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Move from_json to LocalTrade class
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Matthias
@@ -1287,6 +1287,99 @@ class LocalTrade:
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trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
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logger.info(f"New stoploss: {trade.stop_loss}.")
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@classmethod
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def from_json(cls, json_str: str) -> Self:
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"""
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Create a Trade instance from a json string.
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Used for debugging purposes - please keep.
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:param json_str: json string to parse
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:return: Trade instance
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"""
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import rapidjson
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data = rapidjson.loads(json_str)
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trade = cls(
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__FROM_JSON=True,
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id=data["trade_id"],
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pair=data["pair"],
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base_currency=data["base_currency"],
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stake_currency=data["quote_currency"],
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is_open=data["is_open"],
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exchange=data["exchange"],
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amount=data["amount"],
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amount_requested=data["amount_requested"],
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stake_amount=data["stake_amount"],
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strategy=data["strategy"],
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enter_tag=data["enter_tag"],
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timeframe=data["timeframe"],
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fee_open=data["fee_open"],
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fee_open_cost=data["fee_open_cost"],
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fee_open_currency=data["fee_open_currency"],
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fee_close=data["fee_close"],
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fee_close_cost=data["fee_close_cost"],
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fee_close_currency=data["fee_close_currency"],
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open_date=datetime.fromtimestamp(data["open_timestamp"] // 1000, tz=timezone.utc),
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open_rate=data["open_rate"],
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open_rate_requested=data["open_rate_requested"],
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open_trade_value=data["open_trade_value"],
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close_date=(datetime.fromtimestamp(data["close_timestamp"] // 1000, tz=timezone.utc)
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if data["close_timestamp"] else None),
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realized_profit=data["realized_profit"],
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close_rate=data["close_rate"],
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close_rate_requested=data["close_rate_requested"],
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close_profit=data["close_profit"],
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close_profit_abs=data["close_profit_abs"],
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exit_reason=data["exit_reason"],
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exit_order_status=data["exit_order_status"],
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stop_loss=data["stop_loss_abs"],
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stop_loss_pct=data["stop_loss_ratio"],
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stoploss_order_id=data["stoploss_order_id"],
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stoploss_last_update=(
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datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
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tz=timezone.utc)
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if data["stoploss_last_update_timestamp"] else None),
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initial_stop_loss=data["initial_stop_loss_abs"],
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initial_stop_loss_pct=data["initial_stop_loss_ratio"],
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min_rate=data["min_rate"],
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max_rate=data["max_rate"],
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leverage=data["leverage"],
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interest_rate=data["interest_rate"],
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liquidation_price=data["liquidation_price"],
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is_short=data["is_short"],
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trading_mode=data["trading_mode"],
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funding_fees=data["funding_fees"],
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amount_precision=data.get('amount_precision', None),
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price_precision=data.get('price_precision', None),
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precision_mode=data.get('precision_mode', None),
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contract_size=data.get('contract_size', None),
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)
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for order in data["orders"]:
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order_obj = Order(
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amount=order["amount"],
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ft_amount=order["amount"],
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ft_order_side=order["ft_order_side"],
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ft_pair=order["pair"],
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ft_is_open=order["is_open"],
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order_id=order["order_id"],
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status=order["status"],
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average=order["average"],
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cost=order["cost"],
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filled=order["filled"],
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order_date=datetime.strptime(order["order_date"], DATETIME_PRINT_FORMAT),
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order_filled_date=(datetime.fromtimestamp(
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order["order_filled_timestamp"] // 1000, tz=timezone.utc)
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if order["order_filled_timestamp"] else None),
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order_type=order["order_type"],
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price=order["price"],
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ft_price=order["price"],
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remaining=order["remaining"],
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funding_fee=order.get("funding_fee", None),
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)
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trade.orders.append(order_obj)
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return trade
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class Trade(ModelBase, LocalTrade):
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"""
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@@ -1730,96 +1823,3 @@ class Trade(ModelBase, LocalTrade):
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Order.status == 'closed'
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)).scalar_one()
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return trading_volume
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@classmethod
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def from_json(cls, json_str: str) -> Self:
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"""
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Create a Trade instance from a json string.
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Used for debugging purposes - please keep.
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:param json_str: json string to parse
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:return: Trade instance
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"""
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import rapidjson
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data = rapidjson.loads(json_str)
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trade = cls(
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__FROM_JSON=True,
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id=data["trade_id"],
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pair=data["pair"],
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base_currency=data["base_currency"],
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stake_currency=data["quote_currency"],
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is_open=data["is_open"],
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exchange=data["exchange"],
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amount=data["amount"],
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amount_requested=data["amount_requested"],
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stake_amount=data["stake_amount"],
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strategy=data["strategy"],
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enter_tag=data["enter_tag"],
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timeframe=data["timeframe"],
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fee_open=data["fee_open"],
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fee_open_cost=data["fee_open_cost"],
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fee_open_currency=data["fee_open_currency"],
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fee_close=data["fee_close"],
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fee_close_cost=data["fee_close_cost"],
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fee_close_currency=data["fee_close_currency"],
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open_date=datetime.fromtimestamp(data["open_timestamp"] // 1000, tz=timezone.utc),
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open_rate=data["open_rate"],
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open_rate_requested=data["open_rate_requested"],
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open_trade_value=data["open_trade_value"],
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close_date=(datetime.fromtimestamp(data["close_timestamp"] // 1000, tz=timezone.utc)
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if data["close_timestamp"] else None),
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realized_profit=data["realized_profit"],
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close_rate=data["close_rate"],
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close_rate_requested=data["close_rate_requested"],
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close_profit=data["close_profit"],
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close_profit_abs=data["close_profit_abs"],
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exit_reason=data["exit_reason"],
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exit_order_status=data["exit_order_status"],
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stop_loss=data["stop_loss_abs"],
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stop_loss_pct=data["stop_loss_ratio"],
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stoploss_order_id=data["stoploss_order_id"],
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stoploss_last_update=(
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datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
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tz=timezone.utc)
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if data["stoploss_last_update_timestamp"] else None),
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initial_stop_loss=data["initial_stop_loss_abs"],
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initial_stop_loss_pct=data["initial_stop_loss_ratio"],
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min_rate=data["min_rate"],
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max_rate=data["max_rate"],
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leverage=data["leverage"],
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interest_rate=data["interest_rate"],
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liquidation_price=data["liquidation_price"],
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is_short=data["is_short"],
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trading_mode=data["trading_mode"],
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funding_fees=data["funding_fees"],
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amount_precision=data.get('amount_precision', None),
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price_precision=data.get('price_precision', None),
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precision_mode=data.get('precision_mode', None),
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contract_size=data.get('contract_size', None),
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)
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for order in data["orders"]:
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order_obj = Order(
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amount=order["amount"],
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ft_amount=order["amount"],
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ft_order_side=order["ft_order_side"],
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ft_pair=order["pair"],
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ft_is_open=order["is_open"],
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order_id=order["order_id"],
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status=order["status"],
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average=order["average"],
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cost=order["cost"],
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filled=order["filled"],
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order_date=datetime.strptime(order["order_date"], DATETIME_PRINT_FORMAT),
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order_filled_date=(datetime.fromtimestamp(
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order["order_filled_timestamp"] // 1000, tz=timezone.utc)
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if order["order_filled_timestamp"] else None),
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order_type=order["order_type"],
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price=order["price"],
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ft_price=order["price"],
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remaining=order["remaining"],
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funding_fee=order.get("funding_fee", None),
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)
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trade.orders.append(order_obj)
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return trade
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