コード例 #1
0
def test_get_balance_prod(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.get_balance = MagicMock(return_value=123.4)
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 123.4
コード例 #2
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ファイル: test_exchange.py プロジェクト: enenn/freqtrade
def test_get_balance_prod(default_conf, mocker):
    api_mock = MagicMock()
    api_mock.get_balance = MagicMock(return_value=123.4)
    mocker.patch('freqtrade.exchange._API', api_mock)

    default_conf['dry_run'] = False
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 123.4
コード例 #3
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ファイル: main.py プロジェクト: joseba/rpi-freqtrade
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)
コード例 #4
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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)
コード例 #5
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ファイル: main.py プロジェクト: darwinli/hft_crypto
def execute_sell(trade: Trade, current_rate: float) -> None:
    """
    Executes a sell for the given trade and current rate
    :param trade: Trade instance
    :param current_rate: current rate
    :return: None
    """
    # Get available balance
    currency = trade.pair.split('_')[1]
    balance = exchange.get_balance(currency)
    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)
    telegram.send_msg(message)
コード例 #6
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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')
コード例 #7
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ファイル: freqtradebot.py プロジェクト: Hooker41/freqtrade
    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
コード例 #8
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def test_get_balance_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 999.9
コード例 #9
0
ファイル: main.py プロジェクト: enenn/freqtrade
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
コード例 #10
0
ファイル: test_exchange.py プロジェクト: enenn/freqtrade
def test_get_balance_dry_run(default_conf, mocker):
    default_conf['dry_run'] = True
    mocker.patch.dict('freqtrade.exchange._CONF', default_conf)

    assert get_balance(currency='BTC') == 999.9
コード例 #11
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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'
        )