Trade Object

Trade

A position freqtrade enters is stored in a Trade object - which is persisted to the database. It's a core concept of freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.

It will be passed to the strategy in many strategy callbacks. The object passed to the strategy cannot be modified directly. Indirect modifications may occur based on callback results.

Trade - Available attributes

The following attributes / properties are available for each individual trade - and can be used with trade.<property> (e.g. trade.pair).

Attribute	DataType	Description
`pair`	string	Pair of this trade.
`safe_base_currency`	string	Compatibility layer for base currency .
`safe_quote_currency`	string	Compatibility layer for quote currency.
`is_open`	boolean	Is the trade currently open, or has it been concluded.
`exchange`	string	Exchange where this trade was executed.
`open_rate`	float	Rate this trade was entered at (Avg. entry rate in case of trade-adjustments).
`open_rate_requested`	float	The rate that was requested when the trade was opened.
`open_trade_value`	float	Value of the open trade including fees.
`close_rate`	float	Close rate - only set when is_open = False.
`close_rate_requested`	float	The close rate that was requested.
`safe_close_rate`	float	Close rate or `close_rate_requested` or 0.0 if neither is available. Only makes sense once the trade is closed.
`stake_amount`	float	Amount in Stake (or Quote) currency.
`max_stake_amount`	float	Maximum stake amount that was used in this trade (sum of all filled Entry orders).
`amount`	float	Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills.
`amount_requested`	float	Amount that was originally requested for this trade as part of the first entry order.
`open_date`	datetime	Timestamp when trade was opened use `open_date_utc` instead
`open_date_utc`	datetime	Timestamp when trade was opened - in UTC.
`close_date`	datetime	Timestamp when trade was closed use `close_date_utc` instead
`close_date_utc`	datetime	Timestamp when trade was closed - in UTC.
`close_profit`	float	Relative profit at the time of trade closure. `0.01` == 1%
`close_profit_abs`	float	Absolute profit (in stake currency) at the time of trade closure.
`realized_profit`	float	Absolute already realized profit (in stake currency) while the trade is still open.
`leverage`	float	Leverage used for this trade - defaults to 1.0 in spot markets.
`enter_tag`	string	Tag provided on entry via the `enter_tag` column in the dataframe.
`exit_reason`	string	Reason why the trade was exited.
`exit_order_status`	string	Status of the exit order.
`strategy`	string	Strategy name that was used for this trade.
`timeframe`	int	Timeframe used for this trade.
`is_short`	boolean	True for short trades, False otherwise.
`orders`	Order[]	List of order objects attached to this trade (includes both filled and cancelled orders).
`date_last_filled_utc`	datetime	Time of the last filled order.
`date_entry_fill_utc`	datetime	Date of the first filled entry order.
`entry_side`	"buy" / "sell"	Order Side the trade was entered.
`exit_side`	"buy" / "sell"	Order Side that will result in a trade exit / position reduction.
`trade_direction`	"long" / "short"	Trade direction in text - long or short.
`max_rate`	float	Highest price reached during this trade. Not 100% accurate.
`min_rate`	float	Lowest price reached during this trade. Not 100% accurate.
`nr_of_successful_entries`	int	Number of successful (filled) entry orders.
`nr_of_successful_exits`	int	Number of successful (filled) exit orders.
`has_open_position`	boolean	True if there is an open position (amount > 0) for this trade. Only false while the initial entry order is unfilled.
`has_open_orders`	boolean	Has the trade open orders (excluding stoploss orders).
`has_open_sl_orders`	boolean	True if there are open stoploss orders for this trade.
`open_orders`	Order[]	All open orders for this trade excluding stoploss orders.
`open_sl_orders`	Order[]	All open stoploss orders for this trade.
`fully_canceled_entry_order_count`	int	Number of fully canceled entry orders.
`canceled_exit_order_count`	int	Number of canceled exit orders.

Attribute	DataType	Description
`stop_loss`	float	Absolute value of the stop loss.
`stop_loss_pct`	float	Relative value of the stop loss.
`initial_stop_loss`	float	Absolute value of the initial stop loss.
`initial_stop_loss_pct`	float	Relative value of the initial stop loss.
`stoploss_last_update_utc`	datetime	Timestamp of the last stoploss on exchange order update.
`stoploss_or_liquidation`	float	Returns the more restrictive of stoploss or liquidation price and corresponds to the price a stoploss would trigger at.

Futures/Margin trading attributes

Attribute	DataType	Description
`liquidation_price`	float	Liquidation price for leveraged trades.
`interest_rate`	float	Interest rate for margin trades.
`funding_fees`	float	Total funding fees for futures trades.

Class methods

The following are class methods - which return generic information, and usually result in an explicit query against the database. They can be used as Trade.<method> - e.g. open_trades = Trade.get_open_trade_count()

!!! Warning "Backtesting/hyperopt" Most methods will work in both backtesting / hyperopt and live/dry modes. During backtesting, it's limited to usage in strategy callbacks. Usage in populate_*() methods is not supported and will result in wrong results.

get_trades_proxy

When your strategy needs some information on existing (open or close) trades - it's best to use Trade.get_trades_proxy().

Usage:

python

from freqtrade.persistence import Trade
from datetime import timedelta

# ...
trade_hist = Trade.get_trades_proxy(pair='ETH/USDT', is_open=False, open_date=current_date - timedelta(days=2))

get_trades_proxy() supports the following keyword arguments. All arguments are optional - calling get_trades_proxy() without arguments will return a list of all trades in the database.

pair e.g. pair='ETH/USDT'
is_open e.g. is_open=False
open_date e.g. open_date=current_date - timedelta(days=2)
close_date e.g. close_date=current_date - timedelta(days=5)

get_open_trade_count

Get the number of currently open trades

python

from freqtrade.persistence import Trade
# ...
open_trades = Trade.get_open_trade_count()

get_total_closed_profit

Retrieve the total profit the bot has generated so far. Aggregates close_profit_abs for all closed trades.

python

from freqtrade.persistence import Trade

# ...
profit = Trade.get_total_closed_profit()

total_open_trades_stakes

Retrieve the total stake_amount that's currently in trades.

python

from freqtrade.persistence import Trade

# ...
profit = Trade.total_open_trades_stakes()

Class methods not supported in backtesting/hyperopt

The following class methods are not supported in backtesting/hyperopt mode.

get_overall_performance

Retrieve the overall performance - similar to the /performance telegram command.

python

from freqtrade.persistence import Trade

# ...
if self.config['runmode'].value in ('live', 'dry_run'):
    performance = Trade.get_overall_performance()

Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).

json

{"pair": "ETH/BTC", "profit": 0.015, "count": 5}

get_trading_volume

Get total trading volume based on orders.

python

from freqtrade.persistence import Trade

# ...
volume = Trade.get_trading_volume()

Order Object

An Order object represents an order on the exchange (or a simulated order in dry-run mode). An Order object will always be tied to it's corresponding Trade, and only really makes sense in the context of a trade.

Order - Available attributes

an Order object is typically attached to a trade. Most properties here can be None as they are dependent on the exchange response.

Attribute	DataType	Description
`trade`	Trade	Trade object this order is attached to
`ft_pair`	string	Pair this order is for
`ft_is_open`	boolean	is the order still open?
`ft_order_side`	string	Order side ('buy', 'sell', or 'stoploss')
`ft_cancel_reason`	string	Reason why the order was canceled
`ft_order_tag`	string	Custom order tag
`order_id`	string	Exchange order ID
`order_type`	string	Order type as defined on the exchange - usually market, limit or stoploss
`status`	string	Status as defined by ccxt's order structure. Usually open, closed, expired, canceled or rejected
`side`	string	buy or sell
`price`	float	Price the order was placed at
`average`	float	Average price the order filled at
`amount`	float	Amount in base currency
`filled`	float	Filled amount (in base currency) (use `safe_filled` instead)
`safe_filled`	float	Filled amount (in base currency) - guaranteed to not be None
`safe_amount`	float	Amount - falls back to ft_amount if None
`safe_price`	float	Price - falls back through average, price, stop_price, ft_price
`safe_placement_price`	float	Price at which the order was placed
`remaining`	float	Remaining amount (use `safe_remaining` instead)
`safe_remaining`	float	Remaining amount - either taken from the exchange or calculated.
`safe_cost`	float	Cost of the order - guaranteed to not be None
`safe_fee_base`	float	Fee in base currency - guaranteed to not be None
`safe_amount_after_fee`	float	Amount after deducting fees
`cost`	float	Cost of the order - usually average * filled (Exchange dependent on futures trading, may contain the cost with or without leverage and may be in contracts.)
`stop_price`	float	Stop price for stop orders. Empty for non-stoploss orders.
`stake_amount`	float	Stake amount used for this order.
`stake_amount_filled`	float	Filled Stake amount used for this order.
`order_date`	datetime	Order creation date use `order_date_utc` instead
`order_date_utc`	datetime	Order creation date (in UTC)
`order_filled_date`	datetime	Order fill date use `order_filled_utc` instead
`order_filled_utc`	datetime	Order fill date
`order_update_date`	datetime	Last order update date

Trade Object

Trade Object

Trade

Trade - Available attributes

Stop Loss related attributes

Futures/Margin trading attributes

Class methods

get_trades_proxy

get_open_trade_count

get_total_closed_profit

total_open_trades_stakes

Class methods not supported in backtesting/hyperopt

get_overall_performance

get_trading_volume

Order Object

Order - Available attributes