freqtrade_origin/main.py

#!/usr/bin/env python
import json
import logging
import time
import traceback
from datetime import datetime
from typing import Dict, Optional

from jsonschema import validate

import exchange
import persistence
from persistence import Trade
from analyze import get_buy_signal
from misc import CONF_SCHEMA, get_state, State, update_state
from rpc import telegram

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__ = "0.10.0"

_CONF = {}


def _process() -> None:
    """
    Queries the persistence layer for open trades and handles them,
    otherwise a new trade is created.
    :return: None
    """
    try:
        # Query trades from persistence layer
        trades = Trade.query.filter(Trade.is_open.is_(True)).all()
        if len(trades) < _CONF['max_open_trades']:
            try:
                # Create entity and execute trade
                trade = create_trade(float(_CONF['stake_amount']), exchange.EXCHANGE)
                if trade:
                    Trade.session.add(trade)
                else:
                    logging.info('Got no buy signal...')
            except ValueError:
                logger.exception('Unable to create trade')

        for trade in trades:
            # Check if there is already an open order for this trade
            orders = exchange.get_open_orders(trade.pair)
            orders = [o for o in orders if o['id'] == trade.open_order_id]
            if orders:
                logger.info('There is an open order for: %s', orders[0])
            else:
                # Update state
                trade.open_order_id = None
                # Check if this trade can be closed
                if not close_trade_if_fulfilled(trade):
                    # Check if we can sell our current pair
                    handle_trade(trade)
        Trade.session.flush()
    except (ConnectionError, json.JSONDecodeError) as error:
        msg = 'Got {} in _process()'.format(error.__class__.__name__)
        logger.exception(msg)


def close_trade_if_fulfilled(trade: Trade) -> bool:
    """
    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 is not None \
            and trade.close_date is not None \
            and trade.close_rate is not None \
            and trade.open_order_id is None:
        trade.is_open = False
        logger.info('No open orders found and trade is fulfilled. Marking %s as closed ...', trade)
        return True
    return False


def execute_sell(trade: Trade, current_rate: float) -> None:
    """
    Executes a sell for the given trade and current rate
    :param trade: Trade instance
    :param current_rate: current rate
    :return: None
    """
    # Get available balance
    currency = trade.pair.split('_')[1]
    balance = exchange.get_balance(currency)
    whitelist = _CONF[trade.exchange.name.lower()]['pair_whitelist']

    profit = trade.exec_sell_order(current_rate, balance)
    whitelist.append(trade.pair)
    message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
        trade.exchange.name,
        trade.pair.replace('_', '/'),
        exchange.get_pair_detail_url(trade.pair),
        trade.close_rate,
        round(profit, 2)
    )
    logger.info(message)
    telegram.send_msg(message)


def should_sell(trade: Trade, current_rate: float, current_time: datetime) -> bool:
    """
    Based an earlier trade and current price and configuration, decides whether bot should sell
    :return True if bot should sell at current rate
    """
    current_profit = (current_rate - trade.open_rate) / trade.open_rate

    if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
        logger.debug('Stop loss hit.')
        return True

    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 = (current_time - trade.open_date).total_seconds() / 60
        if time_diff > duration and current_profit > threshold:
            return True

    logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
    return False


def handle_trade(trade: Trade) -> None:
    """
    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)

        current_rate = exchange.get_ticker(trade.pair)['bid']
        if should_sell(trade, current_rate, datetime.utcnow()):
            execute_sell(trade, current_rate)
            return

    except ValueError:
        logger.exception('Unable to handle open order')

def get_target_bid(ticker: Dict[str, float]) -> float:
    """ Calculates bid target between current ask price and last price """
    if ticker['ask'] < ticker['last']:
        return ticker['ask']
    balance = _CONF['bid_strategy']['ask_last_balance']
    return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])


def create_trade(stake_amount: float, _exchange: exchange.Exchange) -> Optional[Trade]:
    """
    Checks the implemented trading indicator(s) for a randomly picked pair,
    if one pair triggers the buy_signal a new trade record gets created
    :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 = _CONF[_exchange.name.lower()]['pair_whitelist']
    # Check if stake_amount is fulfilled
    if exchange.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 %s in pair whitelist', trade.pair)
    if not whitelist:
        raise ValueError('No pair in whitelist')

    # Pick pair based on StochRSI buy signals
    for _pair in whitelist:
        if get_buy_signal(_pair):
            pair = _pair
            break
    else:
        return None

    open_rate = get_target_bid(exchange.get_ticker(pair))
    amount = stake_amount / open_rate
    order_id = exchange.buy(pair, open_rate, amount)

    # Create trade entity and return
    message = '*{}:* Buying [{}]({}) at rate `{:f}`'.format(
        _exchange.name,
        pair.replace('_', '/'),
        exchange.get_pair_detail_url(pair),
        open_rate
    )
    logger.info(message)
    telegram.send_msg(message)
    return Trade(pair=pair,
                 stake_amount=stake_amount,
                 open_rate=open_rate,
                 open_date=datetime.utcnow(),
                 amount=amount,
                 exchange=_exchange,
                 open_order_id=order_id,
                 is_open=True)


def init(config: dict, db_url: Optional[str] = None) -> None:
    """
    Initializes all modules and updates the config
    :param config: config as dict
    :param db_url: database connector string for sqlalchemy (Optional)
    :return: None
    """
    # Initialize all modules
    telegram.init(config)
    persistence.init(config, db_url)
    exchange.init(config)

    # Set initial application state
    initial_state = config.get('initial_state')
    if initial_state:
        update_state(State[initial_state.upper()])
    else:
        update_state(State.STOPPED)


def app(config: dict) -> None:
    """
    Main function which handles the application state
    :param config: config as dict
    :return: None
    """
    logger.info('Starting freqtrade %s', __version__)
    init(config)
    try:
        old_state = get_state()
        logger.info('Initial State: %s', old_state)
        telegram.send_msg('*Status:* `{}`'.format(old_state.name.lower()))
        while True:
            new_state = get_state()
            # Log state transition
            if new_state != old_state:
                telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
                logging.info('Changing state to: %s', new_state.name)

            if new_state == State.STOPPED:
                time.sleep(1)
            elif new_state == State.RUNNING:
                _process()
                # We need to sleep here because otherwise we would run into bittrex rate limit
                time.sleep(25)
            old_state = new_state
    except RuntimeError:
        telegram.send_msg('*Status:* Got RuntimeError: ```\n{}\n```'.format(traceback.format_exc()))
        logger.exception('RuntimeError. Trader stopped!')
    finally:
        telegram.send_msg('*Status:* `Trader has stopped`')


if __name__ == '__main__':
    with open('config.json') as file:
        _CONF = json.load(file)
        validate(_CONF, CONF_SCHEMA)
        app(_CONF)