stable/main.py
2017-09-01 20:46:01 +02:00

241 lines
8.4 KiB
Python
Executable File

#!/usr/bin/env python
import logging
import threading
import time
import traceback
from datetime import datetime
from json import JSONDecodeError
from requests import ConnectionError
from wrapt import synchronized
from analyze import get_buy_signal
from persistence import Trade, Session
from exchange import get_exchange_api
from rpc.telegram import TelegramHandler
from utils import get_conf
logging.basicConfig(level=logging.DEBUG,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)
__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "GPLv3"
__version__ = "0.8.0"
CONFIG = get_conf()
api_wrapper = get_exchange_api(CONFIG)
class TradeThread(threading.Thread):
def __init__(self):
super().__init__()
self._should_stop = False
def stop(self):
""" stops the trader thread """
self._should_stop = True
def run(self):
"""
Threaded main function
:return: None
"""
try:
TelegramHandler.send_msg('*Status:* `trader started`')
logger.info('Trader started')
while not self._should_stop:
try:
self._process()
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(error.__class__.__name__)
logger.exception(msg)
finally:
Session.flush()
time.sleep(25)
except (RuntimeError, JSONDecodeError) as e:
TelegramHandler.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
logger.exception('RuntimeError. Stopping trader ...')
finally:
TelegramHandler.send_msg('*Status:* `Trader has stopped`')
@staticmethod
def _process():
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: None
"""
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < CONFIG['max_open_trades']:
try:
# Create entity and execute trade
trade = create_trade(float(CONFIG['stake_amount']), api_wrapper.exchange)
if 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 = api_wrapper.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \
.format(
trade,
round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
continue
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
continue
# Check if we can sell our current pair
handle_trade(trade)
# Initial stopped TradeThread instance
_instance = TradeThread()
@synchronized
def get_instance(recreate=False):
"""
Get the current instance of this thread. This is a singleton.
:param recreate: Must be True if you want to start the instance
:return: TradeThread instance
"""
global _instance
if recreate and not _instance.is_alive():
logger.debug('Creating TradeThread instance')
_should_stop = False
_instance = TradeThread()
return _instance
def close_trade_if_fulfilled(trade):
"""
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 and trade.close_date and trade.close_rate and not trade.open_order_id:
trade.is_open = False
Session.flush()
return True
return False
def handle_trade(trade):
"""
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)
# Get current rate
current_rate = api_wrapper.get_ticker(trade.pair)['bid']
current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
# Get available balance
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate:
# Execute sell
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
TelegramHandler.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)
except ValueError:
logger.exception('Unable to handle open order')
def create_trade(stake_amount: float, exchange):
"""
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 = CONFIG[exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['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 p in whitelist:
if get_buy_signal(p):
pair = p
break
else:
return None
open_rate = api_wrapper.get_ticker(pair)['ask']
amount = stake_amount / open_rate
exchange = exchange
order_id = api_wrapper.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.name,
pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
TelegramHandler.send_msg(message)
return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
amount=amount,
exchange=exchange,
open_order_id=order_id)
if __name__ == '__main__':
logger.info('Starting freqtrade %s', __version__)
TelegramHandler.listen()
while True:
time.sleep(0.5)