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https://github.com/freqtrade/freqtrade.git
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Merge pull request #2729 from hroff-1902/minor-freqtrade-3
Cosmetics in freqtradebot
This commit is contained in:
Matthias
GitHub
commit
cac0e37b06
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@ -27,6 +27,7 @@ from freqtrade.state import State
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from freqtrade.strategy.interface import IStrategy, SellType
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from freqtrade.wallets import Wallets
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logger = logging.getLogger(__name__)
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@ -181,6 +182,43 @@ class FreqtradeBot:
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open_trades = len(Trade.get_open_trades())
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return max(0, self.config['max_open_trades'] - open_trades)
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#
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# BUY / enter positions / open trades logic and methods
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#
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def enter_positions(self) -> int:
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"""
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Tries to execute buy orders for new trades (positions)
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"""
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trades_created = 0
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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else:
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# Remove pairs for currently opened trades from the whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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else:
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# Create entity and execute trade for each pair from whitelist
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for pair in whitelist:
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try:
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trades_created += self.create_trade(pair)
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except DependencyException as exception:
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logger.warning('Unable to create trade for %s: %s', pair, exception)
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if not trades_created:
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logger.debug("Found no buy signals for whitelisted currencies. "
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"Trying again...")
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return trades_created
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def get_target_bid(self, pair: str, tick: Dict = None) -> float:
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"""
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Calculates bid target between current ask price and last price
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@ -369,7 +407,7 @@ class FreqtradeBot:
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if price:
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buy_limit_requested = price
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else:
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# Calculate amount
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# Calculate price
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buy_limit_requested = self.get_target_bid(pair)
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min_stake_amount = self._get_min_pair_stake_amount(pair, buy_limit_requested)
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@ -460,38 +498,9 @@ class FreqtradeBot:
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return True
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def enter_positions(self) -> int:
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"""
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Tries to execute buy orders for new trades (positions)
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"""
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trades_created = 0
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whitelist = copy.deepcopy(self.active_pair_whitelist)
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if not whitelist:
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logger.info("Active pair whitelist is empty.")
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else:
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# Remove pairs for currently opened trades from the whitelist
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for trade in Trade.get_open_trades():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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logger.info("No currency pair in active pair whitelist, "
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"but checking to sell open trades.")
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else:
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# Create entity and execute trade for each pair from whitelist
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for pair in whitelist:
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try:
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trades_created += self.create_trade(pair)
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except DependencyException as exception:
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logger.warning('Unable to create trade for %s: %s', pair, exception)
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if not trades_created:
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logger.debug("Found no buy signals for whitelisted currencies. "
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"Trying again...")
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return trades_created
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#
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# SELL / exit positions / close trades logic and methods
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#
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def exit_positions(self, trades: List[Any]) -> int:
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"""
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@ -519,87 +528,6 @@ class FreqtradeBot:
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return trades_closed
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def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
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"""
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Get real amount for the trade
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Necessary for exchanges which charge fees in base currency (e.g. binance)
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"""
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if order_amount is None:
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order_amount = order['amount']
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# Only run for closed orders
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if trade.fee_open == 0 or order['status'] == 'open':
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return order_amount
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# use fee from order-dict if possible
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if ('fee' in order and order['fee'] is not None and
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(order['fee'].keys() >= {'currency', 'cost'})):
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if (order['fee']['currency'] is not None and
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order['fee']['cost'] is not None and
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trade.pair.startswith(order['fee']['currency'])):
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new_amount = order_amount - order['fee']['cost']
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logger.info("Applying fee on amount for %s (from %s to %s) from Order",
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trade, order['amount'], new_amount)
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return new_amount
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# Fallback to Trades
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trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
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trade.open_date)
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if len(trades) == 0:
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logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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return order_amount
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amount = 0
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fee_abs = 0
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for exectrade in trades:
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amount += exectrade['amount']
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if ("fee" in exectrade and exectrade['fee'] is not None and
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(exectrade['fee'].keys() >= {'currency', 'cost'})):
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# only applies if fee is in quote currency!
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if (exectrade['fee']['currency'] is not None and
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exectrade['fee']['cost'] is not None and
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trade.pair.startswith(exectrade['fee']['currency'])):
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fee_abs += exectrade['fee']['cost']
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if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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logger.warning(f"Amount {amount} does not match amount {trade.amount}")
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raise DependencyException("Half bought? Amounts don't match")
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real_amount = amount - fee_abs
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if fee_abs != 0:
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logger.info(f"Applying fee on amount for {trade} "
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f"(from {order_amount} to {real_amount}) from Trades")
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return real_amount
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def update_trade_state(self, trade, action_order: dict = None):
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"""
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Checks trades with open orders and updates the amount if necessary
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"""
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Found open order for %s', trade)
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try:
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order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
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except InvalidOrderException as exception:
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logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
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return
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
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order['amount'] = new_amount
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# Fee was applied, so set to 0
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trade.fee_open = 0
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trade.recalc_open_trade_price()
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except DependencyException as exception:
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logger.warning("Could not update trade amount: %s", exception)
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trade.update(order)
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# Updating wallets when order is closed
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if not trade.is_open:
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self.wallets.update()
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def get_sell_rate(self, pair: str, refresh: bool) -> float:
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"""
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Get sell rate - either using get-ticker bid or first bid based on orderbook
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@ -1038,3 +966,88 @@ class FreqtradeBot:
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# Send the message
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self.rpc.send_msg(msg)
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#
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# Common update trade state methods
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#
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def update_trade_state(self, trade, action_order: dict = None):
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"""
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Checks trades with open orders and updates the amount if necessary
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"""
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Found open order for %s', trade)
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try:
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order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
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except InvalidOrderException as exception:
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logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
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return
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# Try update amount (binance-fix)
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try:
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new_amount = self.get_real_amount(trade, order)
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if not isclose(order['amount'], new_amount, abs_tol=constants.MATH_CLOSE_PREC):
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order['amount'] = new_amount
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# Fee was applied, so set to 0
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trade.fee_open = 0
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trade.recalc_open_trade_price()
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except DependencyException as exception:
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logger.warning("Could not update trade amount: %s", exception)
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trade.update(order)
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# Updating wallets when order is closed
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if not trade.is_open:
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self.wallets.update()
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def get_real_amount(self, trade: Trade, order: Dict, order_amount: float = None) -> float:
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"""
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Get real amount for the trade
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Necessary for exchanges which charge fees in base currency (e.g. binance)
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"""
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if order_amount is None:
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order_amount = order['amount']
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# Only run for closed orders
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if trade.fee_open == 0 or order['status'] == 'open':
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return order_amount
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# use fee from order-dict if possible
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if ('fee' in order and order['fee'] is not None and
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(order['fee'].keys() >= {'currency', 'cost'})):
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if (order['fee']['currency'] is not None and
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order['fee']['cost'] is not None and
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trade.pair.startswith(order['fee']['currency'])):
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new_amount = order_amount - order['fee']['cost']
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logger.info("Applying fee on amount for %s (from %s to %s) from Order",
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trade, order['amount'], new_amount)
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return new_amount
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# Fallback to Trades
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trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
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trade.open_date)
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if len(trades) == 0:
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logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
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return order_amount
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amount = 0
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fee_abs = 0
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for exectrade in trades:
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amount += exectrade['amount']
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if ("fee" in exectrade and exectrade['fee'] is not None and
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(exectrade['fee'].keys() >= {'currency', 'cost'})):
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# only applies if fee is in quote currency!
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if (exectrade['fee']['currency'] is not None and
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exectrade['fee']['cost'] is not None and
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trade.pair.startswith(exectrade['fee']['currency'])):
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fee_abs += exectrade['fee']['cost']
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if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
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logger.warning(f"Amount {amount} does not match amount {trade.amount}")
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raise DependencyException("Half bought? Amounts don't match")
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real_amount = amount - fee_abs
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if fee_abs != 0:
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logger.info(f"Applying fee on amount for {trade} "
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f"(from {order_amount} to {real_amount}) from Trades")
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return real_amount
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