class FreqtradeBot(object):
"""
Freqtrade is the main class of the bot.
This is from here the bot start its logic.
"""
def __init__(self, config: Dict[str, Any]) -> None:
"""
Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config()
method to get the config dict.
"""
logger.info(
'Starting freqtrade %s',
__version__,
)
# Init bot states
self.state = State.STOPPED
# Init objects
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = Exchange(self.config)
self.wallets = Wallets(self.exchange)
pairlistname = self.config.get('pairlist',
{}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self,
self.config).pairlist
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
self.active_pair_whitelist: List[str] = self.config['exchange'][
'pair_whitelist']
self._init_modules()
def _init_modules(self) -> None:
"""
Initializes all modules and updates the config
:return: None
"""
# Initialize all modules
persistence.init(self.config)
# Set initial application state
initial_state = self.config.get('initial_state')
if initial_state:
self.state = State[initial_state.upper()]
else:
self.state = State.STOPPED
def cleanup(self) -> None:
"""
Cleanup pending resources on an already stopped bot
:return: None
"""
logger.info('Cleaning up modules ...')
self.rpc.cleanup()
persistence.cleanup()
def worker(self, old_state: State = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
:return: current service state
"""
# Log state transition
state = self.state
if state != old_state:
self.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'{state.name.lower()}'
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self.rpc.startup_messages(self.config, self.pairlists)
if state == State.STOPPED:
time.sleep(1)
elif state == State.RUNNING:
min_secs = self.config.get('internals',
{}).get('process_throttle_secs',
constants.PROCESS_THROTTLE_SECS)
self._throttle(func=self._process, min_secs=min_secs)
return state
def _throttle(self, func: Callable[..., Any], min_secs: float, *args,
**kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param min_secs: minimum execution time in seconds
:return: Any
"""
start = time.time()
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
def _process(self) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
# Calculating Edge positiong
# Should be called before refresh_tickers
# Otherwise it will override cached klines in exchange
# with delta value (klines only from last refresh_pairs)
if self.edge:
self.edge.calculate()
self.active_pair_whitelist = self.edge.adjust(
self.active_pair_whitelist)
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
# Extend active-pair whitelist with pairs from open trades
# ensures that tickers are downloaded for open trades
self.active_pair_whitelist.extend([
trade.pair for trade in trades
if trade.pair not in self.active_pair_whitelist
])
# Refreshing candles
self.exchange.refresh_tickers(self.active_pair_whitelist,
self.strategy.ticker_interval)
# First process current opened trades
for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade)
# Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy()
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout()
Trade.session.flush()
except TemporaryError as error:
logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'OperationalException:\n```\n{tb}```{hint}'
})
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
return state_changed
def get_target_bid(self, pair: str, ticker: Dict[str, float]) -> float:
"""
Calculates bid target between current ask price and last price
:param ticker: Ticker to use for getting Ask and Last Price
:return: float: Price
"""
if ticker['ask'] < ticker['last']:
ticker_rate = ticker['ask']
else:
balance = self.config['bid_strategy']['ask_last_balance']
ticker_rate = ticker['ask'] + balance * (ticker['last'] -
ticker['ask'])
used_rate = ticker_rate
config_bid_strategy = self.config.get('bid_strategy', {})
if 'use_order_book' in config_bid_strategy and\
config_bid_strategy.get('use_order_book', False):
logger.info('Getting price from order book')
order_book_top = config_bid_strategy.get('order_book_top', 1)
order_book = self.exchange.get_order_book(pair, order_book_top)
logger.debug('order_book %s', order_book)
# top 1 = index 0
order_book_rate = order_book['bids'][order_book_top - 1][0]
# if ticker has lower rate, then use ticker ( usefull if down trending )
logger.info('...top %s order book buy rate %0.8f', order_book_top,
order_book_rate)
if ticker_rate < order_book_rate:
logger.info('...using ticker rate instead %0.8f', ticker_rate)
used_rate = ticker_rate
else:
used_rate = order_book_rate
else:
logger.info('Using Last Ask / Last Price')
used_rate = ticker_rate
return used_rate
def _get_trade_stake_amount(self, pair) -> Optional[float]:
"""
Check if stake amount can be fulfilled with the available balance
for the stake currency
:return: float: Stake Amount
"""
if self.edge:
return self.edge.stake_amount(
pair, self.wallets.get_free(self.config['stake_currency']),
self.wallets.get_total(self.config['stake_currency']),
Trade.total_open_trades_stakes())
else:
stake_amount = self.config['stake_amount']
avaliable_amount = self.wallets.get_free(self.config['stake_currency'])
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
open_trades = len(
Trade.query.filter(Trade.is_open.is_(True)).all())
if open_trades >= self.config['max_open_trades']:
logger.warning(
'Can\'t open a new trade: max number of trades is reached')
return None
return avaliable_amount / (self.config['max_open_trades'] -
open_trades)
# Check if stake_amount is fulfilled
if avaliable_amount < stake_amount:
raise DependencyException(
'Available balance(%f %s) is lower than stake amount(%f %s)' %
(avaliable_amount, self.config['stake_currency'], stake_amount,
self.config['stake_currency']))
return stake_amount
def _get_min_pair_stake_amount(self, pair: str,
price: float) -> Optional[float]:
markets = self.exchange.get_markets()
markets = [m for m in markets if m['symbol'] == pair]
if not markets:
raise ValueError(
f'Can\'t get market information for symbol {pair}')
market = markets[0]
if 'limits' not in market:
return None
min_stake_amounts = []
limits = market['limits']
if ('cost' in limits and 'min' in limits['cost']
and limits['cost']['min'] is not None):
min_stake_amounts.append(limits['cost']['min'])
if ('amount' in limits and 'min' in limits['amount']
and limits['amount']['min'] is not None):
min_stake_amounts.append(limits['amount']['min'] * price)
if not min_stake_amounts:
return None
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
if self.strategy.stoploss is not None:
amount_reserve_percent += self.strategy.stoploss
# it should not be more than 50%
amount_reserve_percent = max(amount_reserve_percent, 0.5)
return min(min_stake_amounts) / amount_reserve_percent
def create_trade(self) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:return: True if a trade object has been created and persisted, False otherwise
"""
interval = self.strategy.ticker_interval
whitelist = copy.deepcopy(self.active_pair_whitelist)
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise DependencyException('No currency pairs in whitelist')
# running get_signal on historical data fetched
for _pair in whitelist:
(buy, sell) = self.strategy.get_signal(_pair, interval,
self.exchange.klines(_pair))
if buy and not sell:
stake_amount = self._get_trade_stake_amount(_pair)
if not stake_amount:
return False
logger.info(
'Buy signal found: about create a new trade with stake_amount: %f ...',
stake_amount)
bidstrat_check_depth_of_market = self.config.get('bid_strategy', {}).\
get('check_depth_of_market', {})
if (bidstrat_check_depth_of_market.get('enabled', False)) and\
(bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
if self._check_depth_of_market_buy(
_pair, bidstrat_check_depth_of_market):
return self.execute_buy(_pair, stake_amount)
else:
return False
return self.execute_buy(_pair, stake_amount)
return False
def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
"""
Checks depth of market before executing a buy
"""
conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
logger.info('checking depth of market for %s', pair)
order_book = self.exchange.get_order_book(pair, 1000)
order_book_data_frame = order_book_to_dataframe(
order_book['bids'], order_book['asks'])
order_book_bids = order_book_data_frame['b_size'].sum()
order_book_asks = order_book_data_frame['a_size'].sum()
bids_ask_delta = order_book_bids / order_book_asks
logger.info('bids: %s, asks: %s, delta: %s', order_book_bids,
order_book_asks, bids_ask_delta)
if bids_ask_delta >= conf_bids_to_ask_delta:
return True
return False
def execute_buy(self,
pair: str,
stake_amount: float,
price: Optional[float] = None) -> bool:
"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
:return: None
"""
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
stake_currency = self.config['stake_currency']
fiat_currency = self.config.get('fiat_display_currency', None)
time_in_force = self.strategy.order_time_in_force['buy']
if price:
buy_limit_requested = price
else:
# Calculate amount
buy_limit_requested = self.get_target_bid(
pair, self.exchange.get_ticker(pair))
min_stake_amount = self._get_min_pair_stake_amount(
pair_s, buy_limit_requested)
if min_stake_amount is not None and min_stake_amount > stake_amount:
logger.warning(
f'Can\'t open a new trade for {pair_s}: stake amount'
f' is too small ({stake_amount} < {min_stake_amount})')
return False
amount = stake_amount / buy_limit_requested
order = self.exchange.buy(pair=pair,
ordertype=self.strategy.order_types['buy'],
amount=amount,
rate=buy_limit_requested,
time_in_force=time_in_force)
order_id = order['id']
order_status = order.get('status', None)
# we assume the order is executed at the price requested
buy_limit_filled_price = buy_limit_requested
if order_status == 'expired' or order_status == 'rejected':
order_type = self.strategy.order_types['buy']
order_tif = self.strategy.order_time_in_force['buy']
# return false if the order is not filled
if float(order['filled']) == 0:
logger.warning(
'Buy %s order with time in force %s for %s is %s by %s.'
' zero amount is fulfilled.', order_tif, order_type,
pair_s, order_status, self.exchange.name)
return False
else:
# the order is partially fulfilled
# in case of IOC orders we can check immediately
# if the order is fulfilled fully or partially
logger.warning(
'Buy %s order with time in force %s for %s is %s by %s.'
' %s amount fulfilled out of %s (%s remaining which is canceled).',
order_tif, order_type, pair_s, order_status,
self.exchange.name, order['filled'], order['amount'],
order['remaining'])
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
order_id = None
# in case of FOK the order may be filled immediately and fully
elif order_status == 'closed':
stake_amount = order['cost']
amount = order['amount']
buy_limit_filled_price = order['price']
order_id = None
self.rpc.send_msg({
'type': RPCMessageType.BUY_NOTIFICATION,
'exchange': self.exchange.name.capitalize(),
'pair': pair_s,
'market_url': pair_url,
'limit': buy_limit_filled_price,
'stake_amount': stake_amount,
'stake_currency': stake_currency,
'fiat_currency': fiat_currency
})
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade(pair=pair,
stake_amount=stake_amount,
amount=amount,
fee_open=fee,
fee_close=fee,
open_rate=buy_limit_filled_price,
open_rate_requested=buy_limit_requested,
open_date=datetime.utcnow(),
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
ticker_interval=constants.TICKER_INTERVAL_MINUTES[
self.config['ticker_interval']])
Trade.session.add(trade)
Trade.session.flush()
# Updating wallets
self.wallets.update()
return True
def process_maybe_execute_buy(self) -> bool:
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if self.create_trade():
return True
logger.info(
'Found no buy signals for whitelisted currencies. Trying again..'
)
return False
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(self, trade: Trade) -> bool:
"""
Tries to execute a sell trade
:return: True if executed
"""
try:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Found open order for %s', trade)
order = self.exchange.get_order(trade.open_order_id,
trade.pair)
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
if order['amount'] != new_amount:
order['amount'] = new_amount
# Fee was applied, so set to 0
trade.fee_open = 0
except OperationalException as exception:
logger.warning("could not update trade amount: %s",
exception)
trade.update(order)
if self.strategy.order_types.get(
'stoploss_on_exchange') and trade.is_open:
result = self.handle_stoploss_on_exchange(trade)
if result:
self.wallets.update()
return result
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
result = self.handle_trade(trade)
# Updating wallets if any trade occured
if result:
self.wallets.update()
return result
except DependencyException as exception:
logger.warning('Unable to sell trade: %s', exception)
return False
def get_real_amount(self, trade: Trade, order: Dict) -> float:
"""
Get real amount for the trade
Necessary for self.exchanges which charge fees in base currency (e.g. binance)
"""
order_amount = order['amount']
# Only run for closed orders
if trade.fee_open == 0 or order['status'] == 'open':
return order_amount
# use fee from order-dict if possible
if 'fee' in order and order['fee'] and (order['fee'].keys() >=
{'currency', 'cost'}):
if trade.pair.startswith(order['fee']['currency']):
new_amount = order_amount - order['fee']['cost']
logger.info(
"Applying fee on amount for %s (from %s to %s) from Order",
trade, order['amount'], new_amount)
return new_amount
# Fallback to Trades
trades = self.exchange.get_trades_for_order(trade.open_order_id,
trade.pair,
trade.open_date)
if len(trades) == 0:
logger.info(
"Applying fee on amount for %s failed: myTrade-Dict empty found",
trade)
return order_amount
amount = 0
fee_abs = 0
for exectrade in trades:
amount += exectrade['amount']
if "fee" in exectrade and (exectrade['fee'].keys() >=
{'currency', 'cost'}):
# only applies if fee is in quote currency!
if trade.pair.startswith(exectrade['fee']['currency']):
fee_abs += exectrade['fee']['cost']
if amount != order_amount:
logger.warning(
f"amount {amount} does not match amount {trade.amount}")
raise OperationalException("Half bought? Amounts don't match")
real_amount = amount - fee_abs
if fee_abs != 0:
logger.info(f"""Applying fee on amount for {trade} \
(from {order_amount} to {real_amount}) from Trades""")
return real_amount
def handle_trade(self, trade: Trade) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
"""
if not trade.is_open:
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
sell_rate = self.exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get(
'ignore_roi_if_buy_signal'):
(buy,
sell) = self.strategy.get_signal(trade.pair,
self.strategy.ticker_interval,
self.exchange.klines(trade.pair))
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
logger.info('Using order book for selling...')
# logger.debug('Order book %s',orderBook)
order_book_min = config_ask_strategy.get('order_book_min', 1)
order_book_max = config_ask_strategy.get('order_book_max', 1)
order_book = self.exchange.get_order_book(trade.pair,
order_book_max)
for i in range(order_book_min, order_book_max + 1):
order_book_rate = order_book['asks'][i - 1][0]
# if orderbook has higher rate (high profit),
# use orderbook, otherwise just use bids rate
logger.info(' order book asks top %s: %0.8f', i,
order_book_rate)
if sell_rate < order_book_rate:
sell_rate = order_book_rate
if self.check_sell(trade, sell_rate, buy, sell):
return True
break
else:
logger.debug('checking sell')
if self.check_sell(trade, sell_rate, buy, sell):
return True
logger.debug('Found no sell signal for %s.', trade)
return False
def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
"""
Check if trade is fulfilled in which case the stoploss
on exchange should be added immediately if stoploss on exchnage
is enabled.
"""
result = False
# If trade is open and the buy order is fulfilled but there is no stoploss,
# then we add a stoploss on exchange
if not trade.open_order_id and not trade.stoploss_order_id:
if self.edge:
stoploss = self.edge.stoploss(pair=trade.pair)
else:
stoploss = self.strategy.stoploss
stop_price = trade.open_rate * (1 + stoploss)
# limit price should be less than stop price.
# 0.98 is arbitrary here.
limit_price = stop_price * 0.98
stoploss_order_id = self.exchange.stoploss_limit(
pair=trade.pair,
amount=trade.amount,
stop_price=stop_price,
rate=limit_price)['id']
trade.stoploss_order_id = str(stoploss_order_id)
# Or the trade open and there is already a stoploss on exchange.
# so we check if it is hit ...
elif trade.stoploss_order_id:
logger.debug('Handling stoploss on exchange %s ...', trade)
order = self.exchange.get_order(trade.stoploss_order_id,
trade.pair)
if order['status'] == 'closed':
trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
trade.update(order)
result = True
else:
result = False
return result
def check_sell(self, trade: Trade, sell_rate: float, buy: bool,
sell: bool) -> bool:
if self.edge:
stoploss = self.edge.stoploss(trade.pair)
should_sell = self.strategy.should_sell(trade,
sell_rate,
datetime.utcnow(),
buy,
sell,
force_stoploss=stoploss)
else:
should_sell = self.strategy.should_sell(trade, sell_rate,
datetime.utcnow(), buy,
sell)
if should_sell.sell_flag:
self.execute_sell(trade, sell_rate, should_sell.sell_type)
logger.info('executed sell, reason: %s', should_sell.sell_type)
return True
return False
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
buy_timeout = self.config['unfilledtimeout']['buy']
sell_timeout = self.config['unfilledtimeout']['sell']
buy_timeoutthreashold = arrow.utcnow().shift(
minutes=-buy_timeout).datetime
sell_timeoutthreashold = arrow.utcnow().shift(
minutes=-sell_timeout).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = self.exchange.get_order(trade.open_order_id,
trade.pair)
except (RequestException, DependencyException):
logger.info('Cannot query order for %s due to %s', trade,
traceback.format_exc())
continue
ordertime = arrow.get(order['datetime']).datetime
# Check if trade is still actually open
if float(order['remaining']) == 0.0:
self.wallets.update()
continue
# Check if trade is still actually open
if order['status'] == 'open':
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
self.wallets.update()
elif order[
'side'] == 'sell' and ordertime < sell_timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
self.wallets.update()
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'Unfilled buy order for {pair_s} cancelled due to timeout'
})
return True
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'Remaining buy order for {pair_s} cancelled due to timeout'
})
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
self.exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
self.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'Unfilled sell order for {pair_s} cancelled due to timeout'
})
logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders
return False
def execute_sell(self, trade: Trade, limit: float,
sell_reason: SellType) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:param sellreason: Reason the sell was triggered
:return: None
"""
sell_type = 'sell'
if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
sell_type = 'stoploss'
# if stoploss is on exchange and we are on dry_run mode,
# we consider the sell price stop price
if self.config.get('dry_run', False) and sell_type == 'stoploss' \
and self.strategy.order_types['stoploss_on_exchange']:
limit = trade.stop_loss
# First cancelling stoploss on exchange ...
if self.strategy.order_types.get(
'stoploss_on_exchange') and trade.stoploss_order_id:
self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
# Execute sell and update trade record
order_id = self.exchange.sell(
pair=str(trade.pair),
ordertype=self.strategy.order_types[sell_type],
amount=trade.amount,
rate=limit,
time_in_force=self.strategy.order_time_in_force['sell'])['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
trade.sell_reason = sell_reason.value
profit_trade = trade.calc_profit(rate=limit)
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit_percent = trade.calc_profit_percent(limit)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if profit_percent > 0 else "loss"
msg = {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': trade.exchange.capitalize(),
'pair': trade.pair,
'gain': gain,
'market_url': pair_url,
'limit': limit,
'amount': trade.amount,
'open_rate': trade.open_rate,
'current_rate': current_rate,
'profit_amount': profit_trade,
'profit_percent': profit_percent,
'sell_reason': sell_reason.value
}
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
msg.update({
'stake_currency': stake_currency,
'fiat_currency': fiat_currency,
})
# Send the message
self.rpc.send_msg(msg)
Trade.session.flush()
def plot_analyzed_dataframe(args: Namespace) -> None:
"""
Calls analyze() and plots the returned dataframe
:return: None
"""
global _CONF
# Load the configuration
_CONF.update(setup_configuration(args))
print(_CONF)
# Set the pair to audit
pair = args.pair
if pair is None:
logger.critical('Parameter --pair mandatory;. E.g --pair ETH/BTC')
exit()
if '/' not in pair:
logger.critical('--pair format must be XXX/YYY')
exit()
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
# Load the strategy
try:
strategy = StrategyResolver(_CONF).strategy
exchange = Exchange(_CONF)
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
args.strategy)
exit()
# Set the ticker to use
tick_interval = strategy.ticker_interval
# Load pair tickers
tickers = {}
if args.live:
logger.info('Downloading pair.')
exchange.refresh_tickers([pair], tick_interval)
tickers[pair] = exchange.klines(pair)
else:
tickers = history.load_data(datadir=Path(_CONF.get("datadir")),
pairs=[pair],
ticker_interval=tick_interval,
refresh_pairs=_CONF.get(
'refresh_pairs', False),
timerange=timerange,
exchange=Exchange(_CONF))
# No ticker found, or impossible to download
if tickers == {}:
exit()
# Get trades already made from the DB
trades = load_trades(args, pair, timerange)
dataframes = strategy.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = strategy.advise_buy(dataframe, {'pair': pair})
dataframe = strategy.advise_sell(dataframe, {'pair': pair})
if len(dataframe.index) > args.plot_limit:
logger.warning(
'Ticker contained more than %s candles as defined '
'with --plot-limit, clipping.', args.plot_limit)
dataframe = dataframe.tail(args.plot_limit)
trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']]
fig = generate_graph(pair=pair, trades=trades, data=dataframe, args=args)
plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')))
