mirror of
https://github.com/freqtrade/freqtrade.git
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365 lines
12 KiB
Python
Executable File
365 lines
12 KiB
Python
Executable File
#!/usr/bin/env python3
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import copy
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import json
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import logging
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import sys
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import time
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import traceback
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from datetime import datetime
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from signal import signal, SIGINT, SIGABRT, SIGTERM
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from typing import Dict, Optional, List
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import requests
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from cachetools import cached, TTLCache
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from freqtrade import __version__, exchange, persistence
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from freqtrade.analyze import get_signal, SignalType
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from freqtrade.misc import (
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FreqtradeException
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)
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from freqtrade.misc import State, get_state, update_state, parse_args, throttle, \
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load_config
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from freqtrade.persistence import Trade
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from freqtrade.rpc import telegram
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logger = logging.getLogger('freqtrade')
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_CONF = {}
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def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
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"""
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Check wallet health and remove pair from whitelist if necessary
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:param whitelist: a new whitelist (optional)
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:return: None
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"""
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whitelist = whitelist or _CONF['exchange']['pair_whitelist']
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sanitized_whitelist = []
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health = exchange.get_wallet_health()
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for status in health:
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pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
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if pair not in whitelist:
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continue
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if status['IsActive']:
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sanitized_whitelist.append(pair)
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else:
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logger.info(
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'Ignoring %s from whitelist (reason: %s).',
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pair, status.get('Notice') or 'wallet is not active'
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)
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if _CONF['exchange']['pair_whitelist'] != sanitized_whitelist:
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logger.debug('Using refreshed pair whitelist: %s ...', sanitized_whitelist)
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_CONF['exchange']['pair_whitelist'] = sanitized_whitelist
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def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
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"""
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Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
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:param: dynamic_whitelist: True is a dynamic whitelist should be generated (optional)
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:return: True if a trade has been created or closed, False otherwise
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"""
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state_changed = False
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try:
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# Refresh whitelist based on wallet maintenance
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refresh_whitelist(
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gen_pair_whitelist(_CONF['stake_currency']) if dynamic_whitelist else None
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)
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if len(trades) < _CONF['max_open_trades']:
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try:
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# Create entity and execute trade
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trade = create_trade(float(_CONF['stake_amount']))
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if trade:
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Trade.session.add(trade)
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state_changed = True
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else:
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logger.info(
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'Checked all whitelisted currencies. '
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'Found no suitable entry positions for buying. Will keep looking ...'
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)
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except FreqtradeException as e:
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logger.warning('Unable to create trade: %s', e)
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for trade in trades:
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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('Got open order for %s', trade)
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trade.update(exchange.get_order(trade.open_order_id))
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if not close_trade_if_fulfilled(trade):
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# Check if we can sell our current pair
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state_changed = handle_trade(trade) or state_changed
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Trade.session.flush()
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except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
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logger.warning(
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'Got %s in _process(), retrying in 30 seconds...',
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error
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)
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time.sleep(30)
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except RuntimeError:
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telegram.send_msg('*Status:* Got RuntimeError:\n```\n{traceback}```{hint}'.format(
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traceback=traceback.format_exc(),
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hint='Issue `/start` if you think it is safe to restart.'
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))
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logger.exception('Got RuntimeError. Stopping trader ...')
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update_state(State.STOPPED)
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return state_changed
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def close_trade_if_fulfilled(trade: Trade) -> bool:
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"""
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Checks if the trade is closable, and if so it is being closed.
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:param trade: Trade
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:return: True if trade has been closed else False
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"""
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# If we don't have an open order and the close rate is already set,
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# we can close this trade.
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if trade.close_profit is not None \
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and trade.close_date is not None \
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and trade.close_rate is not None \
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and trade.open_order_id is None:
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trade.is_open = False
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logger.info(
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'Marking %s as closed as the trade is fulfilled and found no open orders for it.',
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trade
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)
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return True
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return False
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def execute_sell(trade: Trade, limit: float) -> None:
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"""
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Executes a limit sell for the given trade and limit
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:param trade: Trade instance
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:param limit: limit rate for the sell order
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:return: None
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"""
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# Execute sell and update trade record
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order_id = exchange.sell(str(trade.pair), limit, trade.amount)
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trade.open_order_id = order_id
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fmt_exp_profit = round(trade.calc_profit(limit) * 100, 2)
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message = '*{}:* Selling [{}]({}) with limit `{:.8f} (profit: ~{:.2f}%)`'.format(
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trade.exchange,
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trade.pair.replace('_', '/'),
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exchange.get_pair_detail_url(trade.pair),
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limit,
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fmt_exp_profit
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)
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logger.info(message)
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telegram.send_msg(message)
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def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -> bool:
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"""
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Based an earlier trade and current price and ROI configuration, decides whether bot should sell
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:return True if bot should sell at current rate
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"""
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current_profit = trade.calc_profit(current_rate)
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if 'stoploss' in _CONF and current_profit < float(_CONF['stoploss']):
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logger.debug('Stop loss hit.')
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return True
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# Check if time matches and current rate is above threshold
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time_diff = (current_time - trade.open_date).total_seconds() / 60
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for duration, threshold in sorted(_CONF['minimal_roi'].items()):
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if time_diff > float(duration) and current_profit > threshold:
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return True
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logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit * 100.0)
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return False
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def handle_trade(trade: Trade) -> bool:
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"""
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Sells the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold, False otherwise
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"""
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if not trade.is_open:
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raise ValueError('attempt to handle closed trade: {}'.format(trade))
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logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
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if min_roi_reached(trade, current_rate, datetime.utcnow()) or get_signal(trade.pair, SignalType.SELL):
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execute_sell(trade, current_rate)
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return True
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return False
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def get_target_bid(ticker: Dict[str, float]) -> float:
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""" Calculates bid target between current ask price and last price """
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if ticker['ask'] < ticker['last']:
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return ticker['ask']
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balance = _CONF['bid_strategy']['ask_last_balance']
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return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
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def create_trade(stake_amount: float) -> Optional[Trade]:
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"""
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Checks the implemented trading indicator(s) for a randomly picked pair,
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if one pair triggers the buy_signal a new trade record gets created
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:param stake_amount: amount of btc to spend
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"""
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logger.info(
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'Checking buy signals to create a new trade with stake_amount: %f ...',
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stake_amount
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)
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whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
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# Check if stake_amount is fulfilled
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if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
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raise FreqtradeException(
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'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency'])
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)
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# Remove currently opened and latest pairs from whitelist
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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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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raise FreqtradeException('No pair in whitelist')
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# Pick pair based on StochRSI buy signals
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for _pair in whitelist:
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if get_signal(_pair, SignalType.BUY):
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pair = _pair
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break
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else:
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return None
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# Calculate amount and subtract fee
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fee = exchange.get_fee()
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buy_limit = get_target_bid(exchange.get_ticker(pair))
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amount = (1 - fee) * stake_amount / buy_limit
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order_id = exchange.buy(pair, buy_limit, amount)
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# Create trade entity and return
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message = '*{}:* Buying [{}]({}) with limit `{:.8f}`'.format(
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exchange.get_name().upper(),
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pair.replace('_', '/'),
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exchange.get_pair_detail_url(pair),
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buy_limit
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)
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logger.info(message)
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telegram.send_msg(message)
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# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
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return Trade(pair=pair,
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stake_amount=stake_amount,
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amount=amount,
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fee=fee * 2,
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open_rate=buy_limit,
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open_date=datetime.utcnow(),
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exchange=exchange.get_name().upper(),
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open_order_id=order_id)
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def init(config: dict, db_url: Optional[str] = None) -> None:
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"""
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Initializes all modules and updates the config
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:param config: config as dict
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:param db_url: database connector string for sqlalchemy (Optional)
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:return: None
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"""
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# Initialize all modules
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telegram.init(config)
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persistence.init(config, db_url)
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exchange.init(config)
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# Set initial application state
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initial_state = config.get('initial_state')
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if initial_state:
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update_state(State[initial_state.upper()])
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else:
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update_state(State.STOPPED)
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# Register signal handlers
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for sig in (SIGINT, SIGTERM, SIGABRT):
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signal(sig, cleanup)
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@cached(TTLCache(maxsize=1, ttl=1800))
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def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]:
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"""
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Updates the whitelist with with a dynamically generated list
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:param base_currency: base currency as str
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:param topn: maximum number of returned results
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:param key: sort key (defaults to 'BaseVolume')
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:return: List of pairs
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"""
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summaries = sorted(
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(s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)),
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key=lambda s: s.get(key) or 0.0,
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reverse=True
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)
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return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
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def cleanup(*args, **kwargs) -> None:
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"""
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Cleanup the application state und finish all pending tasks
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:return: None
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"""
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telegram.send_msg('*Status:* `Stopping trader...`')
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logger.info('Stopping trader and cleaning up modules...')
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update_state(State.STOPPED)
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persistence.cleanup()
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telegram.cleanup()
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exit(0)
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def main():
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"""
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Loads and validates the config and handles the main loop
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:return: None
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"""
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global _CONF
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args = parse_args(sys.argv[1:])
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if not args:
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exit(0)
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# Initialize logger
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logging.basicConfig(
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level=args.loglevel,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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)
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logger.info(
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'Starting freqtrade %s (loglevel=%s)',
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__version__,
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logging.getLevelName(args.loglevel)
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)
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# Load and validate configuration
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_CONF = load_config(args.config)
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# Initialize all modules and start main loop
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if args.dynamic_whitelist:
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logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
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init(_CONF)
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old_state = None
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while True:
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new_state = get_state()
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# Log state transition
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if new_state != old_state:
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telegram.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
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logger.info('Changing state to: %s', new_state.name)
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if new_state == State.STOPPED:
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time.sleep(1)
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elif new_state == State.RUNNING:
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throttle(
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_process,
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min_secs=_CONF['internals'].get('process_throttle_secs', 10),
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dynamic_whitelist=args.dynamic_whitelist,
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)
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old_state = new_state
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if __name__ == '__main__':
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main()
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