OctoBot-Trading 2.4.137__tar.gz → 2.4.139__tar.gz

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/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).
 
+## [2.4.139] - 2023-12-29
+### Updated
+[Simulator] handle futures backtesting with market status and different ccxt classes
+
+## [2.4.138] - 2023-12-28
+### Updated
+[TradingModes] ignore fees in futures chained orders
+
 ## [2.4.137] - 2023-12-27
 ### Updated
 [Orders] handle reduce only in test tools and in register_chained_order

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.137
+Version: 2.4.139
 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 [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.139](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-2.4.137/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.139}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.137
+Version: 2.4.139
 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 [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.139](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-2.4.137 → OctoBot-Trading-2.4.139}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.137](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.139](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-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.137"  # major.minor.revision
+VERSION = "2.4.139"  # major.minor.revision

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/constants.py

@@ -54,6 +54,7 @@ CONFIG_CANDLES_HISTORY_SIZE_TITLE = "Candles history size"
 CONFIG_CANDLES_HISTORY_SIZE_KEY = CONFIG_CANDLES_HISTORY_SIZE_TITLE.replace(" ", "_")
 CONFIG_BUY_ORDER_AMOUNT = "buy_order_amount"
 CONFIG_SELL_ORDER_AMOUNT = "sell_order_amount"
+CONFIG_LEVERAGE = "leverage"
 TRADING_MODE_ACTIVITY_REASON = "reason"
 
 # Exchange

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/exchanges/connectors/ccxt/ccxt_client_util.py

@@ -236,7 +236,11 @@ def get_pair_cryptocurrency(client, pair) -> str:
 
 
 def get_contract_size(client, pair) -> float:
-    return client.markets[pair][ccxt_enums.ExchangeConstantsMarketStatusCCXTColumns.CONTRACT_SIZE.value]
+    return get_market_status_contract_size(client.markets[pair])
+
+
+def get_market_status_contract_size(market_status: dict) :
+    return market_status[ccxt_enums.ExchangeConstantsMarketStatusCCXTColumns.CONTRACT_SIZE.value]
 
 
 def get_fees(market_status) -> dict:

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/exchanges/connectors/simulator/ccxt_client_simulation.py

@@ -13,6 +13,8 @@
 #
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
+import decimal
+
 import octobot_trading.exchanges.connectors.ccxt.ccxt_client_util as ccxt_client_util
 
 
@@ -24,3 +26,7 @@ def parse_markets(exchange_name, market_filter) -> dict:
 
 def get_fees(market_status) -> dict:
     return ccxt_client_util.get_fees(market_status)
+
+
+def get_contract_size(market_status: dict) -> decimal.Decimal:
+    return decimal.Decimal(str(ccxt_client_util.get_market_status_contract_size(market_status)))

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/exchanges/connectors/simulator/exchange_simulator_connector.py

@@ -76,12 +76,20 @@ class ExchangeSimulatorConnector(abstract_exchange.AbstractExchange):
             return market[enums.ExchangeConstantsMarketStatusColumns.SYMBOL.value] in self.symbols
 
         self._forced_market_statuses = ccxt_client_simulation.parse_markets(
-            self.exchange_manager.exchange_class_string, market_filter
+            self._get_exchange_class_rest_name(), market_filter
         )
 
+    def _get_exchange_class_rest_name(self):
+        if self.exchange_manager.exchange.exchange_tentacle_class:
+            return self.exchange_manager.exchange.exchange_tentacle_class.get_rest_name(self.exchange_manager)
+        return self.exchange_manager.exchange_class_string
+
     def should_adapt_market_statuses(self) -> bool:
         return self.exchange_manager.use_cached_markets
 
+    def get_contract_size(self, symbol: str):
+        return ccxt_client_simulation.get_contract_size(self.get_market_status(symbol, with_fixer=False))
+
     @classmethod
     def load_user_inputs_from_class(cls, tentacles_setup_config, tentacle_config):
         # no user input in connector

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/exchanges/types/rest_exchange.py

@@ -138,7 +138,7 @@ class RestExchange(abstract_exchange.AbstractExchange):
             exchange_manager,
             adapter_class=self.get_adapter_class(),
             additional_config=self.get_additional_connector_config(),
-            rest_name=self.get_rest_name(),
+            rest_name=self.get_rest_name(self.exchange_manager),
             force_auth=self.REQUIRES_AUTHENTICATION,
         )
 
@@ -166,8 +166,9 @@ class RestExchange(abstract_exchange.AbstractExchange):
         """
         return [enums.ExchangeTypes.SPOT]
 
-    def get_rest_name(self):
-        return self.exchange_manager.exchange_class_string
+    @classmethod
+    def get_rest_name(cls, exchange_manager):
+        return exchange_manager.exchange_class_string
 
     def get_associated_websocket_exchange_name(self):
         return self.exchange_manager.exchange_name

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/modes/channel/abstract_mode_consumer.py

@@ -266,12 +266,16 @@ class AbstractTradingModeConsumer(modes_channel.ModeChannelConsumer):
             tag=tag,
         )
         params = {}
+        # do not reduce chained order amounts to account for fees when trading futures
+        update_with_triggering_order_fees = not self.exchange_manager.is_future
         if allow_bundling:
             params = await self.exchange_manager.trader.bundle_chained_order_with_uncreated_order(
-                main_order, chained_order, True
+                main_order, chained_order, update_with_triggering_order_fees
             )
         else:
-            await self.exchange_manager.trader.chain_order(main_order, chained_order, True, False)
+            await self.exchange_manager.trader.chain_order(
+                main_order, chained_order, update_with_triggering_order_fees, False
+            )
         return params, chained_order
 
 

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/modes/script_keywords/basic_keywords/configuration.py

@@ -20,13 +20,15 @@ import octobot_commons.enums as commons_enums
 import octobot_trading.modes.script_keywords.basic_keywords.user_inputs as user_inputs
 import octobot_trading.enums as enums
 import octobot_trading.errors as errors
+import octobot_trading.constants as constants
 
 
 async def user_select_leverage(
-        ctx,
-        def_val=1,
-        order=None,
-        name="leverage"):
+    ctx,
+    def_val=1,
+    order=None,
+    name=constants.CONFIG_LEVERAGE
+):
     return await user_inputs.user_input(ctx, name, commons_enums.UserInputTypes.INT.value, def_val, order=order)
 
 

{OctoBot-Trading-2.4.137 → OctoBot-Trading-2.4.139}/octobot_trading/exchanges/implementations/exchange_simulator.py

@@ -44,11 +44,11 @@ class ExchangeSimulator(rest_exchange.RestExchange):
         )
 
     async def initialize_impl(self):
-        await super().initialize_impl()
-        self.exchange_importers = self.connector.exchange_importers
         self.exchange_tentacle_class = exchange_util.get_rest_exchange_class(
             self.exchange_manager.exchange_name, self.exchange_manager.tentacles_setup_config, None
         )
+        await super().initialize_impl()
+        self.exchange_importers = self.connector.exchange_importers
         if self.connector.should_adapt_market_statuses():
             await self._init_exchange_tentacle()