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
is_open	boolean	Is the trade currently open, or has it been concluded
open_rate	float	Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
close_rate	float	Close rate - only set when is_open = False
stake_amount	float	Amount in Stake (or Quote) currency.
amount	float	Amount in Asset / Base currency that is currently owned.
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.
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
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
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.
nr_of_successful_entries	int	Number of successful (filled) entry orders
nr_of_successful_exits	int	Number of successful (filled) exit orders

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()

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:

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

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.

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.

from freqtrade.persistence import Trade

# ...
profit = Trade.total_open_trades_stakes()

get_overall_performance

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

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).

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

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 dependant 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 filled?
order_type	string	Order type as defined on the exchange - usually market, limit or stoploss
status	string	Status as defined by ccxt. Usually open, closed, expired or canceled
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)
remaining	float	Remaining amount
cost	float	Cost of the order - usually average * filled
order_date	datetime	Order creation date use order_date_utc instead
order_date_utc	datetime	Order creation date (in UTC)
order_fill_date	datetime	Order fill date use order_fill_utc instead
order_fill_date_utc	datetime	Order fill date