def test_get_ticker(default_conf, mocker):
maybe_init_api(default_conf, mocker)
api_mock = MagicMock()
tick = {
"success": True,
'result': {
'Bid': 0.00001098,
'Ask': 0.00001099,
'Last': 0.0001
}
}
api_mock.get_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
# retrieve original ticker
ticker = get_ticker(pair='BTC_ETH')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# change the ticker
tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}}
api_mock.get_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = get_ticker(pair='BTC_ETH', refresh=False)
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# force ticker refresh
ticker = get_ticker(pair='BTC_ETH', refresh=True)
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
def test_get_ticker(mocker, ticker):
api_mock = MagicMock()
tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
api_mock.get_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
# retrieve original ticker
ticker = get_ticker(pair='BTC_ETH')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# change the ticker
tick = {"success": True, 'result': {"Bid": 0.5, "Ask": 1, "Last": 42}}
api_mock.get_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
# if not caching the result we should get the same ticker
ticker = get_ticker(pair='BTC_ETH', refresh=False)
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
# force ticker refresh
ticker = get_ticker(pair='BTC_ETH', refresh=True)
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
def _forcesell(bot: Bot, update: Update) -> None:
"""
Handler for /forcesell <id>.
Sells the given trade at current price
:param bot: telegram bot
:param update: message update
:return: None
"""
if get_state() != State.RUNNING:
send_msg('`trader is not running`', bot=bot)
return
trade_id = update.message.text.replace('/forcesell', '').strip()
if trade_id == 'all':
# Execute sell for all open orders
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
return
# Query for trade
trade = Trade.query.filter(
and_(Trade.id == trade_id, Trade.is_open.is_(True))).first()
if not trade:
send_msg('Invalid argument. See `/help` to view usage')
logger.warning('/forcesell: Invalid argument received')
return
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
def _status(bot: Bot, update: Update) -> None:
"""
Handler for /status.
Returns the current TradeThread status
:param bot: telegram bot
:param update: message update
:return: None
"""
# Check if additional parameters are passed
params = update.message.text.replace('/status', '').split(' ') \
if update.message.text else []
if 'table' in params:
_status_table(bot, update)
return
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active trade`', bot=bot)
else:
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = trade.calc_profit(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
""".format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='{} ({})'.format(
order['remaining'], order['type']
) if order else None,
)
send_msg(message, bot=bot)
def _status_table(bot: Bot, update: Update) -> None:
"""
Handler for /status table.
Returns the current TradeThread status in table format
:param bot: telegram bot
:param update: message update
:return: None
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active order`', bot=bot)
else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
trades_list.append([
trade.id, trade.pair,
shorten_date(
arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}'.format(100 * trade.calc_profit(current_rate))
])
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
message = tabulate(df_statuses, headers='keys', tablefmt='simple')
message = "<pre>{}</pre>".format(message)
send_msg(message, parse_mode=ParseMode.HTML)
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
logger.info(
'Found no sell signals for whitelisted currencies. Trying again..')
return False
def _profit(bot: Bot, update: Update) -> None:
"""
Handler for /profit.
Returns a cumulative profit statistics.
:param bot: telegram bot
:param update: message update
:return: None
"""
trades = Trade.query.order_by(Trade.id).all()
profit_amounts = []
profits = []
durations = []
for trade in trades:
if not trade.open_rate:
continue
if trade.close_date:
durations.append(
(trade.close_date - trade.open_date).total_seconds())
if trade.close_profit:
profit = trade.close_profit
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit(current_rate)
profit_amounts.append(profit * trade.stake_amount)
profits.append(profit)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(text('profit_sum DESC')) \
.first()
if not best_pair:
send_msg('*Status:* `no closed trade`', bot=bot)
return
bp_pair, bp_rate = best_pair
markdown_msg = """
*ROI:* `{profit_btc:.8f} ({profit:.2f}%)`
*Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
""".format(
profit_btc=round(sum(profit_amounts), 8),
profit=round(sum(profits) * 100, 2),
trade_count=len(trades),
first_trade_date=arrow.get(trades[0].open_date).humanize(),
latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
avg_duration=str(
timedelta(seconds=sum(durations) /
float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate * 100, 2),
)
send_msg(markdown_msg, bot=bot)
def handle_trade(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']
# Check if minimal roi has been reached
if min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...')
execute_sell(trade, current_rate)
return True
# Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'):
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0:
return False
logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL):
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
return True
return False
def _status(bot: Bot, update: Update) -> None:
"""
Handler for /status.
Returns the current TradeThread status
:param bot: telegram bot
:param update: message update
:return: None
"""
# Check if additional parameters are passed
params = update.message.text.replace('/status', '').split(' ') \
if update.message.text else []
if 'table' in params:
_status_table(bot, update)
return
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active trade`', bot=bot)
else:
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate:.8f}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
""".format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format(
order['type'], order['remaining']
) if order else None,
)
send_msg(message, bot=bot)
def _status_table(bot: Bot, update: Update) -> None:
"""
Handler for /status table.
Returns the current TradeThread status in table format
:param bot: telegram bot
:param update: message update
:return: None
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active order`', bot=bot)
else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
])
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
message = tabulate(df_statuses, headers='keys', tablefmt='simple')
message = "<pre>{}</pre>".format(message)
send_msg(message, parse_mode=ParseMode.HTML)
def handle_trade(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']
# Check if minimal roi has been reached
if min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...')
execute_sell(trade, current_rate)
return True
# Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'):
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0:
return False
logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL):
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
return True
return False
def rpc_status_table(self) -> Tuple[bool, Any]:
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`'
elif not trades:
return True, '*Status:* `no active order`'
else:
trades_list = []
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
trades_list.append([
trade.id, trade.pair,
shorten_date(
arrow.get(
trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 *
trade.calc_profit_percent(current_rate))
])
columns = ['ID', 'Pair', 'Since', 'Profit']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
# The style used throughout is to return a tuple
# consisting of (error_occured?, result)
# Another approach would be to just return the
# result, or raise error
return False, df_statuses
def _status(bot: Bot, update: Update) -> None:
"""
Handler for /status.
Returns the current TradeThread status
:param bot: telegram bot
:param update: message update
:return: None
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if get_state() != State.RUNNING:
send_msg('*Status:* `trader is not running`', bot=bot)
elif not trades:
send_msg('*Status:* `no active order`', bot=bot)
else:
for trade in trades:
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair)['bid']
current_profit = 100 * (
(current_rate - trade.open_rate) / trade.open_rate)
orders = exchange.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
order = orders[0] if orders else None
fmt_close_profit = '{:.2f}%'.format(round(
trade.close_profit, 2)) if trade.close_profit else None
message = """
*Trade ID:* `{trade_id}`
*Current Pair:* [{pair}]({market_url})
*Open Since:* `{date}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate}`
*Close Rate:* `{close_rate}`
*Current Rate:* `{current_rate}`
*Close Profit:* `{close_profit}`
*Current Profit:* `{current_profit:.2f}%`
*Open Order:* `{open_order}`
""".format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit, 2),
open_order='{} ({})'.format(order['remaining'], order['type'])
if order else None,
)
send_msg(message, bot=bot)
def create_trade(stake_amount: float) -> Optional[Trade]:
"""
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
"""
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={})'.format(
_CONF['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 ValueError('No pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
if get_buy_signal(_pair):
pair = _pair
break
else:
return None
# Calculate amount and subtract fee
fee = exchange.get_fee()
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = (1 - fee) * stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
exchange.get_name().upper(), pair.replace('_', '/'),
exchange.get_pair_detail_url(pair), buy_limit)
logger.info(message)
telegram.send_msg(message)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
return Trade(pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=fee * 2,
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id)
def create_trade(stake_amount: float) -> Optional[Trade]:
"""
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
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError(
'stake amount is not fulfilled (currency={}'.format(_CONF['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 ValueError('No pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
if get_buy_signal(_pair):
pair = _pair
break
else:
return None
open_rate = get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / open_rate
order_id = exchange.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.EXCHANGE.name.upper(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
telegram.send_msg(message)
return Trade(pair=pair,
stake_amount=stake_amount,
open_rate=open_rate,
open_date=datetime.utcnow(),
amount=amount,
exchange=exchange.EXCHANGE.name.upper(),
open_order_id=order_id,
is_open=True)
def rpc_trade_status(self) -> Tuple[bool, Any]:
"""
Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
a remotely exposed function
:return:
"""
# Fetch open trade
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if self.freqtrade.state != State.RUNNING:
return True, '*Status:* `trader is not running`'
elif not trades:
return True, '*Status:* `no active trade`'
else:
result = []
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit *
100, 2)) if trade.close_profit else None
message = "*Trade ID:* `{trade_id}`\n" \
"*Current Pair:* [{pair}]({market_url})\n" \
"*Open Since:* `{date}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Close Rate:* `{close_rate}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Close Profit:* `{close_profit}`\n" \
"*Current Profit:* `{current_profit:.2f}%`\n" \
"*Open Order:* `{open_order}`"\
.format(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
date=arrow.get(trade.open_date).humanize(),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
current_profit=round(current_profit * 100, 2),
open_order='({} rem={:.8f})'.format(
order['type'], order['remaining']
) if order else None,
)
result.append(message)
return False, result
def handle_trade(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']
if should_sell(trade, current_rate, datetime.utcnow()):
execute_sell(trade, current_rate)
return True
return False
def rpc_balance(self, fiat_display_currency: str) -> Tuple[bool, Any]:
"""
:return: current account balance per crypto
"""
balances = [
c for c in exchange.get_balances()
if c['Balance'] or c['Available'] or c['Pending']
]
if not balances:
return True, '`All balances are zero.`'
output = []
total = 0.0
for currency in balances:
coin = currency['Currency']
if coin == 'BTC':
currency["Rate"] = 1.0
else:
if coin == 'USDT':
currency["Rate"] = 1.0 / exchange.get_ticker(
'USDT_BTC', False)['bid']
else:
currency["Rate"] = exchange.get_ticker(
'BTC_' + coin, False)['bid']
currency['BTC'] = currency["Rate"] * currency["Balance"]
total = total + currency['BTC']
output.append({
'currency': currency['Currency'],
'available': currency['Available'],
'balance': currency['Balance'],
'pending': currency['Pending'],
'est_btc': currency['BTC']
})
fiat = self.freqtrade.fiat_converter
symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol)
return False, (output, total, symbol, value)
def handle_trade(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)
# first determine if buy order that is still open
if trade.open_order_id:
order_info = exchange.get_order(trade.open_order_id)
order_type = order_info['type']
if order_type == 'LIMIT_BUY':
max_open_time = 10
current_time = datetime.utcnow()
amount_minutes_open = (current_time -
trade.open_date).total_seconds() / 60.
if amount_minutes_open > max_open_time:
health = exchange.get_wallet_health()
if exchange.get_name() == 'HitBTC':
token = trade.pair
else:
token = get_quote_token(trade.pair)
token_healthy = False
for status in health:
if status['Currency'] == token:
token_healthy = status['IsActive']
if token_healthy:
logger.debug('Cancelling %s ...', trade)
exchange.cancel_order(trade.open_order_id)
# trade.is_open = 0
# trade.open_order_id = None
Trade.session.delete(trade)
else:
logger.debug(
'Cancelling could not execute due to wallet heath for %s ...',
trade)
return False
current_rate = exchange.get_ticker(trade.pair)['bid'] # ask?
if current_rate is None:
return False
if should_sell(trade, current_rate, datetime.utcnow()):
execute_sell(trade, current_rate)
return True
return False
def handle_trade(trade: Trade) -> None:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: None
"""
try:
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling open trade %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
if should_sell(trade, current_rate, datetime.utcnow()):
execute_sell(trade, current_rate)
return
except ValueError:
logger.exception('Unable to handle open order')
def _forcesell(bot: Bot, update: Update) -> None:
"""
Handler for /forcesell <id>.
Sells the given trade at current price
:param bot: telegram bot
:param update: message update
:return: None
"""
if get_state() != State.RUNNING:
send_msg('`trader is not running`', bot=bot)
return
try:
trade_id = int(update.message.text
.replace('/forcesell', '')
.strip())
# Query for trade
trade = Trade.query.filter(and_(
Trade.id == trade_id,
Trade.is_open.is_(True)
)).first()
if not trade:
send_msg('There is no open trade with ID: `{}`'.format(trade_id))
return
# Get current rate
current_rate = exchange.get_ticker(trade.pair)['bid']
# Get available balance
currency = trade.pair.split('_')[1]
balance = exchange.get_balance(currency)
# Execute sell
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange,
trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
send_msg(message)
except ValueError:
send_msg('Invalid argument. Usage: `/forcesell <trade_id>`')
logger.warning('/forcesell: Invalid argument received')
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
exchange.cancel_order(trade.open_order_id)
trade.close(order.get('rate') or trade.open_rate)
# TODO: sell amount which has been bought already
return
# Ignore trades with an attached LIMIT_SELL order
if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id)
# Cancel open LIMIT_BUY orders and close trade
if order and not order['closed'] and order['type'] == 'LIMIT_BUY':
exchange.cancel_order(trade.open_order_id)
trade.close(order.get('rate') or trade.open_rate)
# TODO: sell amount which has been bought already
return
# Ignore trades with an attached LIMIT_SELL order
if order and not order['closed'] and order['type'] == 'LIMIT_SELL':
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
from freqtrade.main import execute_sell
execute_sell(trade, current_rate)
from freqtrade import exchange
from freqtrade.analyze import analyze_ticker
# ensure directory exists
base_path = os.path.join(os.path.expanduser('~'), 'freqtrade')
# get configuration
with open(os.path.join(base_path, 'config.json')) as file:
_CONF = json.load(file)
# initialize the exchange
exchange.init(_CONF)
# get ticker
data = exchange.get_ticker(pair='ETH_BTC')
print(data)
# get ticker history
df = exchange.get_ticker_history(pair='ETH_BTC', tick_interval=1)
print(pd.DataFrame(df))
# get markets
data = exchange.get_markets()
print(data)
# get name
print(exchange.get_name())
print(exchange.get_sleep_time())
def rpc_trade_statistics(self, stake_currency: str,
fiat_display_currency: str) -> Tuple[bool, Any]:
"""
:return: cumulative profit statistics.
"""
trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append(
(trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(
trade.calc_profit(
rate=Decimal(trade.close_rate or current_rate)))
profit_all_percent.append(profit_percent)
best_pair = Trade.session.query(
Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
).filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(sql.text('profit_sum DESC')).first()
if not best_pair:
return True, '*Status:* `no closed trade`'
bp_pair, bp_rate = best_pair
# FIX: we want to keep fiatconverter in a state/environment,
# doing this will utilize its caching functionallity, instead we reinitialize it here
fiat = self.freqtrade.fiat_converter
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
profit_closed_fiat = fiat.convert_amount(profit_closed_coin,
stake_currency,
fiat_display_currency)
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
profit_all_fiat = fiat.convert_amount(profit_all_coin, stake_currency,
fiat_display_currency)
num = float(len(durations) or 1)
return (False, {
'profit_closed_coin':
profit_closed_coin,
'profit_closed_percent':
profit_closed_percent,
'profit_closed_fiat':
profit_closed_fiat,
'profit_all_coin':
profit_all_coin,
'profit_all_percent':
profit_all_percent,
'profit_all_fiat':
profit_all_fiat,
'trade_count':
len(trades),
'first_trade_date':
arrow.get(trades[0].open_date).humanize(),
'latest_trade_date':
arrow.get(trades[-1].open_date).humanize(),
'avg_duration':
str(timedelta(seconds=sum(durations) / num)).split('.')[0],
'best_pair':
bp_pair,
'best_rate':
round(bp_rate * 100, 2)
})
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 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 _profit(bot: Bot, update: Update) -> None:
"""
Handler for /profit.
Returns a cumulative profit statistics.
:param bot: telegram bot
:param update: message update
:return: None
"""
trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append((trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
profit_all_percent.append(profit_percent)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(text('profit_sum DESC')) \
.first()
if not best_pair:
send_msg('*Status:* `no closed trade`', bot=bot)
return
bp_pair, bp_rate = best_pair
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
profit_closed_fiat = _FIAT_CONVERT.convert_amount(
profit_closed_coin,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
profit_all_fiat = _FIAT_CONVERT.convert_amount(
profit_all_coin,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
# Message to display
markdown_msg = """
*ROI:* Close trades
∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`
∙ `{profit_closed_fiat:.3f} {fiat}`
*ROI:* All trades
∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`
∙ `{profit_all_fiat:.3f} {fiat}`
*Total Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
""".format(
coin=_CONF['stake_currency'],
fiat=_CONF['fiat_display_currency'],
profit_closed_coin=profit_closed_coin,
profit_closed_percent=profit_closed_percent,
profit_closed_fiat=profit_closed_fiat,
profit_all_coin=profit_all_coin,
profit_all_percent=profit_all_percent,
profit_all_fiat=profit_all_fiat,
trade_count=len(trades),
first_trade_date=arrow.get(trades[0].open_date).humanize(),
latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
avg_duration=str(timedelta(seconds=sum(durations) / float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate * 100, 2),
)
send_msg(markdown_msg, bot=bot)
def create_trade(stake_amount: float) -> Optional[Trade]:
"""
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
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={})'.format(
_CONF['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 ValueError('No pair in whitelist')
# Pick pair based on StochRSI buy signals
if analyzer.name == 'danml':
for _pair in whitelist:
if get_buy_signal(_pair, exchange.get_name(), analyzer):
pair = _pair
break
else:
return None
elif analyzer.name == 'cryptoml':
update = False
if datetime.utcnow().minute % 5 == 0:
update = True
pair = analyzer.get_buy_signal(whitelist,
update=update,
threshold=0.01,
repeats=3)
if pair is None:
return None
# Calculate amount and subtract fee
fee = exchange.get_fee()
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = (1 - fee) * stake_amount / buy_limit
health = exchange.get_wallet_health()
if exchange.get_name() == 'HitBTC':
token = pair
else:
token = get_quote_token(pair)
token_healthy = False
for status in health:
if status['Currency'] == token:
token_healthy = status['IsActive']
if token_healthy:
order_id = exchange.buy(pair, buy_limit, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
exchange.get_name().upper(), pair.replace('_', '/'),
exchange.get_pair_detail_url(pair), buy_limit)
logger.info(message)
telegram.send_msg(message)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
return Trade(
pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=fee * 2.,
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id,
# open_order_type='buy'
)
def create_trade(stake_amount: float) -> 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
:return: True if a trade object has been created and persisted, False otherwise
"""
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount
)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(_CONF['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 pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
if get_signal(_pair, SignalType.BUY):
pair = _pair
break
else:
return False
# Calculate amount
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
fiat_converter = CryptoToFiatConverter()
stake_amount_fiat = fiat_converter.convert_amount(
stake_amount,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
# Create trade entity and return
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, _CONF['stake_currency'],
stake_amount_fiat, _CONF['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 _profit(bot: Bot, update: Update) -> None:
"""
Handler for /profit.
Returns a cumulative profit statistics.
:param bot: telegram bot
:param update: message update
:return: None
"""
trades = Trade.query.order_by(Trade.id).all()
profit_all_coin = []
profit_all_percent = []
profit_closed_coin = []
profit_closed_percent = []
durations = []
for trade in trades:
current_rate = None
if not trade.open_rate:
continue
if trade.close_date:
durations.append(
(trade.close_date - trade.open_date).total_seconds())
if not trade.is_open:
profit_percent = trade.calc_profit_percent()
profit_closed_coin.append(trade.calc_profit())
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(
trade.calc_profit(rate=Decimal(trade.close_rate or current_rate)))
profit_all_percent.append(profit_percent)
best_pair = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
.filter(Trade.is_open.is_(False)) \
.group_by(Trade.pair) \
.order_by(text('profit_sum DESC')) \
.first()
if not best_pair:
send_msg('*Status:* `no closed trade`', bot=bot)
return
bp_pair, bp_rate = best_pair
# Prepare data to display
profit_closed_coin = round(sum(profit_closed_coin), 8)
profit_closed_percent = round(sum(profit_closed_percent) * 100, 2)
profit_closed_fiat = _FIAT_CONVERT.convert_amount(
profit_closed_coin, _CONF['stake_currency'],
_CONF['fiat_display_currency'])
profit_all_coin = round(sum(profit_all_coin), 8)
profit_all_percent = round(sum(profit_all_percent) * 100, 2)
profit_all_fiat = _FIAT_CONVERT.convert_amount(
profit_all_coin, _CONF['stake_currency'],
_CONF['fiat_display_currency'])
# Message to display
markdown_msg = """
*ROI:* Close trades
∙ `{profit_closed_coin:.8f} {coin} ({profit_closed_percent:.2f}%)`
∙ `{profit_closed_fiat:.3f} {fiat}`
*ROI:* All trades
∙ `{profit_all_coin:.8f} {coin} ({profit_all_percent:.2f}%)`
∙ `{profit_all_fiat:.3f} {fiat}`
*Total Trade Count:* `{trade_count}`
*First Trade opened:* `{first_trade_date}`
*Latest Trade opened:* `{latest_trade_date}`
*Avg. Duration:* `{avg_duration}`
*Best Performing:* `{best_pair}: {best_rate:.2f}%`
""".format(
coin=_CONF['stake_currency'],
fiat=_CONF['fiat_display_currency'],
profit_closed_coin=profit_closed_coin,
profit_closed_percent=profit_closed_percent,
profit_closed_fiat=profit_closed_fiat,
profit_all_coin=profit_all_coin,
profit_all_percent=profit_all_percent,
profit_all_fiat=profit_all_fiat,
trade_count=len(trades),
first_trade_date=arrow.get(trades[0].open_date).humanize(),
latest_trade_date=arrow.get(trades[-1].open_date).humanize(),
avg_duration=str(
timedelta(seconds=sum(durations) /
float(len(durations)))).split('.')[0],
best_pair=bp_pair,
best_rate=round(bp_rate * 100, 2),
)
send_msg(markdown_msg, bot=bot)
