OctoBot-Trading 2.4.100__tar.gz → 2.4.102__tar.gz

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/CHANGELOG.md

@@ -4,6 +4,15 @@ 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).
 
+## [2.4.102] - 2024-08-24
+### Added
+- [Exchanges] add get_order_books
+- [API] add get_daily_base_and_quote_volume_from_ticker
+
+## [2.4.101] - 2024-08-22
+### Added
+- [Leverage] add ccxt leverage
+
 ## [2.4.100] - 2024-08-21
 ### Added
 - [TradingModes] allow starting bot without enabled trading mode

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.100
+Version: 2.4.102
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.100](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.102](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-2.4.100/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.102}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.100
+Version: 2.4.102
 Summary: OctoBot project trading package
 Home-page: https://github.com/Drakkar-Software/OctoBot-Trading
 Author: Drakkar-Software
@@ -16,7 +16,7 @@ Classifier: Operating System :: POSIX
 Requires-Python: >=3.8
 License-File: LICENSE
 
-# OctoBot-Trading [2.4.100](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.102](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-2.4.100 → OctoBot-Trading-2.4.102}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.100](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.102](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-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.100"  # major.minor.revision
+VERSION = "2.4.102"  # major.minor.revision

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/api/__init__.py

@@ -43,6 +43,7 @@ from octobot_trading.api.symbol_data import (
     get_symbol_low_candles,
     get_symbol_volume_candles,
     get_daily_base_and_quote_volume,
+    get_daily_base_and_quote_volume_from_ticker,
     get_symbol_time_candles,
     create_new_candles_manager,
     force_set_mark_price,
@@ -234,6 +235,7 @@ __all__ = [
     "get_symbol_low_candles",
     "get_symbol_volume_candles",
     "get_daily_base_and_quote_volume",
+    "get_daily_base_and_quote_volume_from_ticker",
     "get_symbol_time_candles",
     "create_new_candles_manager",
     "force_set_mark_price",

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/api/symbol_data.py

@@ -14,6 +14,7 @@
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
 import decimal
+import typing
 
 import octobot_commons.enums
 
@@ -95,14 +96,25 @@ def get_symbol_volume_candles(symbol_data, time_frame, limit=-1, include_in_cons
 
 
 def get_daily_base_and_quote_volume(symbol_data, reference_price: decimal.Decimal) -> (decimal.Decimal, decimal.Decimal):
-    base_volume = symbol_data.ticker_manager.ticker.get(
+    return get_daily_base_and_quote_volume_from_ticker(
+        symbol_data.ticker_manager.ticker, reference_price=reference_price
+    )
+
+
+def get_daily_base_and_quote_volume_from_ticker(
+    ticker: dict, reference_price: typing.Optional[decimal.Decimal] = None
+) -> (decimal.Decimal, decimal.Decimal):
+    base_volume = ticker.get(
         octobot_trading.enums.ExchangeConstantsTickersColumns.BASE_VOLUME.value,
         "nan"
     )
-    quote_volume = symbol_data.ticker_manager.ticker.get(
+    quote_volume = ticker.get(
         octobot_trading.enums.ExchangeConstantsTickersColumns.QUOTE_VOLUME.value,
         "nan"
     )
+    reference_price = reference_price or decimal.Decimal(str(
+        ticker[octobot_trading.enums.ExchangeConstantsTickersColumns.CLOSE.value]
+    ))
     if base_volume:
         base_volume = decimal.Decimal(str(base_volume))
         if not quote_volume or decimal.Decimal(str(quote_volume)).is_nan():

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/exchanges/connectors/ccxt/ccxt_adapter.py

@@ -199,6 +199,13 @@ class CCXTAdapter(adapters.AbstractAdapter):
     def fix_order_book(self, raw, **kwargs):
         fixed = super().fix_order_book(raw, **kwargs)
         # CCXT standard order_book fixing logic
+        try:
+            exchange_timestamp = fixed[enums.ExchangeConstantsOrderBookInfoColumns.TIMESTAMP.value]
+            fixed[enums.ExchangeConstantsOrderBookInfoColumns.TIMESTAMP.value] = self.get_uniformized_timestamp(
+                exchange_timestamp
+            )
+        except KeyError as e:
+            self.logger.error(f"Fail to convert order book timestamp ({e})")
         return fixed
 
     def parse_order_book(self, fixed, **kwargs):
@@ -359,11 +366,8 @@ class CCXTAdapter(adapters.AbstractAdapter):
         return fixed
 
     def parse_leverage(self, fixed, **kwargs):
-        # WARNING no CCXT standard leverage parsing logic
-        # HAS TO BE IMPLEMENTED IN EACH EXCHANGE IMPLEMENTATION
-        return {
-            enums.ExchangeConstantsLeveragePropertyColumns.RAW.value: fixed,
-        }
+        # CCXT standard leverage fixing logic
+        return fixed
 
     def fix_funding_rate_history(self, raw, **kwargs):
         fixed = super().fix_funding_rate_history(raw, **kwargs)

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -311,6 +311,28 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
         except ccxt.BaseError as e:
             raise octobot_trading.errors.FailedRequest(f"Failed to get_order_book {e}")
 
+    # return bidasks on each side of the order book stack for each given symbol
+    @ccxt_client_util.converted_ccxt_common_errors
+    async def get_order_books(
+        self, symbols: typing.Optional[list[str]], limit: int = 5, **kwargs: dict
+    ) -> typing.Optional[dict]:
+        """
+        WARNING: not always supported by exchanges.
+        Raises octobot_trading.errors.NotSupported when not supported
+        :return: a dict of order book by symbol
+        """
+        try:
+            with self.error_describer():
+                book_by_symbol = await self.client.fetch_order_books(symbols=symbols, limit=limit, params=kwargs)
+                return {
+                    symbol: self.adapter.adapt_order_book(book)
+                    for symbol, book in book_by_symbol.items()
+                }
+        except ccxt.NotSupported:
+            raise octobot_trading.errors.NotSupported
+        except ccxt.BaseError as e:
+            raise octobot_trading.errors.FailedRequest(f"Failed to get_order_books {e}")
+
     @ccxt_client_util.converted_ccxt_common_errors
     async def get_recent_trades(self, symbol: str, limit: int = 50, **kwargs: dict) -> typing.Optional[list]:
         try:

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/exchanges/connectors/ccxt/enums.py

@@ -74,6 +74,13 @@ class ExchangeLeverageTiersCCXTColumns(enum.Enum):
     INFO = "info"
 
 
+class ExchangeLeverageCCXTColumns(enum.Enum):
+    SYMBOL = "symbol"
+    MARGIN_MODE = "marginMode"
+    LONG_LEVERAGE = "longLeverage"
+    SHORT_LEVERAGE = "shortLeverage"
+
+
 class ExchangeOrderCCXTColumns(enum.Enum):
     INFO = "info"
     ID = "id"

{OctoBot-Trading-2.4.100 → OctoBot-Trading-2.4.102}/octobot_trading/exchanges/types/rest_exchange.py

@@ -502,6 +502,11 @@ class RestExchange(abstract_exchange.AbstractExchange):
     async def get_order_book(self, symbol: str, limit: int = 5, **kwargs: dict) -> typing.Optional[dict]:
         return await self.connector.get_order_book(symbol=symbol, limit=limit, **kwargs)
 
+    async def get_order_books(
+        self, symbols: typing.Optional[list[str]], limit: int = 5, **kwargs: dict
+    ) -> typing.Optional[dict]:
+        return await self.connector.get_order_books(symbols=symbols, limit=limit, **kwargs)
+
     async def get_recent_trades(self, symbol: str, limit: int = 50, **kwargs: dict) -> typing.Optional[list]:
         return await self.connector.get_recent_trades(symbol=symbol, limit=limit, **kwargs)