# pragma pylint: disable=W0603 """ Wallet """ import logging from copy import deepcopy from datetime import datetime, timedelta from typing import Dict, NamedTuple, Optional from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config, IntOrInf from freqtrade.enums import RunMode, TradingMode from freqtrade.exceptions import DependencyException from freqtrade.exchange import Exchange from freqtrade.misc import safe_value_fallback from freqtrade.persistence import LocalTrade, Trade from freqtrade.util.datetime_helpers import dt_now logger = logging.getLogger(__name__) # wallet data structure class Wallet(NamedTuple): currency: str free: float = 0 used: float = 0 total: float = 0 class PositionWallet(NamedTuple): symbol: str position: float = 0 leverage: float = 0 collateral: float = 0 side: str = 'long' class Wallets: def __init__(self, config: Config, exchange: Exchange, is_backtest: bool = False) -> None: self._config = config self._is_backtest = is_backtest self._exchange = exchange self._wallets: Dict[str, Wallet] = {} self._positions: Dict[str, PositionWallet] = {} self.start_cap = config['dry_run_wallet'] self._last_wallet_refresh: Optional[datetime] = None self.update() def get_free(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.free: return balance.free else: return 0 def get_used(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.used: return balance.used else: return 0 def get_total(self, currency: str) -> float: balance = self._wallets.get(currency) if balance and balance.total: return balance.total else: return 0 def _update_dry(self) -> None: """ Update from database in dry-run mode - Apply apply profits of closed trades on top of stake amount - Subtract currently tied up stake_amount in open trades - update balances for currencies currently in trades """ # Recreate _wallets to reset closed trade balances _wallets = {} _positions = {} open_trades = Trade.get_trades_proxy(is_open=True) if not self._is_backtest: # Live / Dry-run mode tot_profit = Trade.get_total_closed_profit() else: # Backtest mode tot_profit = LocalTrade.total_profit tot_profit += sum(trade.realized_profit for trade in open_trades) tot_in_trades = sum(trade.stake_amount for trade in open_trades) used_stake = 0.0 if self._config.get('trading_mode', 'spot') != TradingMode.FUTURES: current_stake = self.start_cap + tot_profit - tot_in_trades total_stake = current_stake for trade in open_trades: curr = self._exchange.get_pair_base_currency(trade.pair) _wallets[curr] = Wallet( curr, trade.amount, 0, trade.amount ) else: tot_in_trades = 0 for position in open_trades: # size = self._exchange._contracts_to_amount(position.pair, position['contracts']) size = position.amount collateral = position.stake_amount leverage = position.leverage tot_in_trades += collateral _positions[position.pair] = PositionWallet( position.pair, position=size, leverage=leverage, collateral=collateral, side=position.trade_direction ) current_stake = self.start_cap + tot_profit - tot_in_trades used_stake = tot_in_trades total_stake = current_stake + tot_in_trades _wallets[self._config['stake_currency']] = Wallet( currency=self._config['stake_currency'], free=current_stake, used=used_stake, total=total_stake ) self._wallets = _wallets self._positions = _positions def _update_live(self) -> None: balances = self._exchange.get_balances() for currency in balances: if isinstance(balances[currency], dict): self._wallets[currency] = Wallet( currency, balances[currency].get('free'), balances[currency].get('used'), balances[currency].get('total') ) # Remove currencies no longer in get_balances output for currency in deepcopy(self._wallets): if currency not in balances: del self._wallets[currency] positions = self._exchange.fetch_positions() self._positions = {} for position in positions: symbol = position['symbol'] if position['side'] is None or position['collateral'] == 0.0: # Position is not open ... continue size = self._exchange._contracts_to_amount(symbol, position['contracts']) collateral = safe_value_fallback(position, 'collateral', 'initialMargin', 0.0) leverage = position['leverage'] self._positions[symbol] = PositionWallet( symbol, position=size, leverage=leverage, collateral=collateral, side=position['side'] ) def update(self, require_update: bool = True) -> None: """ Updates wallets from the configured version. By default, updates from the exchange. Update-skipping should only be used for user-invoked /balance calls, since for trading operations, the latest balance is needed. :param require_update: Allow skipping an update if balances were recently refreshed """ now = dt_now() if ( require_update or self._last_wallet_refresh is None or (self._last_wallet_refresh + timedelta(seconds=3600) < now) ): if (not self._config['dry_run'] or self._config.get('runmode') == RunMode.LIVE): self._update_live() else: self._update_dry() if not self._is_backtest: logger.info('Wallets synced.') self._last_wallet_refresh = dt_now() def get_all_balances(self) -> Dict[str, Wallet]: return self._wallets def get_all_positions(self) -> Dict[str, PositionWallet]: return self._positions def _check_exit_amount(self, trade: Trade) -> bool: if trade.trading_mode != TradingMode.FUTURES: # Slightly higher offset than in safe_exit_amount. wallet_amount: float = self.get_total(trade.safe_base_currency) * (2 - 0.981) else: # wallet_amount: float = self.wallets.get_free(trade.safe_base_currency) position = self._positions.get(trade.pair) if position is None: # We don't own anything :O return False wallet_amount = position.position if wallet_amount >= trade.amount: return True return False def check_exit_amount(self, trade: Trade) -> bool: """ Checks if the exit amount is available in the wallet. :param trade: Trade to check :return: True if the exit amount is available, False otherwise """ if not self._check_exit_amount(trade): # Update wallets just to make sure self.update() return self._check_exit_amount(trade) return True def get_starting_balance(self) -> float: """ Retrieves starting balance - based on either available capital, or by using current balance subtracting """ if "available_capital" in self._config: return self._config['available_capital'] else: tot_profit = Trade.get_total_closed_profit() open_stakes = Trade.total_open_trades_stakes() available_balance = self.get_free(self._config['stake_currency']) return available_balance - tot_profit + open_stakes def get_total_stake_amount(self): """ Return the total currently available balance in stake currency, including tied up stake and respecting tradable_balance_ratio. Calculated as ( + free amount) * tradable_balance_ratio """ val_tied_up = Trade.total_open_trades_stakes() if "available_capital" in self._config: starting_balance = self._config['available_capital'] tot_profit = Trade.get_total_closed_profit() available_amount = starting_balance + tot_profit else: # Ensure % is used from the overall balance # Otherwise we'd risk lowering stakes with each open trade. # (tied up + current free) * ratio) - tied up available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) * self._config['tradable_balance_ratio']) return available_amount def get_available_stake_amount(self) -> float: """ Return the total currently available balance in stake currency, respecting tradable_balance_ratio. Calculated as ( + free amount) * tradable_balance_ratio - """ free = self.get_free(self._config['stake_currency']) return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free) def _calculate_unlimited_stake_amount(self, available_amount: float, val_tied_up: float, max_open_trades: IntOrInf) -> float: """ Calculate stake amount for "unlimited" stake amount :return: 0 if max number of trades reached, else stake_amount to use. """ if max_open_trades == 0: return 0 possible_stake = (available_amount + val_tied_up) / max_open_trades # Theoretical amount can be above available amount - therefore limit to available amount! return min(possible_stake, available_amount) def _check_available_stake_amount(self, stake_amount: float, available_amount: float) -> float: """ Check if stake amount can be fulfilled with the available balance for the stake currency :return: float: Stake amount :raise: DependencyException if balance is lower than stake-amount """ if self._config['amend_last_stake_amount']: # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio # Otherwise the remaining amount is too low to trade. if available_amount > (stake_amount * self._config['last_stake_amount_min_ratio']): stake_amount = min(stake_amount, available_amount) else: stake_amount = 0 if available_amount < stake_amount: raise DependencyException( f"Available balance ({available_amount} {self._config['stake_currency']}) is " f"lower than stake amount ({stake_amount} {self._config['stake_currency']})" ) return stake_amount def get_trade_stake_amount( self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True) -> float: """ Calculate stake amount for the trade :return: float: Stake amount :raise: DependencyException if the available stake amount is too low """ stake_amount: float # Ensure wallets are up-to-date. if update: self.update() val_tied_up = Trade.total_open_trades_stakes() available_amount = self.get_available_stake_amount() if edge: stake_amount = edge.stake_amount( pair, self.get_free(self._config['stake_currency']), self.get_total(self._config['stake_currency']), val_tied_up ) else: stake_amount = self._config['stake_amount'] if stake_amount == UNLIMITED_STAKE_AMOUNT: stake_amount = self._calculate_unlimited_stake_amount( available_amount, val_tied_up, max_open_trades) return self._check_available_stake_amount(stake_amount, available_amount) def validate_stake_amount(self, pair: str, stake_amount: Optional[float], min_stake_amount: Optional[float], max_stake_amount: float, trade_amount: Optional[float]): if not stake_amount: logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.") return 0 max_allowed_stake = min(max_stake_amount, self.get_available_stake_amount()) if trade_amount: # if in a trade, then the resulting trade size cannot go beyond the max stake # Otherwise we could no longer exit. max_allowed_stake = min(max_allowed_stake, max_stake_amount - trade_amount) if min_stake_amount is not None and min_stake_amount > max_allowed_stake: if not self._is_backtest: logger.warning("Minimum stake amount > available balance. " f"{min_stake_amount} > {max_allowed_stake}") return 0 if min_stake_amount is not None and stake_amount < min_stake_amount: if not self._is_backtest: logger.info( f"Stake amount for pair {pair} is too small " f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}." ) if stake_amount * 1.3 < min_stake_amount: # Top-cap stake-amount adjustments to +30%. if not self._is_backtest: logger.info( f"Adjusted stake amount for pair {pair} is more than 30% bigger than " f"the desired stake amount of ({stake_amount:.8f} * 1.3 = " f"{stake_amount * 1.3:.8f}) < {min_stake_amount}), ignoring trade." ) return 0 stake_amount = min_stake_amount if stake_amount > max_allowed_stake: if not self._is_backtest: logger.info( f"Stake amount for pair {pair} is too big " f"({stake_amount} > {max_allowed_stake}), adjusting to {max_allowed_stake}." ) stake_amount = max_allowed_stake return stake_amount