def create_trade(stake_amount: float, exchange: Exchange) -> 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
:param exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: %f ...', stake_amount)
whitelist = CONFIG[exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance(CONFIG['stake_currency']) < stake_amount:
raise ValueError('stake amount is not fulfilled (currency={}'.format(CONFIG['stake_currency']))
# Remove currently opened and latest pairs from whitelist
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
if latest_trade:
trades.append(latest_trade)
for trade in trades:
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 p in whitelist:
if get_buy_signal(p):
pair = p
break
else:
return None
open_rate = api_wrapper.get_ticker(pair)['ask']
amount = stake_amount / open_rate
exchange = exchange
order_id = api_wrapper.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.name,
pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
TelegramHandler.send_msg(message)
return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
amount=amount,
exchange=exchange,
open_order_id=order_id)
def execute_sell(trade: Trade, current_rate: float) -> None:
# Get available balance
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name,
trade.pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(trade.pair),
trade.close_rate,
round(profit, 2)
)
logger.info(message)
TelegramHandler.send_msg(message)
def handle_trade(trade):
"""
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)
# Get current rate
current_rate = api_wrapper.get_ticker(trade.pair)['bid']
current_profit = 100 * (
(current_rate - trade.open_rate) / trade.open_rate)
# Get available balance
currency = trade.pair.split('_')[1]
balance = api_wrapper.get_balance(currency)
for duration, threshold in sorted(CONFIG['minimal_roi'].items()):
duration, threshold = float(duration), float(threshold)
# Check if time matches and current rate is above threshold
time_diff = (datetime.utcnow() -
trade.open_date).total_seconds() / 60
if time_diff > duration and current_rate > (
1 + threshold) * trade.open_rate:
# Execute sell
profit = trade.exec_sell_order(current_rate, balance)
message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
trade.exchange.name, trade.pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(trade.pair),
trade.close_rate, round(profit, 2))
logger.info(message)
TelegramHandler.send_msg(message)
return
else:
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)',
current_profit)
except ValueError:
logger.exception('Unable to handle open order')
def run(self):
"""
Threaded main function
:return: None
"""
try:
TelegramHandler.send_msg('*Status:* `trader started`')
logger.info('Trader started')
while not _should_stop:
try:
self._process()
except (ConnectionError, JSONDecodeError, ValueError) as error:
msg = 'Got {} during _process()'.format(
error.__class__.__name__)
logger.exception(msg)
finally:
Session.flush()
time.sleep(25)
except (RuntimeError, JSONDecodeError) as e:
TelegramHandler.send_msg(
'*Status:* Got RuntimeError: ```\n{}\n```'.format(
traceback.format_exc()))
logger.exception('RuntimeError. Stopping trader ...')
finally:
TelegramHandler.send_msg('*Status:* `Trader has stopped`')
else:
return None
open_rate = api_wrapper.get_ticker(pair)['ask']
amount = stake_amount / open_rate
exchange = exchange
order_id = api_wrapper.buy(pair, open_rate, amount)
# Create trade entity and return
message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
exchange.name,
pair.replace('_', '/'),
api_wrapper.get_pair_detail_url(pair),
open_rate
)
logger.info(message)
TelegramHandler.send_msg(message)
return Trade(pair=pair,
btc_amount=stake_amount,
open_rate=open_rate,
amount=amount,
exchange=exchange,
open_order_id=order_id)
if __name__ == '__main__':
logger.info('Starting freqtrade %s', __version__)
TelegramHandler.listen()
while True:
time.sleep(0.5)