204 lines
7.3 KiB
Python
204 lines
7.3 KiB
Python
# pragma pylint: disable=W0603
|
|
""" Wallet """
|
|
|
|
import logging
|
|
from copy import deepcopy
|
|
from typing import Any, Dict, NamedTuple
|
|
|
|
import arrow
|
|
|
|
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
|
|
from freqtrade.exceptions import DependencyException
|
|
from freqtrade.exchange import Exchange
|
|
from freqtrade.persistence import Trade
|
|
from freqtrade.state import RunMode
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
# wallet data structure
|
|
class Wallet(NamedTuple):
|
|
currency: str
|
|
free: float = 0
|
|
used: float = 0
|
|
total: float = 0
|
|
|
|
|
|
class Wallets:
|
|
|
|
def __init__(self, config: dict, exchange: Exchange, skip_update: bool = False) -> None:
|
|
self._config = config
|
|
self._log = True
|
|
self._exchange = exchange
|
|
self._wallets: Dict[str, Wallet] = {}
|
|
self.start_cap = config['dry_run_wallet']
|
|
self._last_wallet_refresh = 0
|
|
if not skip_update:
|
|
self.update()
|
|
|
|
def get_free(self, currency: str) -> float:
|
|
balance = self._wallets.get(currency)
|
|
if balance and balance.free:
|
|
return balance.free
|
|
else:
|
|
return 0
|
|
|
|
def get_used(self, currency: str) -> float:
|
|
balance = self._wallets.get(currency)
|
|
if balance and balance.used:
|
|
return balance.used
|
|
else:
|
|
return 0
|
|
|
|
def get_total(self, currency: str) -> float:
|
|
balance = self._wallets.get(currency)
|
|
if balance and balance.total:
|
|
return balance.total
|
|
else:
|
|
return 0
|
|
|
|
def _update_dry(self) -> None:
|
|
"""
|
|
Update from database in dry-run mode
|
|
- Apply apply profits of closed trades on top of stake amount
|
|
- Subtract currently tied up stake_amount in open trades
|
|
- update balances for currencies currently in trades
|
|
"""
|
|
# Recreate _wallets to reset closed trade balances
|
|
_wallets = {}
|
|
closed_trades = Trade.get_trades_proxy(is_open=False)
|
|
open_trades = Trade.get_trades_proxy(is_open=True)
|
|
tot_profit = sum([trade.close_profit_abs for trade in closed_trades])
|
|
tot_in_trades = sum([trade.stake_amount for trade in open_trades])
|
|
|
|
current_stake = self.start_cap + tot_profit - tot_in_trades
|
|
_wallets[self._config['stake_currency']] = Wallet(
|
|
self._config['stake_currency'],
|
|
current_stake,
|
|
0,
|
|
current_stake
|
|
)
|
|
|
|
for trade in open_trades:
|
|
curr = self._exchange.get_pair_base_currency(trade.pair)
|
|
_wallets[curr] = Wallet(
|
|
curr,
|
|
trade.amount,
|
|
0,
|
|
trade.amount
|
|
)
|
|
self._wallets = _wallets
|
|
|
|
def _update_live(self) -> None:
|
|
balances = self._exchange.get_balances()
|
|
|
|
for currency in balances:
|
|
self._wallets[currency] = Wallet(
|
|
currency,
|
|
balances[currency].get('free', None),
|
|
balances[currency].get('used', None),
|
|
balances[currency].get('total', None)
|
|
)
|
|
# Remove currencies no longer in get_balances output
|
|
for currency in deepcopy(self._wallets):
|
|
if currency not in balances:
|
|
del self._wallets[currency]
|
|
|
|
def update(self, require_update: bool = True) -> None:
|
|
"""
|
|
Updates wallets from the configured version.
|
|
By default, updates from the exchange.
|
|
Update-skipping should only be used for user-invoked /balance calls, since
|
|
for trading operations, the latest balance is needed.
|
|
:param require_update: Allow skipping an update if balances were recently refreshed
|
|
"""
|
|
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)):
|
|
if (not self._config['dry_run'] or self._config.get('runmode') == RunMode.LIVE):
|
|
self._update_live()
|
|
else:
|
|
self._update_dry()
|
|
if self._log:
|
|
logger.info('Wallets synced.')
|
|
self._last_wallet_refresh = arrow.utcnow().int_timestamp
|
|
|
|
def get_all_balances(self) -> Dict[str, Any]:
|
|
return self._wallets
|
|
|
|
def _get_available_stake_amount(self) -> float:
|
|
"""
|
|
Return the total currently available balance in stake currency,
|
|
respecting tradable_balance_ratio.
|
|
Calculated as
|
|
(<open_trade stakes> + free amount ) * tradable_balance_ratio - <open_trade stakes>
|
|
"""
|
|
val_tied_up = Trade.total_open_trades_stakes()
|
|
|
|
# Ensure <tradable_balance_ratio>% is used from the overall balance
|
|
# Otherwise we'd risk lowering stakes with each open trade.
|
|
# (tied up + current free) * ratio) - tied up
|
|
available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
|
|
self._config['tradable_balance_ratio']) - val_tied_up
|
|
return available_amount
|
|
|
|
def _calculate_unlimited_stake_amount(self, free_open_trades: int) -> float:
|
|
"""
|
|
Calculate stake amount for "unlimited" stake amount
|
|
:return: 0 if max number of trades reached, else stake_amount to use.
|
|
"""
|
|
if not free_open_trades:
|
|
return 0
|
|
|
|
available_amount = self._get_available_stake_amount()
|
|
|
|
return available_amount / free_open_trades
|
|
|
|
def _check_available_stake_amount(self, stake_amount: float) -> float:
|
|
"""
|
|
Check if stake amount can be fulfilled with the available balance
|
|
for the stake currency
|
|
:return: float: Stake amount
|
|
:raise: DependencyException if balance is lower than stake-amount
|
|
"""
|
|
available_amount = self._get_available_stake_amount()
|
|
|
|
if self._config['amend_last_stake_amount']:
|
|
# Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
|
|
# Otherwise the remaining amount is too low to trade.
|
|
if available_amount > (stake_amount * self._config['last_stake_amount_min_ratio']):
|
|
stake_amount = min(stake_amount, available_amount)
|
|
else:
|
|
stake_amount = 0
|
|
|
|
if available_amount < stake_amount:
|
|
raise DependencyException(
|
|
f"Available balance ({available_amount} {self._config['stake_currency']}) is "
|
|
f"lower than stake amount ({stake_amount} {self._config['stake_currency']})"
|
|
)
|
|
|
|
return stake_amount
|
|
|
|
def get_trade_stake_amount(self, pair: str, free_open_trades: int, edge=None) -> float:
|
|
"""
|
|
Calculate stake amount for the trade
|
|
:return: float: Stake amount
|
|
:raise: DependencyException if the available stake amount is too low
|
|
"""
|
|
stake_amount: float
|
|
# Ensure wallets are uptodate.
|
|
self.update()
|
|
|
|
if edge:
|
|
stake_amount = edge.stake_amount(
|
|
pair,
|
|
self.get_free(self._config['stake_currency']),
|
|
self.get_total(self._config['stake_currency']),
|
|
Trade.total_open_trades_stakes()
|
|
)
|
|
else:
|
|
stake_amount = self._config['stake_amount']
|
|
if stake_amount == UNLIMITED_STAKE_AMOUNT:
|
|
stake_amount = self._calculate_unlimited_stake_amount(free_open_trades)
|
|
|
|
return self._check_available_stake_amount(stake_amount)
|