530 lines
20 KiB
Python
530 lines
20 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 abc import abstractmethod
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from datetime import date, datetime, timedelta
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from enum import Enum
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from math import isnan
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from typing import Any, Dict, List, Optional, Tuple
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import arrow
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from numpy import NAN, mean
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from freqtrade.exceptions import DependencyException, TemporaryError
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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.rpc.fiat_convert import CryptoToFiatConverter
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from freqtrade.state import State
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from freqtrade.strategy.interface import SellType
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logger = logging.getLogger(__name__)
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class RPCMessageType(Enum):
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STATUS_NOTIFICATION = 'status'
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WARNING_NOTIFICATION = 'warning'
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CUSTOM_NOTIFICATION = 'custom'
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BUY_NOTIFICATION = 'buy'
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SELL_NOTIFICATION = 'sell'
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def __repr__(self):
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return self.value
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class RPCException(Exception):
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"""
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Should be raised with a rpc-formatted message in an _rpc_* method
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if the required state is wrong, i.e.:
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raise RPCException('*Status:* `no active trade`')
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"""
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def __init__(self, message: str) -> None:
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super().__init__(self)
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self.message = message
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def __str__(self):
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return self.message
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def __json__(self):
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return {
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'msg': self.message
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}
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class RPC:
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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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# Bind _fiat_converter if needed in each RPC handler
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_fiat_converter: Optional[CryptoToFiatConverter] = None
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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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@property
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def name(self) -> str:
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""" Returns the lowercase name of the implementation """
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return self.__class__.__name__.lower()
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@abstractmethod
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def cleanup(self) -> None:
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""" Cleanup pending module resources """
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@abstractmethod
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def send_msg(self, msg: Dict[str, str]) -> None:
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""" Sends a message to all registered rpc modules """
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def _rpc_show_config(self) -> Dict[str, Any]:
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"""
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Return a dict of config options.
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Explicitly does NOT return the full config to avoid leakage of sensitive
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information via rpc.
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"""
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config = self._freqtrade.config
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val = {
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'dry_run': config['dry_run'],
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'stake_currency': config['stake_currency'],
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'stake_amount': config['stake_amount'],
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'minimal_roi': config['minimal_roi'].copy(),
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'stoploss': config['stoploss'],
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'trailing_stop': config['trailing_stop'],
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'trailing_stop_positive': config.get('trailing_stop_positive'),
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'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
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'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
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'ticker_interval': config['ticker_interval'],
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'exchange': config['exchange']['name'],
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'strategy': config['strategy'],
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}
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return val
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def _rpc_trade_status(self) -> List[Dict[str, 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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"""
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# Fetch open trade
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trades = Trade.get_open_trades()
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if not trades:
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raise RPCException('no active trade')
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else:
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results = []
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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 = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
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# calculate profit and send message to user
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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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current_profit = trade.calc_profit_ratio(current_rate)
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fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
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if trade.close_profit else None)
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trade_dict = trade.to_json()
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trade_dict.update(dict(
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base_currency=self._freqtrade.config['stake_currency'],
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close_profit=fmt_close_profit,
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current_rate=current_rate,
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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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results.append(trade_dict)
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return results
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def _rpc_status_table(self, stake_currency: str,
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fiat_display_currency: str) -> Tuple[List, List]:
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trades = Trade.get_open_trades()
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if not trades:
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raise RPCException('no active trade')
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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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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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trade_perc = (100 * trade.calc_profit_ratio(current_rate))
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trade_profit = trade.calc_profit(current_rate)
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profit_str = f'{trade_perc:.2f}%'
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if self._fiat_converter:
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fiat_profit = self._fiat_converter.convert_amount(
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trade_profit,
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stake_currency,
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fiat_display_currency
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)
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if fiat_profit and not isnan(fiat_profit):
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profit_str += f" ({fiat_profit:.2f})"
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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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profit_str
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])
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profitcol = "Profit"
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if self._fiat_converter:
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profitcol += " (" + fiat_display_currency + ")"
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columns = ['ID', 'Pair', 'Since', profitcol]
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return trades_list, columns
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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) -> List[List[Any]]:
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today = datetime.utcnow().date()
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profit_days: Dict[date, Dict] = {}
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if not (isinstance(timescale, int) and timescale > 0):
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raise RPCException('timescale must be an integer greater than 0')
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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.get_trades(trade_filter=[
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Trade.is_open.is_(False),
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Trade.close_date >= profitday,
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Trade.close_date < (profitday + timedelta(days=1))
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]).order_by(Trade.close_date).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': f'{curdayprofit:.8f}',
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'trades': len(trades)
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}
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return [
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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=self._fiat_converter.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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) if self._fiat_converter else 0,
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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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def _rpc_trade_statistics(
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self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
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""" Returns cumulative profit statistics """
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trades = Trade.get_trades().order_by(Trade.id).all()
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profit_all_coin = []
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profit_all_perc = []
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profit_closed_coin = []
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profit_closed_perc = []
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durations = []
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for trade in trades:
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current_rate: float = 0.0
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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_ratio()
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profit_closed_coin.append(trade.calc_profit())
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profit_closed_perc.append(profit_percent)
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else:
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# Get current rate
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try:
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current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
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except DependencyException:
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current_rate = NAN
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profit_percent = trade.calc_profit_ratio(rate=current_rate)
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profit_all_coin.append(
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trade.calc_profit(rate=trade.close_rate or current_rate)
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)
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profit_all_perc.append(profit_percent)
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best_pair = Trade.get_best_pair()
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if not best_pair:
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raise RPCException('no closed trade')
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bp_pair, bp_rate = best_pair
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# Prepare data to display
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profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
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profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc
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else 0.0)
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profit_closed_fiat = self._fiat_converter.convert_amount(
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profit_closed_coin_sum,
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0
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profit_all_coin_sum = round(sum(profit_all_coin), 8)
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profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0
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profit_all_fiat = self._fiat_converter.convert_amount(
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profit_all_coin_sum,
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0
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num = float(len(durations) or 1)
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return {
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'profit_closed_coin': profit_closed_coin_sum,
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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_sum,
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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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def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
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""" Returns current account balance per crypto """
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output = []
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total = 0.0
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try:
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tickers = self._freqtrade.exchange.get_tickers()
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except (TemporaryError, DependencyException):
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raise RPCException('Error getting current tickers.')
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self._freqtrade.wallets.update(require_update=False)
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for coin, balance in self._freqtrade.wallets.get_all_balances().items():
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if not balance.total:
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continue
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est_stake: float = 0
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if coin == stake_currency:
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rate = 1.0
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est_stake = balance.total
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else:
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try:
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pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
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rate = tickers.get(pair, {}).get('bid', None)
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if rate:
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if pair.startswith(stake_currency):
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rate = 1.0 / rate
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est_stake = rate * balance.total
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except (TemporaryError, DependencyException):
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logger.warning(f" Could not get rate for pair {coin}.")
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continue
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total = total + (est_stake or 0)
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output.append({
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'currency': coin,
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'free': balance.free if balance.free is not None else 0,
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'balance': balance.total if balance.total is not None else 0,
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'used': balance.used if balance.used is not None else 0,
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'est_stake': est_stake or 0,
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'stake': stake_currency,
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})
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if total == 0.0:
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if self._freqtrade.config['dry_run']:
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raise RPCException('Running in Dry Run, balances are not available.')
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else:
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raise RPCException('All balances are zero.')
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symbol = fiat_display_currency
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value = self._fiat_converter.convert_amount(total, stake_currency,
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symbol) if self._fiat_converter else 0
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return {
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'currencies': output,
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'total': total,
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'symbol': symbol,
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'value': value,
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'stake': stake_currency,
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'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
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}
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def _rpc_start(self) -> Dict[str, str]:
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""" Handler for start """
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if self._freqtrade.state == State.RUNNING:
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return {'status': 'already running'}
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self._freqtrade.state = State.RUNNING
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return {'status': 'starting trader ...'}
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def _rpc_stop(self) -> Dict[str, str]:
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""" Handler for stop """
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if self._freqtrade.state == State.RUNNING:
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self._freqtrade.state = State.STOPPED
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return {'status': 'stopping trader ...'}
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return {'status': 'already stopped'}
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def _rpc_reload_conf(self) -> Dict[str, str]:
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""" Handler for reload_conf. """
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self._freqtrade.state = State.RELOAD_CONF
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return {'status': 'reloading config ...'}
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def _rpc_stopbuy(self) -> Dict[str, str]:
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"""
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Handler to stop buying, but handle open trades gracefully.
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"""
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if self._freqtrade.state == State.RUNNING:
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# Set 'max_open_trades' to 0
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self._freqtrade.config['max_open_trades'] = 0
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return {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
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def _rpc_forcesell(self, trade_id: str) -> Dict[str, str]:
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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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"""
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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 = self._freqtrade.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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self._freqtrade.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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# Do the best effort, if we don't know 'filled' amount, don't try selling
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if order['filled'] is None:
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return
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trade.amount = order['filled']
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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 = self._freqtrade.get_sell_rate(trade.pair, False)
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self._freqtrade.execute_sell(trade, current_rate, SellType.FORCE_SELL)
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# ---- EOF def _exec_forcesell ----
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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with self._freqtrade._sell_lock:
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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.get_open_trades():
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_exec_forcesell(trade)
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Trade.session.flush()
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self._freqtrade.wallets.update()
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return {'result': 'Created sell orders for all open trades.'}
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# Query for trade
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trade = Trade.get_trades(
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trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
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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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raise RPCException('invalid argument')
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_exec_forcesell(trade)
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Trade.session.flush()
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self._freqtrade.wallets.update()
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return {'result': f'Created sell order for trade {trade_id}.'}
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def _rpc_forcebuy(self, pair: str, price: Optional[float]) -> Optional[Trade]:
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"""
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Handler for forcebuy <asset> <price>
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Buys a pair trade at the given or current price
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"""
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if not self._freqtrade.config.get('forcebuy_enable', False):
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raise RPCException('Forcebuy not enabled.')
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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# Check pair is in stake currency
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stake_currency = self._freqtrade.config.get('stake_currency')
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if not pair.endswith(stake_currency):
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raise RPCException(
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f'Wrong pair selected. Please pairs with stake {stake_currency} pairs only')
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# check if valid pair
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# check if pair already has an open pair
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trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
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if trade:
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raise RPCException(f'position for {pair} already open - id: {trade.id}')
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# gen stake amount
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stakeamount = self._freqtrade.get_trade_stake_amount(pair)
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# execute buy
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if self._freqtrade.execute_buy(pair, stakeamount, price):
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trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair.is_(pair)]).first()
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return trade
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else:
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return None
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def _rpc_performance(self) -> List[Dict[str, 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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pair_rates = Trade.get_overall_performance()
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# Round and convert to %
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[x.update({'profit': round(x['profit'] * 100, 2)}) for x in pair_rates]
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return pair_rates
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def _rpc_count(self) -> Dict[str, float]:
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""" Returns the number of trades running """
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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trades = Trade.get_open_trades()
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return {
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'current': len(trades),
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'max': float(self._freqtrade.config['max_open_trades']),
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'total_stake': sum((trade.open_rate * trade.amount) for trade in trades)
|
|
}
|
|
|
|
def _rpc_whitelist(self) -> Dict:
|
|
""" Returns the currently active whitelist"""
|
|
res = {'method': self._freqtrade.pairlists.name_list,
|
|
'length': len(self._freqtrade.active_pair_whitelist),
|
|
'whitelist': self._freqtrade.active_pair_whitelist
|
|
}
|
|
return res
|
|
|
|
def _rpc_blacklist(self, add: List[str] = None) -> Dict:
|
|
""" Returns the currently active blacklist"""
|
|
if add:
|
|
stake_currency = self._freqtrade.config.get('stake_currency')
|
|
for pair in add:
|
|
if (pair.endswith(stake_currency)
|
|
and pair not in self._freqtrade.pairlists.blacklist):
|
|
self._freqtrade.pairlists.blacklist.append(pair)
|
|
|
|
res = {'method': self._freqtrade.pairlists.name_list,
|
|
'length': len(self._freqtrade.pairlists.blacklist),
|
|
'blacklist': self._freqtrade.pairlists.blacklist,
|
|
}
|
|
return res
|
|
|
|
def _rpc_edge(self) -> List[Dict[str, Any]]:
|
|
""" Returns information related to Edge """
|
|
if not self._freqtrade.edge:
|
|
raise RPCException(f'Edge is not enabled.')
|
|
return self._freqtrade.edge.accepted_pairs()
|