def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: dynamic_whitelist: True is a dynamic whitelist should be generated (optional)
:return: True if a trade has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
refresh_whitelist(
gen_pair_whitelist(_CONF['stake_currency']
) if dynamic_whitelist else None)
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
trade = create_trade(float(_CONF['stake_amount']))
if trade:
Trade.session.add(trade)
state_changed = True
else:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
except FreqtradeException as e:
logger.warning('Unable to create trade: %s', e)
for trade in trades:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got 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
state_changed = handle_trade(trade) or state_changed
Trade.session.flush()
except (requests.exceptions.RequestException,
json.JSONDecodeError) as error:
logger.warning('Got %s in _process(), retrying in 30 seconds...',
error)
time.sleep(30)
except RuntimeError:
rpc.send_msg(
'*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'))
logger.exception('Got RuntimeError. Stopping trader ...')
update_state(State.STOPPED)
return state_changed
def cleanup(*args, **kwargs) -> None:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
update_state(State.STOPPED)
persistence.cleanup()
rpc.cleanup()
exit(0)
def cleanup() -> None:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
update_state(State.STOPPED)
persistence.cleanup()
rpc.cleanup()
exit(0)
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 FreqtradeException(
'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 FreqtradeException('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 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
rpc.send_msg('*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
exchange.get_name().upper(), pair.replace('_', '/'),
exchange.get_pair_detail_url(pair), buy_limit))
# 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 execute_sell(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)
message = '*{exchange}:* Selling [{pair}]({pair_url}) with limit `{limit:.8f}`'.format(
exchange=trade.exchange,
pair=trade.pair.replace('_', '/'),
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit
)
# For regular case, when the configuration exists
if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF:
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
_CONF['stake_currency'],
_CONF['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=_CONF['stake_currency'],
profit_fiat=profit_fiat,
fiat=_CONF['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
rpc.send_msg(message)
Trade.session.flush()
def execute_sell(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(limit) * 100, 2)
rpc.send_msg(
'*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
trade.exchange, trade.pair.replace('_', '/'),
exchange.get_pair_detail_url(trade.pair), limit, fmt_exp_profit))
def execute_sell(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)
message = '*{exchange}:* Selling [{pair}]({pair_url}) with limit `{limit:.8f}`'.format(
exchange=trade.exchange,
pair=trade.pair.replace('_', '/'),
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit)
# For regular case, when the configuration exists
if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF:
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade, _CONF['stake_currency'],
_CONF['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=_CONF['stake_currency'],
profit_fiat=profit_fiat,
fiat=_CONF['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
rpc.send_msg(message)
Trade.session.flush()
def main():
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(sys.argv[1:])
if not args:
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info('Starting freqtrade %s (loglevel=%s)', __version__,
logging.getLevelName(args.loglevel))
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info(
'Using dynamically generated whitelist. (--dynamic-whitelist detected)'
)
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
dynamic_whitelist=args.dynamic_whitelist,
)
old_state = new_state
def test_send_msg_telegram_disabled(mocker):
mocker.patch('freqtrade.rpc.REGISTERED_MODULES', [])
telegram_mock = mocker.patch('freqtrade.rpc.telegram.send_msg', MagicMock())
send_msg('test')
assert telegram_mock.call_count == 0
def test_send_msg_telegram_disabled(mocker):
mocker.patch('freqtrade.rpc.REGISTERED_MODULES', [])
telegram_mock = mocker.patch('freqtrade.rpc.telegram.send_msg',
MagicMock())
send_msg('test')
assert telegram_mock.call_count == 0
def _process(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 a trade has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = refresh_whitelist(
gen_pair_whitelist(
_CONF['stake_currency']
) if nb_assets else _CONF['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
_CONF['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
for trade in trades:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got 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
state_changed = handle_trade(trade) or state_changed
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
logger.warning(
'Got %s in _process(), retrying in 30 seconds...',
error
)
time.sleep(30)
except OperationalException:
rpc.send_msg('*Status:* Got OperationalException:\n```\n{traceback}```{hint}'.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
))
logger.exception('Got OperationalException. Stopping trader ...')
update_state(State.STOPPED)
return state_changed
def main(sysargv=sys.argv[1:]) -> None:
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(sysargv,
'Simple High Frequency Trading Bot for crypto currencies')
# A subcommand has been issued
if hasattr(args, 'func'):
args.func(args)
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info(
'Starting freqtrade %s (loglevel=%s)',
__version__,
logging.getLevelName(args.loglevel)
)
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
# If the user ask for Dry run with a local DB instead of memory
if args.dry_run_db:
if _CONF.get('dry_run', False):
_CONF.update({'dry_run_db': True})
logger.info(
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
)
else:
logger.info('Dry run is disabled. (--dry_run_db ignored)')
try:
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
)
old_state = new_state
except KeyboardInterrupt:
logger.info('Got SIGINT, aborting ...')
except BaseException:
logger.exception('Got fatal exception!')
finally:
cleanup()
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 _process(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 a trade has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = refresh_whitelist(
gen_pair_whitelist(_CONF['stake_currency'])
if nb_assets else _CONF['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
_CONF['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
try:
# Create entity and execute trade
state_changed = create_trade(float(_CONF['stake_amount']))
if not state_changed:
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
for trade in trades:
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got 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
state_changed = handle_trade(trade) or state_changed
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException,
json.JSONDecodeError) as error:
logger.warning('Got %s in _process(), retrying in 30 seconds...',
error)
time.sleep(30)
except OperationalException:
rpc.send_msg(
'*Status:* Got OperationalException:\n```\n{traceback}```{hint}'.
format(traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'))
logger.exception('Got OperationalException. Stopping trader ...')
update_state(State.STOPPED)
return state_changed
def main(sysargv=sys.argv[1:]) -> None:
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(
sysargv, 'Simple High Frequency Trading Bot for crypto currencies')
# A subcommand has been issued
if hasattr(args, 'func'):
args.func(args)
exit(0)
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info('Starting freqtrade %s (loglevel=%s)', __version__,
logging.getLevelName(args.loglevel))
# Load and validate configuration
_CONF = load_config(args.config)
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info(
'Using dynamically generated whitelist. (--dynamic-whitelist detected)'
)
# If the user ask for Dry run with a local DB instead of memory
if args.dry_run_db:
if _CONF.get('dry_run', False):
_CONF.update({'dry_run_db': True})
logger.info(
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
)
else:
logger.info('Dry run is disabled. (--dry_run_db ignored)')
try:
init(_CONF)
old_state = None
while True:
new_state = get_state()
# Log state transition
if new_state != old_state:
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs',
10),
nb_assets=args.dynamic_whitelist,
)
old_state = new_state
except KeyboardInterrupt:
logger.info('Got SIGINT, aborting ...')
except BaseException:
logger.exception('Got fatal exception!')
finally:
cleanup()
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
