freqtrade_origin/main.py

#!/usr/bin/env python

import logging
import random
import threading
import time
import traceback
from datetime import datetime
from json import JSONDecodeError
from requests import ConnectionError

from wrapt import synchronized

from analyze import get_buy_signal

logging.basicConfig(level=logging.DEBUG,
                    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger(__name__)

from persistence import Trade, Session
from exchange import get_exchange_api
from rpc.telegram import TelegramHandler
from utils import get_conf


__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "GPLv3"
__version__ = "0.7.0"


conf = get_conf()
api_wrapper = get_exchange_api(conf)


@synchronized
def get_instance(recreate=False):
    """
    Get the current instance of this thread. This is a singleton.
    :param recreate: Must be True if you want to start the instance
    :return: TradeThread instance
    """
    global _instance, _should_stop
    if recreate and not _instance.is_alive():
        logger.debug('Creating TradeThread instance')
        _should_stop = False
        _instance = TradeThread()
    return _instance


def stop_instance():
    global _should_stop
    _should_stop = True


class TradeThread(threading.Thread):
    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 e:
                    msg = 'Got {} during _process()'.format(e.__class__.__name__)
                    logger.exception(msg)
                finally:
                    Session.flush()
                    time.sleep(25)
        except RuntimeError:
            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`')

    @staticmethod
    def _process():
        """
        Queries the persistence layer for new trades and handles them
        :return: None
        """
        # Query trades from persistence layer
        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
        if len(trades) < conf['max_open_trades']:
            # Create entity and execute trade
            try:
                Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
            except ValueError:
                logger.exception('ValueError during trade creation')
        for trade in trades:
            # Check if there is already an open order for this trade
            orders = api_wrapper.get_open_orders(trade.pair)
            orders = [o for o in orders if o['id'] == trade.open_order_id]
            if orders:
                msg = 'There exists an open order for {}: Order(total={}, remaining={}, type={}, id={})' \
                    .format(
                        trade,
                        round(orders[0]['amount'], 8),
                        round(orders[0]['remaining'], 8),
                        orders[0]['type'],
                        orders[0]['id'])
                logger.info(msg)
                continue

            # Update state
            trade.open_order_id = None
            # Check if this trade can be marked as closed
            if close_trade_if_fulfilled(trade):
                logger.info('No open orders found and trade is fulfilled. Marking {} as closed ...'.format(trade))
                continue

            # Check if we can sell our current pair
            handle_trade(trade)

# Initial stopped TradeThread instance
_instance = TradeThread()
_should_stop = False


def close_trade_if_fulfilled(trade):
    """
    Checks if the trade is closable, and if so it is being closed.
    :param trade: Trade
    :return: True if trade has been closed else False
    """
    # If we don't have an open order and the close rate is already set,
    # we can close this trade.
    if trade.close_profit and trade.close_date and trade.close_rate and not trade.open_order_id:
        trade.is_open = False
        return True
    return False


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 {} ...'.format(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(conf['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 and update trade record
                order_id = api_wrapper.sell(trade.pair, current_rate, balance)
                trade.close_rate = current_rate
                trade.close_profit = current_profit
                trade.close_date = datetime.utcnow()
                trade.open_order_id = order_id

                message = '*{}:* Selling {} at rate `{:f} (profit: {}%)`'.format(
                    trade.exchange.name,
                    trade.pair.replace('_', '/'),
                    trade.close_rate,
                    round(current_profit, 2)
                )
                logger.info(message)
                TelegramHandler.send_msg(message)
                return
        else:
            logger.debug('Threshold not reached. (cur_profit: {}%)'.format(round(current_profit, 2)))
    except ValueError:
        logger.exception('Unable to handle open order')


def create_trade(stake_amount: float, exchange):
    """
    Creates a new trade record with a random pair
    :param stake_amount: amount of btc to spend
    :param exchange: exchange to use
    """
    logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
    whitelist = conf[exchange.name.lower()]['pair_whitelist']
    # Check if btc_amount is fulfilled
    if api_wrapper.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
    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 {} in pair whitelist'.format(trade.pair))
    if not whitelist:
        raise ValueError('No pair in whitelist')

    ## Pick random pair and execute trade
    #idx = random.randint(0, len(whitelist) - 1)
    #pair = whitelist[idx]
    # Pick pair based on StochRSI buy signals
    for p in whitelist:
        if get_buy_signal(p):
            pair = p
            break
    else:
        raise ValueError('No buy signal from pairs: {}'.format(','.join(whitelist)))

    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('_', '/'), 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 {}'.format(__version__))
    TelegramHandler.listen()
    while True:
        time.sleep(0.5)