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implement support for concurrent open trades

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gcarq
2017-05-17 19:42:45 +02:00
parent 3fa8aae66d
commit d572b7bdbe
3 changed files with 63 additions and 49 deletions
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60
main.py
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@@ -24,7 +24,6 @@ __license__ = "custom"
__version__ = "0.5.1"
conf = get_conf()
api_wrapper = get_exchange_api(conf)
@@ -79,33 +78,35 @@ class TradeThread(threading.Thread):
:return: None
"""
# Query trades from persistence layer
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
if not trade:
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < conf['max_open_trades']:
# Create entity and execute trade
Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
return
try:
Session.add(create_trade(float(conf['stake_amount']), api_wrapper.exchange))
except ValueError:
logger.exception('ValueError during trade creation')
for trade in trades:
# Check if there is already an open order for this trade
orders = api_wrapper.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
.format(round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
continue
# Check if there is already an open order for this trade
orders = api_wrapper.get_open_orders(trade.pair)
orders = [o for o in orders if o['id'] == trade.open_order_id]
if orders:
msg = 'There exists an open order for this trade: (total: {}, remaining: {}, type: {}, id: {})' \
.format(round(orders[0]['amount'], 8),
round(orders[0]['remaining'], 8),
orders[0]['type'],
orders[0]['id'])
logger.info(msg)
return
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
continue
# Update state
trade.open_order_id = None
# Check if this trade can be marked as closed
if close_trade_if_fulfilled(trade):
logger.info('No open orders found and trade is fulfilled. Marking as closed ...')
return
# Check if we can sell our current pair
handle_trade(trade)
# Check if we can sell our current pair
handle_trade(trade)
# Initial stopped TradeThread instance
_instance = TradeThread()
@@ -178,16 +179,21 @@ def create_trade(stake_amount: float, exchange):
:param stake_amount: amount of btc to spend
:param exchange: exchange to use
"""
logger.info('Creating new trade with stake_amount: {} ...'.format(stake_amount))
whitelist = conf[exchange.name.lower()]['pair_whitelist']
# Check if btc_amount is fulfilled
if api_wrapper.get_balance('BTC') < stake_amount:
raise ValueError('BTC amount is not fulfilled')
# Remove latest trade pair from whitelist
latest_trade = Trade.query.order_by(Trade.id.desc()).first()
# Remove currently opened and latest pairs from whitelist
latest_trade = Trade.query.filter(Trade.is_open.is_(False)).order_by(Trade.id.desc()).first()
open_trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if latest_trade and latest_trade.pair in whitelist:
whitelist.remove(latest_trade.pair)
logger.debug('Ignoring {} in pair whitelist'.format(latest_trade.pair))
for trade in open_trades:
whitelist.remove(trade.pair)
logger.debug('Ignoring {} in pair whitelist'.format(trade.pair))
if not whitelist:
raise ValueError('No pair in whitelist')