OctoBot-Trading 2.3.25__tar.gz → 2.3.27__tar.gz

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/CHANGELOG.md

@@ -4,6 +4,21 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.3.27] - 2023-03-16
+### Added
+- [Portfolio] indirect currency valuation
+### Fixed
+- [Portfolio] price initialisation
+
+## [2.3.26] - 2023-03-15
+### Added
+- [Orders] storage system to keep track of groups, chained orders, entries and tags
+- [Exchanges] support for crypto.com
+### Updated
+- [Exchanges] fees checking to ensure closed order fees availability
+### Fixed
+- [PNL] PNL when entry is a sell order
+
 ## [2.3.25] - 2023-03-09
 ### Added
 - [Exchanges] get_leverage_tiers 

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.3.25
+Version: 2.3.27
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -17,7 +17,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.3.25](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/OctoBot_Trading.egg-info/SOURCES.txt

@@ -263,6 +263,7 @@ octobot_trading/personal_data/orders/order_util.pxd
 octobot_trading/personal_data/orders/order_util.py
 octobot_trading/personal_data/orders/orders_manager.pxd
 octobot_trading/personal_data/orders/orders_manager.py
+octobot_trading/personal_data/orders/orders_storage_operations.py
 octobot_trading/personal_data/orders/channel/__init__.pxd
 octobot_trading/personal_data/orders/channel/__init__.py
 octobot_trading/personal_data/orders/channel/orders.pxd
@@ -275,6 +276,7 @@ octobot_trading/personal_data/orders/groups/__init__.pxd
 octobot_trading/personal_data/orders/groups/__init__.py
 octobot_trading/personal_data/orders/groups/balanced_take_profit_and_stop_order_group.pxd
 octobot_trading/personal_data/orders/groups/balanced_take_profit_and_stop_order_group.py
+octobot_trading/personal_data/orders/groups/group_util.py
 octobot_trading/personal_data/orders/groups/one_cancels_the_other_order_group.pxd
 octobot_trading/personal_data/orders/groups/one_cancels_the_other_order_group.py
 octobot_trading/personal_data/orders/states/__init__.pxd
@@ -347,6 +349,8 @@ octobot_trading/personal_data/portfolios/portfolio_value_holder.pxd
 octobot_trading/personal_data/portfolios/portfolio_value_holder.py
 octobot_trading/personal_data/portfolios/sub_portfolio.pxd
 octobot_trading/personal_data/portfolios/sub_portfolio.py
+octobot_trading/personal_data/portfolios/value_converter.pxd
+octobot_trading/personal_data/portfolios/value_converter.py
 octobot_trading/personal_data/portfolios/assets/__init__.pxd
 octobot_trading/personal_data/portfolios/assets/__init__.py
 octobot_trading/personal_data/portfolios/assets/future_asset.pxd
@@ -460,6 +464,7 @@ octobot_trading/signals/channel/signal_producer.py
 octobot_trading/storage/__init__.py
 octobot_trading/storage/abstract_storage.py
 octobot_trading/storage/candles_storage.py
+octobot_trading/storage/orders_storage.py
 octobot_trading/storage/portfolio_storage.py
 octobot_trading/storage/storage_manager.py
 octobot_trading/storage/trades_storage.py
@@ -554,8 +559,10 @@ tests/personal_data/orders/test_order_adapter.py
 tests/personal_data/orders/test_order_factory.py
 tests/personal_data/orders/test_order_util.py
 tests/personal_data/orders/test_orders_manager.py
+tests/personal_data/orders/test_orders_storage_operations.py
 tests/personal_data/orders/groups/__init__.py
 tests/personal_data/orders/groups/test_balanced_take_profit_and_stop_order_group.py
+tests/personal_data/orders/groups/test_group_util.py
 tests/personal_data/orders/groups/test_one_cancels_the_other_order_group.py
 tests/personal_data/orders/states/__init__.py
 tests/personal_data/orders/states/test_cancel_order_state.py
@@ -587,6 +594,7 @@ tests/personal_data/portfolios/test_portfolio.py
 tests/personal_data/portfolios/test_portfolio_manager.py
 tests/personal_data/portfolios/test_portfolio_profitability.py
 tests/personal_data/portfolios/test_portfolio_value_holder.py
+tests/personal_data/portfolios/test_value_converter.py
 tests/personal_data/portfolios/assets/__init__.py
 tests/personal_data/portfolios/assets/test_future_asset.py
 tests/personal_data/portfolios/assets/test_margin_asset.py

{OctoBot-Trading-2.3.25/OctoBot_Trading.egg-info → OctoBot-Trading-2.3.27}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.3.25
+Version: 2.3.27
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -17,7 +17,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.3.25](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.3.25](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.3.27](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.3.25"  # major.minor.revision
+VERSION = "2.3.27"  # major.minor.revision

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/api/profitability.py

@@ -45,7 +45,7 @@ def get_current_crypto_currency_value(exchange_manager, currency) -> decimal.Dec
         try:
             # try using last prices by trading pair
             return exchange_manager.exchange_personal_data.portfolio_manager. \
-                portfolio_value_holder.convert_currency_value_using_last_prices(
+                portfolio_value_holder.value_converter.convert_currency_value_using_last_prices(
                     constants.ONE,
                     currency,
                     exchange_manager.exchange_personal_data.portfolio_manager.reference_market
@@ -65,4 +65,5 @@ def get_reference_market(config) -> str:
 
 def get_initializing_currencies_prices(exchange_manager) -> set:
     return set() if exchange_manager.exchange_personal_data.portfolio_manager is None else \
-        exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.initializing_symbol_prices
+        exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
+        value_converter.initializing_symbol_prices

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/constants.py

@@ -70,6 +70,7 @@ NaN = decimal.Decimal("nan")
 FULL_CANDLE_HISTORY_EXCHANGES = ["bequant", "binance", "binanceus", "binanceusdm", "bitcoincom",
                                  "bitfinex", "bitfinex2", "bitmex", "idex", "bybit", "bitget"]
 
+DEFAULT_FUTURE_EXCHANGES = ["binanceusdm", "bybit"]
 TESTED_EXCHANGES = [
     "binance",
     "okx",
@@ -80,13 +81,14 @@ TESTED_EXCHANGES = [
     "kucoin",
     # "coinbasepro",  # waiting for ccxt update on coinbase advanced
     "bybit",
+    "cryptocom",
     "phemex",
     "hollaex"
 ]
-DEFAULT_FUTURE_EXCHANGES = ["bybit"]
+DEFAULT_FUTURE_EXCHANGES = ["binanceusdm", "bybit"]
 SIMULATOR_TESTED_EXCHANGES = ["bitfinex2", "bithumb", "bitstamp", "bittrex", "coinex",
                               "hitbtc", "kraken", "poloniex", "bitso", "ndax", "upbit",
-                              "wavesexchange", "cryptocom"]
+                              "wavesexchange"]
 
 CONFIG_DEFAULT_FEES = 0.001
 CONFIG_DEFAULT_SIMULATOR_FEES = 0

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/enums.py

@@ -36,8 +36,14 @@ class PositionSide(enum.Enum):
 class TradeOrderType(enum.Enum):
     LIMIT = "limit"
     MARKET = "market"
+    # stop loss == reduce only on futures
     STOP_LOSS = "stop_loss"
     STOP_LOSS_LIMIT = "stop_loss_limit"
+    # conditional orders
+    # TODO handle them
+    CONDITIONAL_MARKET = "stop_market"
+    CONDITIONAL_LIMIT = "stop_limit"
+    
     TAKE_PROFIT = "take_profit"
     TAKE_PROFIT_LIMIT = "take_profit_limit"
     TRAILING_STOP = "trailing_stop"
@@ -319,6 +325,7 @@ class ExchangeConstantsOrderColumns(enum.Enum):
     STOP_PRICE = "stopPrice"
     TRIGGER_ABOVE = "triggerAbove"
     TAG = "tag"
+    SELF_MANAGED = "self-managed"
     ENTRIES = "entries"
 
 
@@ -526,3 +533,15 @@ class TradingSignalOrdersActions(enum.Enum):
     ADD_TO_GROUP = "add_to_group"
     EDIT = "edit"
     CANCEL = "cancel"
+
+
+class StoredOrdersAttr(enum.Enum):
+    GROUP = "gr"
+    GROUP_ID = "gi"
+    GROUP_TYPE = "gt"
+    CHAINED_ORDERS = "co"
+    EXCHANGE_CREATION_PARAMS = "ecp"
+    TRADER_CREATION_KWARGS = "tck"
+    SHARED_SIGNAL_ORDER_ID = "ssoi"
+    HAS_BEEN_BUNDLED = "hbb"
+    ENTRIES = "en"

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/errors.py

@@ -200,6 +200,12 @@ class MissingPriceDataError(Exception):
     """
 
 
+class PendingPriceDataError(Exception):
+    """
+    Raised when a price info is waiting to be updated
+    """
+
+
 class UnreachableExchange(Exception):
     """
     Raised when an exchange cant be reached (likely when it's offline)

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/__init__.pxd

@@ -69,6 +69,9 @@ from octobot_trading.exchanges.util cimport (
     get_exchange_type,
     get_default_exchange_type,
     get_supported_exchange_types,
+    update_raw_order_from_raw_trade,
+    is_missing_trading_fees,
+    apply_trades_fees,
     get_exchange_class_from_name,
 )
 
@@ -125,6 +128,9 @@ __all__ = [
     "get_exchange_type",
     "get_default_exchange_type",
     "get_supported_exchange_types",
+    "update_raw_order_from_raw_trade",
+    "is_missing_trading_fees",
+    "apply_trades_fees",
     "get_exchange_class_from_name",
     "DefaultWebSocketExchange",
     "DefaultRestExchange",

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/__init__.py

@@ -72,6 +72,9 @@ from octobot_trading.exchanges.util import (
     get_exchange_type,
     get_default_exchange_type,
     get_supported_exchange_types,
+    update_raw_order_from_raw_trade,
+    is_missing_trading_fees,
+    apply_trades_fees,
     get_exchange_class_from_name,
     force_disable_web_socket,
     check_web_socket_config,
@@ -143,6 +146,9 @@ __all__ = [
     "get_exchange_type",
     "get_default_exchange_type",
     "get_supported_exchange_types",
+    "update_raw_order_from_raw_trade",
+    "is_missing_trading_fees",
+    "apply_trades_fees",
     "get_exchange_class_from_name",
     "AbstractExchange",
     "is_exchange_managed_by_websocket",

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/abstract_exchange.py

@@ -298,7 +298,7 @@ class AbstractExchange(util.Initializable):
     async def create_order(self, order_type: enums.TraderOrderType, symbol: str, quantity: decimal.Decimal,
                            price: decimal.Decimal = None, stop_price: decimal.Decimal = None,
                            side: enums.TradeOrderSide = None, current_price: decimal.Decimal = None,
-                           params: dict = None) \
+                           reduce_only: bool = False, params: dict = None) \
             -> typing.Optional[dict]:
         """
         Create a order on the exchange

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/config/exchange_config_data.pxd

@@ -25,7 +25,6 @@ cdef class ExchangeConfig(util.Initializable):
 
     cdef public list traded_symbol_pairs
     cdef public list traded_symbols
-    cdef public list all_config_symbol_pairs
     cdef public list watched_pairs
     cdef public list available_required_time_frames
     cdef public list traded_time_frames

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/config/exchange_config_data.py

@@ -45,9 +45,6 @@ class ExchangeConfig(util.Initializable):
         # Same as traded_symbol_pairs but with parsed symbols
         self.traded_symbols = []
 
-        # list of exchange supported pairs from self.config (used to initialize evaluators and more)
-        self.all_config_symbol_pairs = []
-
         # list of exchange supported pairs on which we want to collect data through updaters or websocket
         self.watched_pairs = []
 
@@ -172,7 +169,6 @@ class ExchangeConfig(util.Initializable):
             octobot_commons.symbols.parse_symbol(symbol)
             for symbol in traded_symbol_pairs_set
         ]
-        self.all_config_symbol_pairs = list(existing_pairs)
 
         # only add self.traded_symbol_pairs to watched pairs as not every existing_pairs are being collected
         self.watched_pairs = copy.deepcopy(self.traded_symbol_pairs)

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/connectors/ccxt/ccxt_adapter.py

@@ -174,8 +174,6 @@ class CCXTAdapter(adapters.AbstractAdapter):
 
     def parse_trades(self, fixed, **kwargs):
         # CCXT standard trades parsing logic
-        for trade in fixed:
-            trade.pop(ecoc.INFO.value, None)
         return fixed
 
     def fix_position(self, raw, **kwargs):

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -321,14 +321,15 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
 
     async def get_closed_orders(self, symbol: str = None, since: int = None,
                                 limit: int = None, **kwargs: dict) -> list:
-        if self.client.has['fetchClosedOrders']:
+        try:
             with self.error_describer():
                 return self.adapter.adapt_orders(
                     await self.client.fetch_closed_orders(symbol=symbol, since=since, limit=limit, params=kwargs),
                     symbol=symbol
                 )
-        else:
-            raise octobot_trading.errors.NotSupported("This exchange doesn't support fetchClosedOrders")
+        except ccxt.NotSupported as e:
+            # fetch_closed_orders is not supported
+            raise octobot_trading.errors.NotSupported from e
 
     async def get_my_recent_trades(self, symbol: str = None, since: int = None,
                                    limit: int = None, **kwargs: dict) -> list:
@@ -373,9 +374,46 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
         )
 
     async def create_market_stop_loss_order(self, symbol, quantity, price, side, current_price, params=None) -> dict:
+        if self.client.has.get("createStopMarketOrder"):
+            try:
+                return self.adapter.adapt_order(
+                    await self.client.createStopMarketOrder(
+                        symbol,
+                        side=side,
+                        amount=quantity,
+                        stopPrice=price,
+                        params=params,
+                    )
+                )
+            except ccxt.OrderImmediatelyFillable:
+                # make sure stop always stops
+                created_order = await self.exchange_manager.exchange.create_order(
+                    order_type=(enums.TraderOrderType.BUY_MARKET
+                                if side == enums.TradeOrderSide.BUY.value
+                                else enums.TraderOrderType.SELL_MARKET),
+                    symbol=symbol,
+                    quantity=decimal.Decimal(str(quantity)),
+                    price=decimal.Decimal(str(price)),
+                    current_price=decimal.Decimal(str(current_price))
+                )
+                created_order[enums.ExchangeConstantsOrderColumns.TYPE.value] = (
+                    enums.TraderOrderType.STOP_LOSS.value
+                    )
+                return created_order
         raise NotImplementedError("create_market_stop_loss_order is not implemented")
 
-    async def create_limit_stop_loss_order(self, symbol, quantity, price=None, side=None, params=None) -> dict:
+    async def create_limit_stop_loss_order(self, symbol, quantity, price, stop_price, side, params=None) -> dict:
+        if self.client.has.get("createStopLimitOrder"):
+            return self.adapter.adapt_order(
+                await self.client.create_stop_limit_order(
+                    symbol,
+                    side=side,
+                    amount=quantity,
+                    price=price,
+                    stopPrice=stop_price,
+                    params=params,
+                )
+            )
         raise NotImplementedError("create_limit_stop_loss_order is not implemented")
 
     async def create_market_take_profit_order(self, symbol, quantity, price=None, side=None, params=None) -> dict:

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/connectors/ccxt/ccxt_websocket_connector.py

@@ -830,7 +830,7 @@ class CCXTWebsocketConnector(abstract_websocket_exchange.AbstractWebsocketExchan
                                         f"previous candle time: {previous_candle_time} " \
                                         f"({subsequent_unordered_candles} unordered candles in a row)."
                         if subsequent_unordered_candles == self.MAX_ALLOWED_SUBSEQUENT_UNORDERED_CANDLES:
-                            self.logger.error(error_message)
+                            self.logger.warning(error_message)
                         else:
                             self.logger.debug(error_message)
                         if candle is last_candle:

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/exchange_manager.py

@@ -297,7 +297,7 @@ class ExchangeManager(util.Initializable):
             "trading_modes": str([tm.get_name() for tm in self.trading_modes]),
             "traded_time_frames": str(self.exchange_config.traded_time_frames),
             "watched_pairs": str(self.exchange_config.watched_pairs),
-            "all_config_symbol_pairs": str(self.exchange_config.all_config_symbol_pairs),
+            "traded_symbol_pairs": str(self.exchange_config.traded_symbol_pairs),
         }
 
     def __str__(self):

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/exchanges.py

@@ -26,8 +26,6 @@ class ExchangeConfiguration:
         self.id = exchange_manager.id
         self.matrix_id = matrix_id
         # use only enabled currencies
-        # use exchange_manager.exchange_config.all_config_symbol_pairs to get all pairs regardless of whether they
-        # are activated in config
         self.symbols = exchange_manager.exchange_config.traded_symbol_pairs
         self.symbols_by_crypto_currencies = exchange_manager.exchange_config.traded_cryptocurrencies
         self.real_time_time_frames = exchange_manager.exchange_config.real_time_time_frames

{OctoBot-Trading-2.3.25 → OctoBot-Trading-2.3.27}/octobot_trading/exchanges/traders/trader.py

@@ -235,13 +235,14 @@ class Trader(util.Initializable):
             order_params = self.exchange_manager.exchange.get_order_additional_params(new_order)
             order_params.update(new_order.exchange_creation_params)
             order_params.update(params)
-            created_order = await self.exchange_manager.exchange.create_order(new_order.order_type,
-                                                                              new_order.symbol,
-                                                                              new_order.origin_quantity,
-                                                                              new_order.origin_price,
-                                                                              new_order.origin_stop_price,
-                                                                              new_order.side,
-                                                                              new_order.created_last_price,
+            created_order = await self.exchange_manager.exchange.create_order(order_type=new_order.order_type,
+                                                                              symbol=new_order.symbol,
+                                                                              quantity=new_order.origin_quantity,
+                                                                              price=new_order.origin_price,
+                                                                              stop_price=new_order.origin_stop_price,
+                                                                              side=new_order.side,
+                                                                              current_price=new_order.created_last_price,
+                                                                              reduce_only=new_order.reduce_only,
                                                                               params=order_params)
             if created_order is None:
                 return None