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