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.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = Exchange(self.config)
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(f'*Status:* `{state.name.lower()}`')
logger.info('Changing state to: %s', state.name)
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)
nb_assets = self.config.get('dynamic_whitelist', None)
self._throttle(func=self._process,
min_secs=min_secs,
nb_assets=nb_assets)
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, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = self._refresh_whitelist(
self._gen_pair_whitelist(self.config['stake_currency'])
if nb_assets else self.config['exchange']['pair_whitelist'])
# Keep only the subsets of pairs wanted (up to nb_assets)
final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
self.config['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
# 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(self.config['unfilledtimeout'])
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(
f'*Status:* OperationalException:\n```\n{tb}```{hint}')
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
return state_changed
@cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self,
base_currency: str,
key: str = 'quoteVolume') -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'quoteVolume')
:return: List of pairs
"""
if not self.exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot')
tickers = self.exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [
v for k, v in tickers.items()
if len(k.split('/')) == 2 and k.split('/')[1] == base_currency
]
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
pairs = [s['symbol'] for s in sorted_tickers]
return pairs
def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
trade
:return: the list of pairs the user wants to trade without the one unavailable or
black_listed
"""
sanitized_whitelist = whitelist
markets = self.exchange.get_markets()
markets = [
m for m in markets if m['quote'] == self.config['stake_currency']
]
known_pairs = set()
for market in markets:
pair = market['symbol']
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in self.config['exchange'].get(
'pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not market['active']:
sanitized_whitelist.remove(pair)
logger.info(
'Ignoring %s from whitelist. Market is not active.', pair)
# We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list
def get_target_bid(self, 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']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def _get_trade_stake_amount(self) -> Optional[float]:
stake_amount = self.config['stake_amount']
avaliable_amount = self.exchange.get_balance(
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 = []
if 'cost' in market['limits'] and 'min' in market['limits']['cost']:
min_stake_amounts.append(market['limits']['cost']['min'])
if 'amount' in market['limits'] and 'min' in market['limits']['amount']:
min_stake_amounts.append(market['limits']['amount']['min'] * price)
if not min_stake_amounts:
return None
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
if self.analyze.get_stoploss() is not None:
amount_reserve_percent += self.analyze.get_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.analyze.get_ticker_interval()
stake_amount = self._get_trade_stake_amount()
if not stake_amount:
return False
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = self.exchange.name
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount)
whitelist = copy.deepcopy(self.config['exchange']['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')
# Pick pair based on buy signals
for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(self.exchange, _pair,
interval)
if buy and not sell:
pair = _pair
break
else:
return False
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
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
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount, stake_currency, fiat_currency)
# Create trade entity and return
self.rpc.send_msg(f"""*{exc_name}:* Buying [{pair_s}]({pair_url}) \
with limit `{buy_limit:.8f} ({stake_amount:.6f} \
{stake_currency}, {stake_amount_fiat:.3f} {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,
open_rate_requested=buy_limit,
open_date=datetime.utcnow(),
exchange=self.exchange.id,
open_order_id=order_id)
Trade.session.add(trade)
Trade.session.flush()
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 trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return self.handle_trade(trade)
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)
current_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.analyze.get_signal(
self.exchange, trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(),
buy, sell):
self.execute_sell(trade, current_rate)
return True
logger.info(
'Found no sell signals for whitelisted currencies. Trying again..')
return False
def check_handle_timedout(self, timeoutvalue: int) -> 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
"""
timeoutthreashold = arrow.utcnow().shift(
minutes=-timeoutvalue).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 requests.exceptions.RequestException:
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 int(order['remaining']) == 0:
continue
if order['side'] == 'buy' and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order['side'] == 'sell' and ordertime < timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
# 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(
f'*Timeout:* Unfilled buy order for {pair_s} cancelled')
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(
f'*Timeout:* Remaining buy order for {pair_s} cancelled')
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(
f'*Timeout:* Unfilled sell order for {pair_s} cancelled')
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) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:return: None
"""
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record
order_id = self.exchange.sell(str(trade.pair), limit,
trade.amount)['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = f"*{exc}:* Selling\n" \
f"*Current Pair:* [{pair}]({pair_url})\n" \
f"*Limit:* `{limit}`\n" \
f"*Amount:* `{round(trade.amount, 8)}`\n" \
f"*Open Rate:* `{trade.open_rate:.8f}`\n" \
f"*Current Rate:* `{current_rate:.8f}`\n" \
f"*Profit:* `{round(profit * 100, 2):.2f}%`" \
""
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
stake = self.config['stake_currency']
fiat = self.config['fiat_display_currency']
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade, stake, fiat)
message += f'` ({gain}: {fmt_exp_profit:.2f}%, {profit_trade:.8f} {stake}`' \
f'` / {profit_fiat:.3f} {fiat})`'\
''
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else:
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade)
# Send the message
self.rpc.send_msg(message)
Trade.session.flush()
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], db_url: Optional[str] = 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.
:param db_url: database connector string for sqlalchemy (Optional)
"""
logger.info(
'Starting freqtrade %s',
__version__,
)
# Init bot states
self.state = State.STOPPED
# Init objects
self.config = config
self.analyze = None
self.fiat_converter = None
self.rpc = None
self.persistence = None
self.exchange = None
self._init_modules(db_url=db_url)
def _init_modules(self, db_url: Optional[str] = None) -> None:
"""
Initializes all modules and updates the config
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc = RPCManager(self)
persistence.init(self.config, db_url)
exchange.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 clean(self) -> bool:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
self.rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
self.state = State.STOPPED
self.rpc.cleanup()
persistence.cleanup()
return True
def worker(self, old_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('*Status:* `{}`'.format(state.name.lower()))
logger.info('Changing state to: %s', state.name)
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)
nb_assets = self.config.get('dynamic_whitelist', None)
self._throttle(func=self._process,
min_secs=min_secs,
nb_assets=nb_assets)
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, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = self._refresh_whitelist(
self._gen_pair_whitelist(self.config['stake_currency'])
if nb_assets else self.config['exchange']['pair_whitelist'])
# Keep only the subsets of pairs wanted (up to nb_assets)
final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
self.config['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
# 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(self.config['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException,
json.JSONDecodeError) as error:
logger.warning('%s, retrying in 30 seconds...', error)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
self.rpc.send_msg(
'*Status:* OperationalException:\n```\n{traceback}```{hint}'.
format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'))
logger.exception('OperationalException. Stopping trader ...')
self.state = State.STOPPED
return state_changed
@cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self,
base_currency: str,
key: str = 'BaseVolume') -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'BaseVolume')
:return: List of pairs
"""
summaries = sorted((s for s in exchange.get_market_summaries()
if s['MarketName'].startswith(base_currency)),
key=lambda s: s.get(key) or 0.0,
reverse=True)
return [s['MarketName'].replace('-', '_') for s in summaries]
def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
"""
Check wallet health and remove pair from whitelist if necessary
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
trade
:return: the list of pairs the user wants to trade without the one unavailable or
black_listed
"""
sanitized_whitelist = whitelist
health = exchange.get_wallet_health()
known_pairs = set()
for status in health:
pair = '{}_{}'.format(self.config['stake_currency'],
status['Currency'])
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in self.config['exchange'].get(
'pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not status['IsActive']:
sanitized_whitelist.remove(pair)
logger.info('Ignoring %s from whitelist (reason: %s).', pair,
status.get('Notice') or 'wallet is not active')
# We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list
def get_target_bid(self, 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']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
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
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise
"""
stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval()
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(self.config['stake_currency']) < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(
self.config['stake_currency']))
# 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')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval)
if buy and not sell:
pair = _pair
break
else:
return False
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount, self.config['stake_currency'],
self.config['fiat_display_currency'])
# Create trade entity and return
self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` '
.format(exchange.get_name().upper(), pair.replace('_', '/'),
exchange.get_pair_detail_url(pair), buy_limit,
stake_amount, self.config['stake_currency'],
stake_amount_fiat, self.config['fiat_display_currency']))
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
trade = Trade(pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=exchange.get_fee(),
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id)
Trade.session.add(trade)
Trade.session.flush()
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
"""
# 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)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return self.handle_trade(trade)
return False
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(
'attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(
trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(),
buy, sell):
self.execute_sell(trade, current_rate)
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> 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
"""
timeoutthreashold = arrow.utcnow().shift(
minutes=-timeoutvalue).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
order = exchange.get_order(trade.open_order_id)
except requests.exceptions.RequestException:
logger.info('Cannot query order for %s due to %s', trade,
traceback.format_exc())
continue
ordertime = arrow.get(order['opened'])
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order[
'type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
# 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
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg(
'*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
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(
'*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
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
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
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(
'*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
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) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:return: None
"""
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
trade.open_order_id = order_id
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit = trade.calc_profit_percent(current_rate)
message = "*{exchange}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \
"".format(
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade, self.config['stake_currency'],
self.config['fiat_display_currency'])
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`' \
''.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=self.config['stake_currency'],
profit_fiat=profit_fiat,
fiat=self.config['fiat_display_currency'],
)
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else:
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade)
# Send the message
self.rpc.send_msg(message)
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))
# 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:
analyze = Analyze(_CONF)
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 = analyze.get_ticker_interval()
# Load pair tickers
tickers = {}
if args.live:
logger.info('Downloading pair.')
tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
else:
tickers = optimize.load_data(datadir=_CONF.get("datadir"),
pairs=[pair],
ticker_interval=tick_interval,
refresh_pairs=_CONF.get(
'refresh_pairs', False),
timerange=timerange)
# No ticker found, or impossible to download
if tickers == {}:
exit()
# Get trades already made from the DB
trades: List[Trade] = []
if args.db_url:
persistence.init(_CONF)
trades = Trade.query.filter(Trade.pair.is_(pair)).all()
dataframes = analyze.tickerdata_to_dataframe(tickers)
dataframe = dataframes[pair]
dataframe = analyze.populate_buy_trend(dataframe)
dataframe = analyze.populate_sell_trend(dataframe)
if len(dataframe.index) > 750:
logger.warning('Ticker contained more than 750 candles, clipping.')
fig = generate_graph(pair=pair,
trades=trades,
data=dataframe.tail(750),
args=args)
plot(fig, filename=os.path.join('user_data', 'freqtrade-plot.html'))