freqtrade_origin/main.py

#!/usr/bin/env python
import logging
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
from persistence import Trade, Session
from exchange import get_exchange_api
from rpc.telegram import TelegramHandler
from utils import get_conf

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

__author__ = "gcarq"
__copyright__ = "gcarq 2017"
__license__ = "GPLv3"
__version__ = "0.8.0"


CONFIG = get_conf()
api_wrapper = get_exchange_api(CONFIG)


class TradeThread(threading.Thread):
    def __init__(self):
        super().__init__()
        self._should_stop = False

    def stop(self):
        """ stops the trader thread """
        self._should_stop = True

    def run(self):
        """
        Threaded main function
        :return: None
        """
        try:
            TelegramHandler.send_msg('*Status:* `trader started`')
            logger.info('Trader started')
            while not self._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`')

    @staticmethod
    def _process():
        """
        Queries the persistence layer for open trades and handles them,
        otherwise a new trade is created.
        :return: None
        """
        # Query trades from persistence layer
        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
        if len(trades) < CONFIG['max_open_trades']:
            # Create entity and execute trade
            try:
                Session.add(create_trade(float(CONFIG['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 %s as closed ...', trade)
                continue

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

# Initial stopped TradeThread instance
_instance = TradeThread()

@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
    if recreate and not _instance.is_alive():
        logger.debug('Creating TradeThread instance')
        _should_stop = False
        _instance = TradeThread()
    return _instance


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
        Session.flush()
        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 %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 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: %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:
        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('_', '/'),
        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)