mirror of
https://github.com/freqtrade/freqtrade.git
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405 lines
15 KiB
Python
405 lines
15 KiB
Python
"""
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This module contains class to define a RPC communications
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"""
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import logging
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from abc import abstractmethod
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from datetime import timedelta, datetime, date
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from decimal import Decimal
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from enum import Enum
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from typing import Dict, Any, List
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import arrow
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import sqlalchemy as sql
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from numpy import mean, nan_to_num
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from pandas import DataFrame
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.misc import shorten_date
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from freqtrade.persistence import Trade
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from freqtrade.state import State
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logger = logging.getLogger(__name__)
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class RPCMessageType(Enum):
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STATUS_NOTIFICATION = 'status'
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BUY_NOTIFICATION = 'buy'
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SELL_NOTIFICATION = 'sell'
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def __repr__(self):
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return self.value
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class RPCException(Exception):
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"""
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Should be raised with a rpc-formatted message in an _rpc_* method
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if the required state is wrong, i.e.:
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raise RPCException('*Status:* `no active trade`')
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"""
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def __init__(self, message: str) -> None:
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super().__init__(self)
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self.message = message
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def __str__(self):
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return self.message
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class RPC(object):
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"""
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RPC class can be used to have extra feature, like bot data, and access to DB data
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"""
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# Initialize _fiat_converter if needed in each RPC handler
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_fiat_converter: CryptoToFiatConverter = None
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def __init__(self, freqtrade) -> None:
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"""
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Initializes all enabled rpc modules
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:param freqtrade: Instance of a freqtrade bot
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:return: None
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"""
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self._freqtrade = freqtrade
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@property
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def name(self) -> str:
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""" Returns the lowercase name of the implementation """
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return self.__class__.__name__.lower()
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@abstractmethod
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def cleanup(self) -> None:
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""" Cleanup pending module resources """
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@abstractmethod
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def send_msg(self, msg: Dict[str, str]) -> None:
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""" Sends a message to all registered rpc modules """
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def _rpc_trade_status(self) -> List[Dict[str, Any]]:
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"""
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Below follows the RPC backend it is prefixed with rpc_ to raise awareness that it is
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a remotely exposed function
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"""
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# Fetch open trade
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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elif not trades:
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raise RPCException('no active trade')
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else:
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results = []
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for trade in trades:
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order = None
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if trade.open_order_id:
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order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
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# calculate profit and send message to user
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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current_profit = trade.calc_profit_percent(current_rate)
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fmt_close_profit = (f'{round(trade.close_profit * 100, 2):.2f}%'
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if trade.close_profit else None)
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results.append(dict(
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trade_id=trade.id,
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pair=trade.pair,
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market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair),
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date=arrow.get(trade.open_date),
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open_rate=trade.open_rate,
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close_rate=trade.close_rate,
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current_rate=current_rate,
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amount=round(trade.amount, 8),
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close_profit=fmt_close_profit,
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current_profit=round(current_profit * 100, 2),
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open_order='({} {} rem={:.8f})'.format(
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order['type'], order['side'], order['remaining']
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) if order else None,
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))
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return results
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def _rpc_status_table(self) -> DataFrame:
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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elif not trades:
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raise RPCException('no active order')
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else:
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trades_list = []
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for trade in trades:
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# calculate profit and send message to user
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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trade_perc = (100 * trade.calc_profit_percent(current_rate))
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trades_list.append([
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trade.id,
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trade.pair,
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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f'{trade_perc:.2f}%'
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])
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columns = ['ID', 'Pair', 'Since', 'Profit']
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df_statuses = DataFrame.from_records(trades_list, columns=columns)
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df_statuses = df_statuses.set_index(columns[0])
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return df_statuses
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def _rpc_daily_profit(
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self, timescale: int,
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stake_currency: str, fiat_display_currency: str) -> List[List[Any]]:
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today = datetime.utcnow().date()
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profit_days: Dict[date, Dict] = {}
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if not (isinstance(timescale, int) and timescale > 0):
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raise RPCException('timescale must be an integer greater than 0')
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fiat = self._fiat_converter
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for day in range(0, timescale):
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profitday = today - timedelta(days=day)
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trades = Trade.query \
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.filter(Trade.is_open.is_(False)) \
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.filter(Trade.close_date >= profitday)\
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.filter(Trade.close_date < (profitday + timedelta(days=1)))\
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.order_by(Trade.close_date)\
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.all()
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curdayprofit = sum(trade.calc_profit() for trade in trades)
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profit_days[profitday] = {
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'amount': f'{curdayprofit:.8f}',
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'trades': len(trades)
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}
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return [
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[
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key,
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'{value:.8f} {symbol}'.format(
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value=float(value['amount']),
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symbol=stake_currency
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),
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'{value:.3f} {symbol}'.format(
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value=fiat.convert_amount(
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value['amount'],
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0,
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symbol=fiat_display_currency
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),
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'{value} trade{s}'.format(
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value=value['trades'],
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s='' if value['trades'] < 2 else 's'
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),
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]
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for key, value in profit_days.items()
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]
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def _rpc_trade_statistics(
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self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
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""" Returns cumulative profit statistics """
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trades = Trade.query.order_by(Trade.id).all()
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profit_all_coin = []
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profit_all_percent = []
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profit_closed_coin = []
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profit_closed_percent = []
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durations = []
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for trade in trades:
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current_rate: float = 0.0
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if not trade.open_rate:
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continue
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if trade.close_date:
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durations.append((trade.close_date - trade.open_date).total_seconds())
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if not trade.is_open:
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profit_percent = trade.calc_profit_percent()
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profit_closed_coin.append(trade.calc_profit())
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profit_closed_percent.append(profit_percent)
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else:
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# Get current rate
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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profit_percent = trade.calc_profit_percent(rate=current_rate)
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profit_all_coin.append(
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trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
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)
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profit_all_percent.append(profit_percent)
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best_pair = Trade.session.query(
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Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
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).filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(sql.text('profit_sum DESC')).first()
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if not best_pair:
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raise RPCException('no closed trade')
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bp_pair, bp_rate = best_pair
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# FIX: we want to keep fiatconverter in a state/environment,
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# doing this will utilize its caching functionallity, instead we reinitialize it here
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# Prepare data to display
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profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
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profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
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profit_closed_fiat = self._fiat_converter.convert_amount(
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profit_closed_coin_sum,
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0
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profit_all_coin_sum = round(sum(profit_all_coin), 8)
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profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
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profit_all_fiat = self._fiat_converter.convert_amount(
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profit_all_coin_sum,
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stake_currency,
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fiat_display_currency
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) if self._fiat_converter else 0
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num = float(len(durations) or 1)
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return {
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'profit_closed_coin': profit_closed_coin_sum,
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'profit_closed_percent': profit_closed_percent,
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'profit_closed_fiat': profit_closed_fiat,
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'profit_all_coin': profit_all_coin_sum,
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'profit_all_percent': profit_all_percent,
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'profit_all_fiat': profit_all_fiat,
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'trade_count': len(trades),
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'first_trade_date': arrow.get(trades[0].open_date).humanize(),
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'latest_trade_date': arrow.get(trades[-1].open_date).humanize(),
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'avg_duration': str(timedelta(seconds=sum(durations) / num)).split('.')[0],
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'best_pair': bp_pair,
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'best_rate': round(bp_rate * 100, 2),
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}
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def _rpc_balance(self, fiat_display_currency: str) -> Dict:
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""" Returns current account balance per crypto """
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output = []
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total = 0.0
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for coin, balance in self._freqtrade.exchange.get_balances().items():
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if not balance['total']:
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continue
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if coin == 'BTC':
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rate = 1.0
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else:
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if coin == 'USDT':
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rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid']
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else:
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rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid']
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est_btc: float = rate * balance['total']
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total = total + est_btc
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output.append({
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'currency': coin,
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'available': balance['free'],
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'balance': balance['total'],
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'pending': balance['used'],
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'est_btc': est_btc,
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})
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if total == 0.0:
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raise RPCException('all balances are zero')
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symbol = fiat_display_currency
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value = self._fiat_converter.convert_amount(total, 'BTC',
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symbol) if self._fiat_converter else 0
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return {
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'currencies': output,
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'total': total,
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'symbol': symbol,
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'value': value,
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}
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def _rpc_start(self) -> Dict[str, str]:
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""" Handler for start """
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if self._freqtrade.state == State.RUNNING:
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return {'status': 'already running'}
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self._freqtrade.state = State.RUNNING
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return {'status': 'starting trader ...'}
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def _rpc_stop(self) -> Dict[str, str]:
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""" Handler for stop """
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if self._freqtrade.state == State.RUNNING:
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self._freqtrade.state = State.STOPPED
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return {'status': 'stopping trader ...'}
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return {'status': 'already stopped'}
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def _rpc_reload_conf(self) -> Dict[str, str]:
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""" Handler for reload_conf. """
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self._freqtrade.state = State.RELOAD_CONF
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return {'status': 'reloading config ...'}
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def _rpc_forcesell(self, trade_id) -> None:
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"""
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Handler for forcesell <id>.
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Sells the given trade at current price
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"""
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def _exec_forcesell(trade: Trade) -> None:
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# Check if there is there is an open order
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if trade.open_order_id:
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order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
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# Cancel open LIMIT_BUY orders and close trade
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if order and order['status'] == 'open' \
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and order['type'] == 'limit' \
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and order['side'] == 'buy':
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self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
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trade.close(order.get('price') or trade.open_rate)
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# Do the best effort, if we don't know 'filled' amount, don't try selling
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if order['filled'] is None:
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return
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trade.amount = order['filled']
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# Ignore trades with an attached LIMIT_SELL order
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if order and order['status'] == 'open' \
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and order['type'] == 'limit' \
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and order['side'] == 'sell':
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return
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# Get current rate and execute sell
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current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
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self._freqtrade.execute_sell(trade, current_rate)
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# ---- EOF def _exec_forcesell ----
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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if trade_id == 'all':
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# Execute sell for all open orders
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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_exec_forcesell(trade)
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return
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# Query for trade
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trade = Trade.query.filter(
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sql.and_(
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Trade.id == trade_id,
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Trade.is_open.is_(True)
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)
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).first()
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if not trade:
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logger.warning('forcesell: Invalid argument received')
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raise RPCException('invalid argument')
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_exec_forcesell(trade)
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Trade.session.flush()
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def _rpc_performance(self) -> List[Dict]:
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"""
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Handler for performance.
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Shows a performance statistic from finished trades
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"""
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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pair_rates = Trade.session.query(Trade.pair,
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sql.func.sum(Trade.close_profit).label('profit_sum'),
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sql.func.count(Trade.pair).label('count')) \
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.filter(Trade.is_open.is_(False)) \
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.group_by(Trade.pair) \
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.order_by(sql.text('profit_sum DESC')) \
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.all()
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return [
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{'pair': pair, 'profit': round(rate * 100, 2), 'count': count}
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for pair, rate, count in pair_rates
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]
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def _rpc_count(self) -> List[Trade]:
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""" Returns the number of trades running """
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if self._freqtrade.state != State.RUNNING:
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raise RPCException('trader is not running')
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return Trade.query.filter(Trade.is_open.is_(True)).all()
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