edge:
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self.edge.calculate()
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self.active_pair_whitelist = self.edge.adjust(self.active_pair_whitelist)
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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# Extend active-pair whitelist with pairs from open trades
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# ensures that tickers are downloaded for open trades
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self.active_pair_whitelist.extend([trade.pair for trade in trades
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if trade.pair not in self.active_pair_whitelist])
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# Refreshing candles
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self.exchange.refresh_tickers(self.active_pair_whitelist, self.strategy.ticker_interval)
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# First process current opened trades
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for trade in trades:
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state_changed |= self.process_maybe_execute_sell(trade)
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# Then looking for buy opportunities
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if len(trades) < self.config['max_open_trades']:
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state_changed = self.process_maybe_execute_buy()
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if 'unfilledtimeout' in self.config:
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# Check and handle any timed out open orders
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self.check_handle_timedout()
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Trade.session.flush()
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except TemporaryError as error:
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logger.warning('%s, retrying in 30 seconds...', error)
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time.sleep(constants.RETRY_TIMEOUT)
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except OperationalException:
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tb = traceback.format_exc()
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hint = 'Issue `/start` if you think it is safe to restart.'
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self.rpc.send_msg({
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'type': RPCMessageType.STATUS_NOTIFICATION,
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'status': f'OperationalException:\n```\n{tb}```{hint}'
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})
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logger.exception('OperationalException. Stopping trader ...')
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self.state = State.STOPPED
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return state_changed
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@cached(TTLCache(maxsize=1, ttl=1800))
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def _gen_pair_whitelist(self, base_currency: str, key: str = 'quoteVolume') -> List[str]:
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"""
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Updates the whitelist with with a dynamically generated list
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:param base_currency: base currency as str
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:param key: sort key (defaults to 'quoteVolume')
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:return: List of pairs
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"""
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if not self.exchange.exchange_has('fetchTickers'):
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raise OperationalException(
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'Exchange does not support dynamic whitelist.'
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'Please edit your config and restart the bot'
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)
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tickers = self.exchange.get_tickers()
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# check length so that we make sure that '/' is actually in the string
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tickers = [v for k, v in tickers.items()
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if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
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sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
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pairs = [s['symbol'] for s in sorted_tickers]
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return pairs
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def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
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"""
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Check available markets and remove pair from whitelist if necessary
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:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
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trade
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:return: the list of pairs the user wants to trade without the one unavailable or
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black_listed
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"""
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sanitized_whitelist = whitelist
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markets = self.exchange.get_markets()
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markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
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known_pairs = set()
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for market in markets:
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pair = market['symbol']
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# pair is not int the generated dynamic market, or in the blacklist ... ignore it
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if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
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continue
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# else the pair is valid
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known_pairs.add(pair)
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# Market is not active
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if not market['active']:
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sanitized_whitelist.remove(pair)
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logger.info(
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'Ignoring %s from whitelist. Market is not active.',
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pair
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)
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# We need to remove pairs that are unknown
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final_list = [x for x in sanitized_whitelist if x in known_pairs]
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return final_list
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def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
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"""
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Calculates bid target between current ask price and last price
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:param ticker: Ticker to use for getting Ask and Last Price
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:return: float: Price
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"""
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if ticker['ask'] < ticker['last']:
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ticker_rate = ticker['ask']
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else:
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balance = self.config['bid_strategy']['ask_last_balance']
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ticker_rate = ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
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used_rate = ticker_rate
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config_bid_strategy = self.config.get('bid_strategy', {})
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if 'use_order_book' in config_bid_strategy and\
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config_bid_strategy.get('use_order_book', False):
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logger.info('Getting price from order book')
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order_book_top = config_bid_strategy.get('order_book_top', 1)
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order_book = self.exchange.get_order_book(pair, order_book_top)
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logger.debug('order_book %s', order_book)
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# top 1 = index 0
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order_book_rate = order_book['bids'][order_book_top - 1][0]
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# if ticker has lower rate, then use ticker ( usefull if down trending )
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logger.info('...top %s order book buy rate %0.8f', order_book_top, order_book_rate)
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if ticker_rate < order_book_rate:
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logger.info('...using ticker rate instead %0.8f', ticker_rate)
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used_rate = ticker_rate
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else:
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used_rate = order_book_rate
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else:
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logger.info('Using Last Ask / Last Price')
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used_rate = ticker_rate
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return used_rate
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def _get_trade_stake_amount(self, pair) -> Optional[float]:
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"""
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Check if stake amount can be fulfilled with the available balance
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for the stake currency
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:return: float: Stake Amount
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"""
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if self.edge:
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stake_amount = self.edge.stake_amount(pair)
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else:
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stake_amount = self.config['stake_amount']
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# TODO: should come from the wallet
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avaliable_amount = self.exchange.get_balance(self.config['stake_currency'])
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# avaliable_amount = self.wallets.wallets[self.config['stake_currency']].free
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if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
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open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
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if open_trades >= self.config['max_open_trades']:
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logger.warning('Can\'t open a new trade: max number of trades is reached')
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return None
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return avaliable_amount / (self.config['max_open_trades'] - open_trades)
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# Check if stake_amount is fulfilled
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if avaliable_amount < stake_amount:
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raise DependencyException(
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'Available balance(%f %s) is lower than stake amount(%f %s)' % (
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avaliable_amount, self.config['stake_currency'],
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stake_amount, self.config['stake_currency'])
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)
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return stake_amount
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def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
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markets = self.exchange.get_markets()
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markets = [m for m in markets if m['symbol'] == pair]
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if not markets:
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raise ValueError(f'Can\'t get market information for symbol {pair}')
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market = markets[0]
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if 'limits' not in market:
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return None
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min_stake_amounts = []
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limits = market['limits']
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if ('cost' in limits and 'min' in limits['cost']
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and limits['cost']['min'] is not None):
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min_stake_amounts.append(limits['cost']['min'])
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if ('amount' in limits and 'min' in limits['amount']
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and limits['amount']['min'] is not None):
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min_stake_amounts.append(limits['amount']['min'] * price)
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if not min_stake_amounts:
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return None
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amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
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if self.strategy.stoploss is not None:
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amount_reserve_percent += self.strategy.stoploss
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# it should not be more than 50%
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amount_reserve_percent = max(amount_reserve_percent, 0.5)
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return min(min_stake_amounts) / amount_reserve_percent
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def create_trade(self) -> bool:
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"""
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Checks the implemented trading indicator(s) for a randomly picked pair,
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if one pair triggers the buy_signal a new trade record gets created
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:return: True if a trade object has been created and persisted, False otherwise
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"""
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interval = self.strategy.ticker_interval
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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# Remove currently opened and latest pairs from whitelist
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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raise DependencyException('No currency pairs in whitelist')
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# running get_signal on historical data fetched
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for _pair in whitelist:
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(buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines.get(_pair))
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if buy and not sell:
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stake_amount = self._get_trade_stake_amount(_pair)
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if not stake_amount:
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return False
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logger.info(
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'Buy signal found: about create a new trade with stake_amount: %f ...',
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stake_amount
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)
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bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
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get('check_depth_of_market', {})
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if (bidstrat_check_depth_of_market.get('enabled', False)) and\
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(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
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if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
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return self.execute_buy(_pair, stake_amount)
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else:
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return False
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return self.execute_buy(_pair, stake_amount)
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return False
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def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
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"""
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Checks depth of market before executing a buy
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"""
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conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
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logger.info('checking depth of market for %s', pair)
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order_book = self.exchange.get_order_book(pair, 1000)
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order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
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order_book_bids = order_book_data_frame['b_size'].sum()
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order_book_asks = order_book_data_frame['a_size'].sum()
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bids_ask_delta = order_book_bids / order_book_asks
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logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
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order_book_asks, bids_ask_delta)
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if bids_ask_delta >= conf_bids_to_ask_delta:
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return True
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return False
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def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None) -> bool:
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"""
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Executes a limit buy for the given pair
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:param pair: pair for which we want to create a LIMIT_BUY
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:return: None
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"""
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pair_s = pair.replace('_', '/')
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pair_url = self.exchange.get_pair_detail_url(pair)
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stake_currency = self.config['stake_currency']
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fiat_currency = self.config.get('fiat_display_currency', None)
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if price:
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buy_limit = price
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else:
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# Calculate amount
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buy_limit = self.get_target_bid(pair, self.exchange.get_ticker(pair))
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min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
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if min_stake_amount is not None and min_stake_amount > stake_amount:
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logger.warning(
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f'Can\'t open a new trade for {pair_s}: stake amount'
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f' is too small ({stake_amount} < {min_stake_amount})'
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)
|
|
return False
|
|
|
|
amount = stake_amount / buy_limit
|
|
|
|
order_id = self.exchange.buy(pair=pair, ordertype=self.strategy.order_types['buy'],
|
|
amount=amount, rate=buy_limit)['id']
|
|
|
|
self.rpc.send_msg({
|
|
'type': RPCMessageType.BUY_NOTIFICATION,
|
|
'exchange': self.exchange.name.capitalize(),
|
|
'pair': pair_s,
|
|
'market_url': pair_url,
|
|
'limit': buy_limit,
|
|
'stake_amount': stake_amount,
|
|
'stake_currency': stake_currency,
|
|
'fiat_currency': fiat_currency
|
|
})
|
|
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
|
|
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
|
|
trade = Trade(
|
|
pair=pair,
|
|
stake_amount=stake_amount,
|
|
amount=amount,
|
|
fee_open=fee,
|
|
fee_close=fee,
|
|
open_rate=buy_limit,
|
|
open_rate_requested=buy_limit,
|
|
open_date=datetime.utcnow(),
|
|
exchange=self.exchange.id,
|
|
open_order_id=order_id,
|
|
strategy=self.strategy.get_strategy_name(),
|
|
ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
|
|
)
|
|
Trade.session.add(trade)
|
|
Trade.session.flush()
|
|
|
|
# Updating wallets
|
|
self.wallets.update()
|
|
|
|
return True
|
|
|
|
def process_maybe_execute_buy(self) -> bool:
|
|
"""
|
|
Tries to execute a buy trade in a safe way
|
|
:return: True if executed
|
|
"""
|
|
try:
|
|
# Create entity and execute trade
|
|
if self.create_trade():
|
|
return True
|
|
|
|
logger.info('Found no buy signals for whitelisted currencies. Trying again..')
|
|
return False
|
|
except DependencyException as exception:
|
|
logger.warning('Unable to create trade: %s', exception)
|
|
return False
|
|
|
|
def process_maybe_execute_sell(self, trade: Trade) -> bool:
|
|
"""
|
|
Tries to execute a sell trade
|
|
:return: True if executed
|
|
"""
|
|
try:
|
|
# Get order details for actual price per unit
|
|
if trade.open_order_id:
|
|
# Update trade with order values
|
|
logger.info('Found open order for %s', trade)
|
|
order = self.exchange.get_order(trade.open_order_id, trade.pair)
|
|
# Try update amount (binance-fix)
|
|
try:
|
|
new_amount = self.get_real_amount(trade, order)
|
|
if order['amount'] != new_amount:
|
|
order['amount'] = new_amount
|
|
# Fee was applied, so set to 0
|
|
trade.fee_open = 0
|
|
|
|
except OperationalException as exception:
|
|
logger.warning("could not update trade amount: %s", exception)
|
|
|
|
trade.update(order)
|
|
|
|
if trade.is_open and trade.open_order_id is None:
|
|
# Check if we can sell our current pair
|
|
result = self.handle_trade(trade)
|
|
|
|
# Updating wallets if any trade occured
|
|
if result:
|
|
self.wallets.update()
|
|
|
|
return result
|
|
|
|
except DependencyException as exception:
|
|
logger.warning('Unable to sell trade: %s', exception)
|
|
return False
|
|
|
|
def get_real_amount(self, trade: Trade, order: Dict) -> float:
|
|
"""
|
|
Get real amount for the trade
|
|
Necessary for self.exchanges which charge fees in base currency (e.g. binance)
|
|
"""
|
|
order_amount = order['amount']
|
|
# Only run for closed orders
|
|
if trade.fee_open == 0 or order['status'] == 'open':
|
|
return order_amount
|
|
|
|
# use fee from order-dict if possible
|
|
if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}):
|
|
if trade.pair.startswith(order['fee']['currency']):
|
|
new_amount = order_amount - order['fee']['cost']
|
|
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
|
|
trade, order['amount'], new_amount)
|
|
return new_amount
|
|
|
|
# Fallback to Trades
|
|
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
|
|
trade.open_date)
|
|
|
|
if len(trades) == 0:
|
|
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
|
|
return order_amount
|
|
amount = 0
|
|
fee_abs = 0
|
|
for exectrade in trades:
|
|
amount += exectrade['amount']
|
|
if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}):
|
|
# only applies if fee is in quote currency!
|
|
if trade.pair.startswith(exectrade['fee']['currency']):
|
|
fee_abs += exectrade['fee']['cost']
|
|
|
|
if amount != order_amount:
|
|
logger.warning(f"amount {amount} does not match amount {trade.amount}")
|
|
raise OperationalException("Half bought? Amounts don't match")
|
|
real_amount = amount - fee_abs
|
|
if fee_abs != 0:
|
|
logger.info(f"""Applying fee on amount for {trade} \
|
|
(from {order_amount} to {real_amount}) from Trades""")
|
|
return real_amount
|
|
|
|
def handle_trade(self, trade: Trade) -> bool:
|
|
"""
|
|
Sells the current pair if the threshold is reached and updates the trade record.
|
|
:return: True if trade has been sold, False otherwise
|
|
"""
|
|
if not trade.is_open:
|
|
raise ValueError(f'attempt to handle closed trade: {trade}')
|
|
|
|
logger.debug('Handling %s ...', trade)
|
|
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
|
|
|
|
(buy, sell) = (False, False)
|
|
experimental = self.config.get('experimental', {})
|
|
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
|
|
ticker = self.exchange.klines.get(trade.pair)
|
|
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.ticker_interval,
|
|
ticker)
|
|
|
|
config_ask_strategy = self.config.get('ask_strategy', {})
|
|
if config_ask_strategy.get('use_order_book', False):
|
|
logger.info('Using order book for selling...')
|
|
# logger.debug('Order book %s',orderBook)
|
|
order_book_min = config_ask_strategy.get('order_book_min', 1)
|
|
order_book_max = config_ask_strategy.get('order_book_max', 1)
|
|
|
|
order_book = self.exchange.get_order_book(trade.pair, order_book_max)
|
|
|
|
for i in range(order_book_min, order_book_max + 1):
|
|
order_book_rate = order_book['asks'][i - 1][0]
|
|
|
|
# if orderbook has higher rate (high profit),
|
|
# use orderbook, otherwise just use bids rate
|
|
logger.info(' order book asks top %s: %0.8f', i, order_book_rate)
|
|
if sell_rate < order_book_rate:
|
|
sell_rate = order_book_rate
|
|
|
|
if self.check_sell(trade, sell_rate, buy, sell):
|
|
return True
|
|
break
|
|
else:
|
|
logger.info('checking sell')
|
|
if self.check_sell(trade, sell_rate, buy, sell):
|
|
return True
|
|
|
|
logger.info('Found no sell signals for whitelisted currencies. Trying again..')
|
|
return False
|
|
|
|
def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
|
|
if self.edge:
|
|
stoploss = self.edge.stoploss(trade.pair)
|
|
should_sell = self.strategy.should_sell(
|
|
trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=stoploss)
|
|
else:
|
|
should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell)
|
|
|
|
if should_sell.sell_flag:
|
|
self.execute_sell(trade, sell_rate, should_sell.sell_type)
|
|
logger.info('executed sell, reason: %s', should_sell.sell_type)
|
|
return True
|
|
return False
|
|
|
|
def check_handle_timedout(self) -> None:
|
|
"""
|
|
Check if any orders are timed out and cancel if neccessary
|
|
:param timeoutvalue: Number of minutes until order is considered timed out
|
|
:return: None
|
|
"""
|
|
buy_timeout = self.config['unfilledtimeout']['buy']
|
|
sell_timeout = self.config['unfilledtimeout']['sell']
|
|
buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
|
|
sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
|
|
|
|
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
|
|
try:
|
|
# FIXME: Somehow the query above returns results
|
|
# where the open_order_id is in fact None.
|
|
# This is probably because the record got
|
|
# updated via /forcesell in a different thread.
|
|
if not trade.open_order_id:
|
|
continue
|
|
order = self.exchange.get_order(trade.open_order_id, trade.pair)
|
|
except (RequestException, DependencyException):
|
|
logger.info(
|
|
'Cannot query order for %s due to %s',
|
|
trade,
|
|
traceback.format_exc())
|
|
continue
|
|
ordertime = arrow.get(order['datetime']).datetime
|
|
|
|
# Check if trade is still actually open
|
|
if int(order['remaining']) == 0:
|
|
self.wallets.update()
|
|
continue
|
|
|
|
# Check if trade is still actually open
|
|
if order['status'] == 'open':
|
|
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
|
|
self.handle_timedout_limit_buy(trade, order)
|
|
self.wallets.update()
|
|
elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
|
|
self.handle_timedout_limit_sell(trade, order)
|
|
self.wallets.update()
|
|
|
|
# FIX: 20180110, why is cancel.order unconditionally here, whereas
|
|
# it is conditionally called in the
|
|
# handle_timedout_limit_sell()?
|
|
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
|
|
"""Buy timeout - cancel order
|
|
:return: True if order was fully cancelled
|
|
"""
|
|
pair_s = trade.pair.replace('_', '/')
|
|
self.exchange.cancel_order(trade.open_order_id, trade.pair)
|
|
if order['remaining'] == order['amount']:
|
|
# if trade is not partially completed, just delete the trade
|
|
Trade.session.delete(trade)
|
|
Trade.session.flush()
|
|
logger.info('Buy order timeout for %s.', trade)
|
|
self.rpc.send_msg({
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
'status': f'Unfilled buy order for {pair_s} cancelled due to timeout'
|
|
})
|
|
return True
|
|
|
|
# if trade is partially complete, edit the stake details for the trade
|
|
# and close the order
|
|
trade.amount = order['amount'] - order['remaining']
|
|
trade.stake_amount = trade.amount * trade.open_rate
|
|
trade.open_order_id = None
|
|
logger.info('Partial buy order timeout for %s.', trade)
|
|
self.rpc.send_msg({
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
'status': f'Remaining buy order for {pair_s} cancelled due to timeout'
|
|
})
|
|
return False
|
|
|
|
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
|
|
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
|
|
"""
|
|
Sell timeout - cancel order and update trade
|
|
:return: True if order was fully cancelled
|
|
"""
|
|
pair_s = trade.pair.replace('_', '/')
|
|
if order['remaining'] == order['amount']:
|
|
# if trade is not partially completed, just cancel the trade
|
|
self.exchange.cancel_order(trade.open_order_id, trade.pair)
|
|
trade.close_rate = None
|
|
trade.close_profit = None
|
|
trade.close_date = None
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
self.rpc.send_msg({
|
|
'type': RPCMessageType.STATUS_NOTIFICATION,
|
|
'status': f'Unfilled sell order for {pair_s} cancelled due to timeout'
|
|
})
|
|
logger.info('Sell order timeout for %s.', trade)
|
|
return True
|
|
|
|
# TODO: figure out how to handle partially complete sell orders
|
|
return False
|
|
|
|
def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> None:
|
|
"""
|
|
Executes a limit sell for the given trade and limit
|
|
:param trade: Trade instance
|
|
:param limit: limit rate for the sell order
|
|
:param sellreason: Reason the sell was triggered
|
|
:return: None
|
|
"""
|
|
sell_type = 'sell'
|
|
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
|
|
sell_type = 'stoploss'
|
|
# Execute sell and update trade record
|
|
order_id = self.exchange.sell(pair=str(trade.pair),
|
|
ordertype=self.strategy.order_types[sell_type],
|
|
amount=trade.amount, rate=limit)['id']
|
|
trade.open_order_id = order_id
|
|
trade.close_rate_requested = limit
|
|
trade.sell_reason = sell_reason.value
|
|
|
|
profit_trade = trade.calc_profit(rate=limit)
|
|
current_rate = self.exchange.get_ticker(trade.pair)['bid']
|
|
profit_percent = trade.calc_profit_percent(limit)
|
|
pair_url = self.exchange.get_pair_detail_url(trade.pair)
|
|
gain = "profit" if profit_percent > 0 else "loss"
|
|
|
|
msg = {
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
'exchange': trade.exchange.capitalize(),
|
|
'pair': trade.pair,
|
|
'gain': gain,
|
|
'market_url': pair_url,
|
|
'limit': limit,
|
|
'amount': trade.amount,
|
|
'open_rate': trade.open_rate,
|
|
'current_rate': current_rate,
|
|
'profit_amount': profit_trade,
|
|
'profit_percent': profit_percent,
|
|
}
|
|
|
|
# For regular case, when the configuration exists
|
|
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
|
|
stake_currency = self.config['stake_currency']
|
|
fiat_currency = self.config['fiat_display_currency']
|
|
msg.update({
|
|
'stake_currency': stake_currency,
|
|
'fiat_currency': fiat_currency,
|
|
})
|
|
|
|
# Send the message
|
|
self.rpc.send_msg(msg)
|
|
Trade.session.flush()
|