OctoBot-Trading 2.4.113__tar.gz → 2.4.115__tar.gz

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/CHANGELOG.md

@@ -4,6 +4,14 @@ 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).
 
+## [2.4.115] - 2024-10-21
+### Added
+[Orders] add get_valid_split_orders
+
+## [2.4.114] - 2024-10-02
+### Updated
+[Exchanges] handle creds with " or ' leading/trailing chars 
+
 ## [2.4.113] - 2024-10-02
 ### Added
 [Orders] improve canceled & filled order error recovery 

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.113
+Version: 2.4.115
 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 [2.4.113](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.115](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-2.4.113/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.115}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.113
+Version: 2.4.115
 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 [2.4.113](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.115](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-2.4.113 → OctoBot-Trading-2.4.115}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.113](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.115](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-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.113"  # major.minor.revision
+VERSION = "2.4.115"  # major.minor.revision

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/exchanges/exchange_factory.py

@@ -61,8 +61,17 @@ async def create_real_exchange(exchange_manager, exchange_config_by_exchange: ty
         if exchange_manager.exchange_only:
             return
         await _initialize_exchange_backend(exchange_manager)
-    except errors.AuthenticationError:
-        exchange_manager.logger.error("Authentication error, retrying without authentication...")
+    except errors.AuthenticationError as err:
+        if exchange_manager.without_auth:
+            # already retried, don't loop
+            exchange_manager.logger.error(
+                f"Authentication is required and created an error: impossible to connect to "
+                f"{exchange_manager.exchange_name} exchange: {err}"
+            )
+            raise
+        exchange_manager.logger.error(
+            f"Authentication error on {exchange_manager.exchange_name}, retrying without authentication..."
+        )
         exchange_manager.without_auth = True
         await create_real_exchange(exchange_manager, exchange_config_by_exchange)
         return

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/exchanges/exchange_manager.py

@@ -308,13 +308,16 @@ class ExchangeManager(util.Initializable):
         if self.ignore_config or not self.should_decrypt_token() or self.without_auth:
             return "", "", "", ""
         config_exchange = self.config[common_constants.CONFIG_EXCHANGES][exchange_name]
+        key = configuration.decrypt_element_if_possible(
+            common_constants.CONFIG_EXCHANGE_KEY, config_exchange, None
+        )
+        secret = configuration.decrypt_element_if_possible(
+            common_constants.CONFIG_EXCHANGE_SECRET, config_exchange, None
+        )
         return (
-            configuration.decrypt_element_if_possible(
-                common_constants.CONFIG_EXCHANGE_KEY, config_exchange, None
-            ).strip(" "),   # remove leading and trailing whitespaces if any
-            configuration.decrypt_element_if_possible(
-                common_constants.CONFIG_EXCHANGE_SECRET, config_exchange, None
-            ).strip(" "),   # remove leading and trailing whitespaces if any
+            # remove leading and trailing ", ' and whitespaces if any
+            key.strip(' "').strip("'") if key else key,
+            secret.strip(' "').strip("'") if secret else secret,
             configuration.decrypt_element_if_possible(
                 common_constants.CONFIG_EXCHANGE_PASSWORD, config_exchange, None
             ),

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/exchanges/traders/trader.py

@@ -321,6 +321,7 @@ class Trader(util.Initializable):
             order, chained_order.order_type
         )
         if is_bundled:
+            # warning: doesn't work for multiple stop loss / take profits
             if chained_order.order_type is enums.TraderOrderType.STOP_LOSS:
                 params.update(self.exchange_manager.exchange.get_bundled_order_parameters(
                     order,

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/personal_data/__init__.py

@@ -27,6 +27,7 @@ from octobot_trading.personal_data.orders import (
     is_valid,
     get_min_max_amounts,
     check_cost,
+    get_valid_split_orders,
     get_split_orders_count_and_increment,
     get_futures_max_order_size,
     get_max_order_quantity_for_price,
@@ -242,6 +243,7 @@ __all__ = [
     "is_valid",
     "get_min_max_amounts",
     "check_cost",
+    "get_valid_split_orders",
     "get_split_orders_count_and_increment",
     "get_futures_max_order_size",
     "get_max_order_quantity_for_price",

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/personal_data/orders/__init__.py

@@ -77,6 +77,7 @@ from octobot_trading.personal_data.orders.order_util import (
     is_valid,
     get_min_max_amounts,
     check_cost,
+    get_valid_split_orders,
     get_split_orders_count_and_increment,
     get_futures_max_order_size,
     get_max_order_quantity_for_price,
@@ -149,6 +150,7 @@ __all__ = [
     "is_valid",
     "get_min_max_amounts",
     "check_cost",
+    "get_valid_split_orders",
     "get_split_orders_count_and_increment",
     "get_futures_max_order_size",
     "get_max_order_quantity_for_price",

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/personal_data/orders/order_util.py

@@ -105,10 +105,41 @@ def check_cost(total_order_price, min_cost):
     return True
 
 
+def get_valid_split_orders(
+    quantity: decimal.Decimal, prices: list[decimal.Decimal], symbol_market
+) -> (list[decimal.Decimal], list[decimal.Decimal]):
+    if len(prices) < 1:
+        return [], []
+    if len(prices) < 2:
+        return [quantity], [prices[0]]
+    min_quantity, max_quantity, min_cost, max_cost, min_price, max_price = get_min_max_amounts(symbol_market)
+    min_quantity = None if min_quantity is None else decimal.Decimal(f"{min_quantity}")
+    max_quantity = None if max_quantity is None else decimal.Decimal(f"{max_quantity}")
+    min_cost = None if min_cost is None else decimal.Decimal(f"{min_cost}")
+    max_cost = None if max_cost is None else decimal.Decimal(f"{max_cost}")
+    min_price = None if min_price is None else decimal.Decimal(f"{min_price}")
+    max_price = None if max_price is None else decimal.Decimal(f"{max_price}")
+    # try to split quantity evenly amount prices
+    current_supported_orders_count = decimal.Decimal(str(len(prices)))
+    while current_supported_orders_count > constants.ONE:
+        order_vol = quantity / current_supported_orders_count
+        candidate_prices = prices[:int(current_supported_orders_count)]
+        first_price = min(candidate_prices)
+        last_price = max(candidate_prices)
+        if _are_orders_too_small(min_quantity, min_cost, min_price, first_price, order_vol):
+            # reduce orders count to increase quantity
+            current_supported_orders_count -= 1
+        elif _are_orders_too_large(max_quantity, max_cost, max_price, last_price, order_vol):
+            raise errors.InvalidArgumentError(f"Order volume ({order_vol}) is too large")
+        else:
+            return [order_vol] * int(current_supported_orders_count), candidate_prices
+    # default to full quantity and first price
+    return [quantity], [prices[0]]
+
+
 def get_split_orders_count_and_increment(
     lower_price, higher_price, quantity, orders_count, symbol_market, add_increment_to_min_price
-) \
-        -> (int, decimal.Decimal):
+) -> (int, decimal.Decimal):
     """
     :param lower_price: smallest order price
     :param higher_price: largest order price

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/octobot_trading/util/test_tools/exchange_data.py

@@ -33,6 +33,7 @@ class ExchangeAuthDetails(octobot_commons.dataclasses.FlexibleDataclass, octobot
     api_key: str = ""
     api_secret: str = ""
     api_password: str = ""
+    oauth_token: str = ""
     exchange_type: str = ""
     sandboxed: bool = False
     broker_enabled: bool = False

{OctoBot-Trading-2.4.113 → OctoBot-Trading-2.4.115}/tests/personal_data/orders/test_order_util.py

@@ -537,6 +537,71 @@ async def test_get_order_size_portfolio_percent(trader_simulator):
     ) == decimal.Decimal("10")
 
 
+def test_get_valid_split_orders():
+    # example SOL/BTC values from 12/09/2023
+    symbol_market = {
+        enums.ExchangeConstantsMarketStatusColumns.LIMITS.value: {
+            enums.ExchangeConstantsMarketStatusColumns.LIMITS_AMOUNT.value: {
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_AMOUNT_MIN.value: 0.01,
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_AMOUNT_MAX.value: 90000000.0,
+            },
+            enums.ExchangeConstantsMarketStatusColumns.LIMITS_COST.value: {
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_COST_MIN.value: 0.0001,
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_COST_MAX.value: 9000000.0
+            },
+            enums.ExchangeConstantsMarketStatusColumns.LIMITS_PRICE.value: {
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_PRICE_MIN.value: 1e-07,
+                enums.ExchangeConstantsMarketStatusColumns.LIMITS_PRICE_MAX.value: 1000.0
+            },
+        },
+        enums.ExchangeConstantsMarketStatusColumns.PRECISION.value: {
+            enums.ExchangeConstantsMarketStatusColumns.PRECISION_PRICE.value: 7,
+            enums.ExchangeConstantsMarketStatusColumns.PRECISION_AMOUNT.value: 2
+        }
+    }
+    # all valid values
+    prices = [
+        decimal.Decimal("0.0006858"),
+        decimal.Decimal("0.0006908"),
+        decimal.Decimal("0.0006938"),
+        decimal.Decimal("0.0006958"),
+    ]
+    assert personal_data.get_valid_split_orders(
+        decimal.Decimal("1"),
+        prices,
+        symbol_market
+    ) == ([decimal.Decimal("1") / len(prices)] * len(prices), prices)
+
+    # too small amount for cost: adapt to 3 orders
+    assert personal_data.get_valid_split_orders(
+        decimal.Decimal("0.5"),
+        prices,
+        symbol_market
+    ) == ([decimal.Decimal("0.5") / 3] * 3, prices[:3])
+
+    # too small amount for cost: adapt to 1 orders
+    assert personal_data.get_valid_split_orders(
+        decimal.Decimal("0.1"),
+        prices,
+        symbol_market
+    ) == ([decimal.Decimal('0.1')], [decimal.Decimal('0.0006858')])
+
+    # too small amount for cost (because of the lowest price order amount that gets truncated because of
+    # exchange precision rules): adapt to 0 orders
+
+    prices = [
+        decimal.Decimal("0.0006963"),
+        decimal.Decimal("0.0006908"),
+        decimal.Decimal("0.0006938"),
+        decimal.Decimal("0.0006958"),
+    ]
+    assert personal_data.get_valid_split_orders(
+        decimal.Decimal("0.14985"),
+        prices,
+        symbol_market,
+    ) == ([decimal.Decimal('0.14985')], [decimal.Decimal('0.0006963')])
+
+
 def test_get_split_orders_count_and_increment():
     # example SOL/BTC values from 12/09/2023
     symbol_market = {