388 lines
15 KiB
Python
388 lines
15 KiB
Python
"""
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This module contains class to define a RPC communications
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"""
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import logging
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from datetime import datetime, timedelta
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from decimal import Decimal
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from typing import Tuple, Any
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import arrow
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import sqlalchemy as sql
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from pandas import DataFrame
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from freqtrade import exchange
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from freqtrade.misc import shorten_date
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from freqtrade.persistence import Trade
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from freqtrade.state import State
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logger = logging.getLogger(__name__)
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class RPC(object):
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"""
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RPC class can be used to have extra feature, like bot data, and access to DB data
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"""
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def __init__(self, freqtrade) -> None:
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"""
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Initializes all enabled rpc modules
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:param freqtrade: Instance of a freqtrade bot
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:return: None
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"""
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self.freqtrade = freqtrade
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def rpc_trade_status(self) -> Tuple[bool, Any]:
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"""
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Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
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a remotely exposed function
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:return:
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"""
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# Fetch open trade
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if self.freqtrade.state != State.RUNNING:
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return True, '*Status:* `trader is not running`'
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elif not trades:
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return True, '*Status:* `no active trade`'
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else:
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result = []
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for trade in trades:
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order = None
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if trade.open_order_id:
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order = exchange.get_order(trade.open_order_id, trade.pair)
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# calculate profit and send message to user
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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current_profit = trade.calc_profit_percent(current_rate)
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fmt_close_profit = '{:.2f}%'.format(
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round(trade.close_profit * 100, 2)
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) if trade.close_profit else None
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message = "*Trade ID:* `{trade_id}`\n" \
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"*Current Pair:* [{pair}]({market_url})\n" \
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"*Open Since:* `{date}`\n" \
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"*Amount:* `{amount}`\n" \
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"*Open Rate:* `{open_rate:.8f}`\n" \
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"*Close Rate:* `{close_rate}`\n" \
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"*Current Rate:* `{current_rate:.8f}`\n" \
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"*Close Profit:* `{close_profit}`\n" \
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"*Current Profit:* `{current_profit:.2f}%`\n" \
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"*Open Order:* `{open_order}`"\
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.format(
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trade_id=trade.id,
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pair=trade.pair,
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market_url=exchange.get_pair_detail_url(trade.pair),
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date=arrow.get(trade.open_date).humanize(),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit=fmt_close_profit,
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current_profit=round(current_profit * 100, 2),
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open_order='({} {} rem={:.8f})'.format(
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order['type'], order['side'], order['remaining']
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) if order else None,
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)
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result.append(message)
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return False, result
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def rpc_status_table(self) -> Tuple[bool, Any]:
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if self.freqtrade.state != State.RUNNING:
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return True, '*Status:* `trader is not running`'
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elif not trades:
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return True, '*Status:* `no active order`'
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else:
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trades_list = []
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for trade in trades:
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# calculate profit and send message to user
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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trades_list.append([
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trade.id,
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trade.pair,
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate)),
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'{:.6f}'.format(trade.amount * current_rate)
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])
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columns = ['ID', 'Pair', 'Since', 'Profit', 'Value']
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df_statuses = DataFrame.from_records(trades_list, columns=columns)
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df_statuses = df_statuses.set_index(columns[0])
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# The style used throughout is to return a tuple
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# consisting of (error_occured?, result)
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# Another approach would be to just return the
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# result, or raise error
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return False, df_statuses
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def rpc_daily_profit(
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self, timescale: int,
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stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
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today = datetime.utcnow().date()
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profit_days = {}
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if not (isinstance(timescale, int) and timescale > 0):
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return True, '*Daily [n]:* `must be an integer greater than 0`'
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fiat = self.freqtrade.fiat_converter
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for day in range(0, timescale):
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profitday = today - timedelta(days=day)
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trades = Trade.query \
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.filter(Trade.is_open.is_(False)) \
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.filter(Trade.close_date >= profitday)\
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.filter(Trade.close_date < (profitday + timedelta(days=1)))\
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.order_by(Trade.close_date)\
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.all()
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curdayprofit = sum(trade.calc_profit() for trade in trades)
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profit_days[profitday] = {
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'amount': format(curdayprofit, '.8f'),
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'trades': len(trades)
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}
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stats = [
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[
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key,
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'{value:.8f} {symbol}'.format(
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value=float(value['amount']),
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symbol=stake_currency
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),
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'{value:.3f} {symbol}'.format(
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value=fiat.convert_amount(
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value['amount'],
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stake_currency,
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fiat_display_currency
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),
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symbol=fiat_display_currency
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),
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'{value} trade{s}'.format(
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value=value['trades'],
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s='' if value['trades'] < 2 else 's'
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),
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]
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for key, value in profit_days.items()
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]
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return False, stats
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def rpc_trade_statistics(
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self, stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
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"""
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:return: cumulative profit statistics.
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"""
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trades = Trade.query.order_by(Trade.id).all()
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profit_all_coin = []
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profit_all_percent = []
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profit_closed_coin = []
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profit_closed_percent = []
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durations = []
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for trade in trades:
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current_rate = None
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if not trade.open_rate:
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continue
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if trade.close_date:
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durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
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profit_percent = trade.calc_profit_percent()
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profit_closed_coin.append(trade.calc_profit())
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profit_closed_percent.append(profit_percent)
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else:
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# Get current rate
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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profit_percent = trade.calc_profit_percent(rate=current_rate)
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profit_all_coin.append(
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trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
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)
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profit_all_percent.append(profit_percent)
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best_pair = Trade.session.query(
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Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(sql.text('profit_sum DESC')).first()
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if not best_pair:
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return True, '*Status:* `no closed trade`'
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bp_pair, bp_rate = best_pair
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# FIX: we want to keep fiatconverter in a state/environment,
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# doing this will utilize its caching functionallity, instead we reinitialize it here
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fiat = self.freqtrade.fiat_converter
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# Prepare data to display
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profit_closed_coin = round(sum(profit_closed_coin), 8)
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profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
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profit_closed_fiat = fiat.convert_amount(
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profit_closed_coin,
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stake_currency,
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fiat_display_currency
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)
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profit_all_coin = round(sum(profit_all_coin), 8)
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profit_all_percent = round(sum(profit_all_percent) * 100, 2)
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profit_all_fiat = fiat.convert_amount(
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profit_all_coin,
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stake_currency,
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fiat_display_currency
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)
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num = float(len(durations) or 1)
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return (
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False,
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{
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'profit_closed_coin': profit_closed_coin,
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'profit_closed_percent': profit_closed_percent,
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'profit_closed_fiat': profit_closed_fiat,
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'profit_all_coin': profit_all_coin,
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'profit_all_percent': profit_all_percent,
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'profit_all_fiat': profit_all_fiat,
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'trade_count': len(trades),
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'first_trade_date': arrow.get(trades[0].open_date).humanize(),
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'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
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'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
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'best_pair': bp_pair,
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'best_rate': round(bp_rate * 100, 2)
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}
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)
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def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]:
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"""
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:return: current account balance per crypto
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"""
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output = []
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total = 0.0
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for coin, balance in exchange.get_balances().items():
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if not balance['total']:
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continue
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rate = None
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if coin == 'BTC':
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rate = 1.0
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else:
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if coin == 'USDT':
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rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
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else:
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rate = exchange.get_ticker(coin + '/BTC', False)['bid']
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est_btc: float = rate * balance['total']
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total = total + est_btc
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output.append(
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{
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'currency': coin,
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'available': balance['free'],
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'balance': balance['total'],
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'pending': balance['used'],
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'est_btc': est_btc
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}
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)
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if total == 0.0:
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return True, '`All balances are zero.`'
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fiat = self.freqtrade.fiat_converter
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symbol = fiat_display_currency
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value = fiat.convert_amount(total, 'BTC', symbol)
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return False, (output, total, symbol, value)
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def rpc_start(self) -> (bool, str):
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"""
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Handler for start.
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"""
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if self.freqtrade.state == State.RUNNING:
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return True, '*Status:* `already running`'
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self.freqtrade.state = State.RUNNING
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return False, '`Starting trader ...`'
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def rpc_stop(self) -> (bool, str):
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"""
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Handler for stop.
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"""
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if self.freqtrade.state == State.RUNNING:
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self.freqtrade.state = State.STOPPED
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return False, '`Stopping trader ...`'
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return True, '*Status:* `already stopped`'
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# FIX: no test for this!!!!
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def rpc_forcesell(self, trade_id) -> Tuple[bool, Any]:
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"""
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Handler for forcesell <id>.
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Sells the given trade at current price
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:return: error or None
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"""
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def _exec_forcesell(trade: Trade) -> None:
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# Check if there is there is an open order
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if trade.open_order_id:
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order = exchange.get_order(trade.open_order_id, trade.pair)
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# Cancel open LIMIT_BUY orders and close trade
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if order and order['status'] == 'open' \
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and order['type'] == 'limit' \
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and order['side'] == 'buy':
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exchange.cancel_order(trade.open_order_id, trade.pair)
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trade.close(order.get('price') or trade.open_rate)
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# TODO: sell amount which has been bought already
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return
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# Ignore trades with an attached LIMIT_SELL order
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if order and order['status'] == 'open' \
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and order['type'] == 'limit' \
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and order['side'] == 'sell':
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return
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# Get current rate and execute sell
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current_rate = exchange.get_ticker(trade.pair, False)['bid']
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self.freqtrade.execute_sell(trade, current_rate)
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# ---- EOF def _exec_forcesell ----
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if self.freqtrade.state != State.RUNNING:
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return True, '`trader is not running`'
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if trade_id == 'all':
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# Execute sell for all open orders
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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_exec_forcesell(trade)
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return False, ''
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# Query for trade
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trade = Trade.query.filter(
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sql.and_(
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Trade.id == trade_id,
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Trade.is_open.is_(True)
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)
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).first()
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if not trade:
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logger.warning('forcesell: Invalid argument received')
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return True, 'Invalid argument.'
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_exec_forcesell(trade)
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return False, ''
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def rpc_performance(self) -> Tuple[bool, Any]:
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"""
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Handler for performance.
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Shows a performance statistic from finished trades
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"""
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if self.freqtrade.state != State.RUNNING:
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return True, '`trader is not running`'
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pair_rates = Trade.session.query(Trade.pair,
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sql.func.sum(Trade.close_profit).label('profit_sum'),
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sql.func.count(Trade.pair).label('count')) \
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.filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(sql.text('profit_sum DESC')) \
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.all()
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trades = []
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for (pair, rate, count) in pair_rates:
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trades.append({'pair': pair, 'profit': round(rate * 100, 2), 'count': count})
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return False, trades
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def rpc_count(self) -> Tuple[bool, Any]:
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"""
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Returns the number of trades running
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:return: None
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"""
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if self.freqtrade.state != State.RUNNING:
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return True, '`trader is not running`'
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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return False, trades
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