68 lines
2.3 KiB
Python
68 lines
2.3 KiB
Python
from datetime import datetime
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from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
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from sqlalchemy.ext.declarative import declarative_base
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from sqlalchemy.orm.scoping import scoped_session
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from sqlalchemy.orm.session import sessionmaker
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from sqlalchemy.types import Enum
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from exchange import Exchange, get_exchange_api
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from utils import get_conf
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conf = get_conf()
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if conf.get('dry_run', False):
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db_handle = 'sqlite:///tradesv2.dry_run.sqlite'
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else:
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db_handle = 'sqlite:///tradesv2.sqlite'
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engine = create_engine(db_handle, echo=False)
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Session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
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Base = declarative_base()
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class Trade(Base):
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__tablename__ = 'trades'
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query = Session.query_property()
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id = Column(Integer, primary_key=True)
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exchange = Column(Enum(Exchange), nullable=False)
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pair = Column(String, nullable=False)
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is_open = Column(Boolean, nullable=False, default=True)
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open_rate = Column(Float, nullable=False)
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close_rate = Column(Float)
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close_profit = Column(Float)
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btc_amount = Column(Float, nullable=False)
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amount = Column(Float, nullable=False)
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open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
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close_date = Column(DateTime)
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open_order_id = Column(String)
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def __repr__(self):
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return 'Trade(id={}, pair={}, amount={}, open_rate={}, open_since={})'.format(
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self.id,
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self.pair,
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self.amount,
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self.open_rate,
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'closed' if not self.is_open else round((datetime.utcnow() - self.open_date).total_seconds() / 60, 2)
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)
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def exec_sell_order(self, rate: float, amount: float) -> float:
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"""
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Executes a sell for the given trade and updated the entity.
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:param rate: rate to sell for
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:param amount: amount to sell
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:return: current profit as percentage
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"""
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profit = 100 * ((rate - self.open_rate) / self.open_rate)
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# Execute sell and update trade record
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order_id = get_exchange_api(conf).sell(self.pair, rate, amount)
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self.close_rate = rate
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self.close_profit = profit
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self.close_date = datetime.utcnow()
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self.open_order_id = order_id
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Session().flush()
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return profit
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Base.metadata.create_all(engine)
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