freqtrade_origin/freqtrade/wallets.py

121 lines
3.8 KiB
Python

# pragma pylint: disable=W0603
""" Wallet """
import logging
from copy import deepcopy
from typing import Any, Dict, NamedTuple
import arrow
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
# wallet data structure
class Wallet(NamedTuple):
currency: str
free: float = 0
used: float = 0
total: float = 0
class Wallets:
def __init__(self, config: dict, exchange: Exchange) -> None:
self._config = config
self._exchange = exchange
self._wallets: Dict[str, Wallet] = {}
self.start_cap = config['dry_run_wallet']
self._last_wallet_refresh = 0
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 = {}
closed_trades = Trade.get_trades(Trade.is_open.is_(False)).all()
open_trades = Trade.get_trades(Trade.is_open.is_(True)).all()
tot_profit = sum([trade.calc_profit() for trade in closed_trades])
tot_in_trades = sum([trade.stake_amount for trade in open_trades])
current_stake = self.start_cap + tot_profit - tot_in_trades
_wallets[self._config['stake_currency']] = Wallet(
self._config['stake_currency'],
current_stake,
0,
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
)
self._wallets = _wallets
def _update_live(self) -> None:
balances = self._exchange.get_balances()
for currency in balances:
self._wallets[currency] = Wallet(
currency,
balances[currency].get('free', None),
balances[currency].get('used', None),
balances[currency].get('total', None)
)
# Remove currencies no longer in get_balances output
for currency in deepcopy(self._wallets):
if currency not in balances:
del self._wallets[currency]
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
"""
if (require_update or (self._last_wallet_refresh + 3600 < arrow.utcnow().int_timestamp)):
if self._config['dry_run']:
self._update_dry()
else:
self._update_live()
logger.info('Wallets synced.')
self._last_wallet_refresh = arrow.utcnow().int_timestamp
def get_all_balances(self) -> Dict[str, Any]:
return self._wallets