OctoBot-Trading 2.4.161__tar.gz → 2.4.163__tar.gz

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/CHANGELOG.md

@@ -4,6 +4,16 @@ 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).
 
+## [2.4.163] - 2025-03-18
+### Added
+[Portfolio] add subportfolio and portfolio delta functions
+
+## [2.4.162] - 2025-03-12
+### Added
+[Orders] add ENABLE_SPOT_BUY_MARKET_WITH_COST
+### Updated
+[Orders] log fees when available
+
 ## [2.4.161] - 2025-03-05
 ### Fixed
 [Orders] fix stop orders sync issues

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.161
+Version: 2.4.163
 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 [2.4.161](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.163](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-2.4.161 → OctoBot-Trading-2.4.163}/OctoBot_Trading.egg-info/SOURCES.txt

@@ -207,6 +207,7 @@ octobot_trading/personal_data/portfolios/portfolio_profitability.py
 octobot_trading/personal_data/portfolios/portfolio_util.py
 octobot_trading/personal_data/portfolios/portfolio_value_holder.py
 octobot_trading/personal_data/portfolios/sub_portfolio.py
+octobot_trading/personal_data/portfolios/sub_portfolio_data.py
 octobot_trading/personal_data/portfolios/value_converter.py
 octobot_trading/personal_data/portfolios/assets/__init__.py
 octobot_trading/personal_data/portfolios/assets/future_asset.py
@@ -401,6 +402,7 @@ tests/personal_data/portfolios/test_asset.py
 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_util.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

{OctoBot-Trading-2.4.161/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.163}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.161
+Version: 2.4.163
 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 [2.4.161](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.163](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-2.4.161 → OctoBot-Trading-2.4.163}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.161](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.163](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-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.161"  # major.minor.revision
+VERSION = "2.4.163"  # major.minor.revision

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/api/__init__.py

@@ -158,6 +158,7 @@ from octobot_trading.api.trader import (
 from octobot_trading.api.portfolio import (
     get_portfolio,
     get_portfolio_historical_values,
+    get_portfolio_reference_market,
     get_portfolio_currency,
     get_origin_portfolio,
     set_simulated_portfolio_initial_config,
@@ -170,6 +171,8 @@ from octobot_trading.api.portfolio import (
     get_usd_like_symbols_from_symbols,
     can_convert_symbol_to_usd_like,
     is_usd_like_coin,
+    resolve_sub_portfolios,
+    get_portfolio_filled_orders_deltas,
     get_global_portfolio_currencies_values,
 )
 from octobot_trading.api.profitability import (
@@ -347,6 +350,7 @@ __all__ = [
     "get_current_bot_live_id",
     "get_portfolio",
     "get_portfolio_historical_values",
+    "get_portfolio_reference_market",
     "get_portfolio_currency",
     "get_origin_portfolio",
     "set_simulated_portfolio_initial_config",
@@ -357,6 +361,8 @@ __all__ = [
     "get_usd_like_symbols_from_symbols",
     "can_convert_symbol_to_usd_like",
     "is_usd_like_coin",
+    "resolve_sub_portfolios",
+    "get_portfolio_filled_orders_deltas",
     "get_global_portfolio_currencies_values",
     "get_origin_portfolio_value",
     "get_profitability_stats",

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/api/portfolio.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.symbols as commons_symbols
 import octobot_trading.exchange_channel as exchange_channel
@@ -37,6 +38,10 @@ def get_portfolio_historical_values(exchange_manager, currency, time_frame, from
     return []
 
 
+def get_portfolio_reference_market(exchange_manager) -> str:
+    return exchange_manager.exchange_personal_data.portfolio_manager.reference_market
+
+
 def get_global_portfolio_currencies_values(exchange_managers: list) -> dict:
     currencies_values = {}
     for exchange in exchange_managers:
@@ -68,10 +73,18 @@ def set_simulated_portfolio_initial_config(exchange_manager, portfolio_content):
         )
 
 
-def format_portfolio(portfolio, as_decimal) -> dict:
-    if as_decimal:
+def format_portfolio(
+    portfolio: dict[str, typing.Union[personal_data.Asset, dict[str, typing.Union[float, decimal.Decimal]]]],
+    as_decimal: bool
+) -> dict[str, typing.Union[personal_data.Asset, dict[str, typing.Union[float, decimal.Decimal]]]]:
+    if not portfolio:
         return portfolio
-    return personal_data.portfolio_to_float(portfolio)
+    first_value = next(iter(portfolio.values()))
+    if isinstance(first_value, personal_data.Asset):
+        if as_decimal:
+            return portfolio
+        return personal_data.portfolio_to_float(portfolio)
+    return personal_data.format_dict_portfolio_values(portfolio, as_decimal)
 
 
 def parse_decimal_portfolio(portfolio, as_decimal) -> dict:
@@ -107,3 +120,25 @@ def can_convert_symbol_to_usd_like(symbol: str) -> bool:
 
 def is_usd_like_coin(coin) -> bool:
     return commons_symbols.is_usd_like_coin(coin)
+
+
+def resolve_sub_portfolios(
+    master_portfolio: personal_data.SubPortfolioData,
+    sub_portfolios: list[personal_data.SubPortfolioData],
+    allowed_filling_assets: list[str],
+    forbidden_filling_assets: list[str],
+    market_prices: dict[str, float],
+) -> (personal_data.SubPortfolioData, list[personal_data.SubPortfolioData]):
+    return personal_data.resolve_sub_portfolios(
+        master_portfolio, sub_portfolios, allowed_filling_assets, forbidden_filling_assets, market_prices
+    )
+
+
+def get_portfolio_filled_orders_deltas(
+    previous_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    filled_orders: list[personal_data.Order]
+) -> (dict[str, dict[str, decimal.Decimal]], dict[str, dict[str, decimal.Decimal]]):
+    return personal_data.get_portfolio_filled_orders_deltas(
+        previous_portfolio_content, updated_portfolio_content, filled_orders
+    )

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/constants.py

@@ -49,6 +49,8 @@ CREATED_ORDER_FORCED_UPDATE_PERIOD = 5
 # Portfolio
 MAX_PORTFOLIO_SYNC_ATTEMPTS = 1
 SYNC_ATTEMPTS_INTERVAL = 20
+SUB_PORTFOLIO_ALLOWED_MISSING_RATIO = decimal.Decimal("0.01")   # Allow 1% missing funds
+SUB_PORTFOLIO_ALLOWED_DELTA_RATIO = decimal.Decimal("0.05")   # Allow 5% delta compared to filled orders
 
 # Tentacles
 TRADING_MODE_REQUIRED_STRATEGIES = "required_strategies"

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -547,6 +547,16 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
             symbol=symbol, quantity=quantity
         )
 
+
+    @ccxt_client_util.converted_ccxt_common_errors
+    async def create_market_buy_order_with_cost(self, symbol, cost: float, quantity: float, params=None) -> dict:
+        return self.adapter.adapt_order(
+            # use create_order instead of create_market_buy_order to pass the price argument
+            await self.client.create_market_buy_order_with_cost(symbol, cost, params=params),
+            symbol=symbol, quantity=quantity
+        )
+
+
     @ccxt_client_util.converted_ccxt_common_errors
     async def create_limit_buy_order(self, symbol, quantity, price=None, params=None) -> dict:
         return self.adapter.adapt_order(

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/exchanges/types/rest_exchange.py

@@ -53,6 +53,9 @@ class RestExchange(abstract_exchange.AbstractExchange):
     ADAPT_MARKET_STATUS_FOR_CONTRACT_SIZE = False
     # set True when disabled symbols should still be considered (ex: mexc with its temporary api trading disabled symbols)
     INCLUDE_DISABLED_SYMBOLS_IN_AVAILABLE_SYMBOLS = False
+    # set True when create_market_buy_order_with_cost should be used to create buy market orders
+    # (useful to predict the exact spent amount)
+    ENABLE_SPOT_BUY_MARKET_WITH_COST = False
     REQUIRE_ORDER_FEES_FROM_TRADES = False  # set True when get_order is not giving fees on closed orders and fees
     # should be fetched using recent trades.
     REQUIRE_CLOSED_ORDERS_FROM_RECENT_TRADES = False  # set True when get_closed_orders is not supported
@@ -438,6 +441,15 @@ class RestExchange(abstract_exchange.AbstractExchange):
     async def _create_market_buy_order(
         self, symbol, quantity, price=None, reduce_only: bool = False, params=None
         ) -> dict:
+        if self.ENABLE_SPOT_BUY_MARKET_WITH_COST and self.exchange_manager.is_spot_only:
+            if price is None:
+                raise errors.NotSupported(
+                    f"price is required for buy market orders when {self.get_name()}.ENABLE_SPOT_BUY_MARKET_WITH_COST "
+                    f"is {self.ENABLE_SPOT_BUY_MARKET_WITH_COST}"
+                )
+            return await self.connector.create_market_buy_order_with_cost(
+                symbol, quantity * price, quantity, params=params
+            )
         return await self.connector.create_market_buy_order(symbol, quantity, price=price, params=params)
 
     async def _create_limit_buy_order(

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/personal_data/__init__.py

@@ -142,14 +142,18 @@ from octobot_trading.personal_data.portfolios import (
     SpotAsset,
     parse_decimal_portfolio,
     parse_decimal_config_portfolio,
+    format_dict_portfolio_values,
     filter_empty_values,
     portfolio_to_float,
     create_historical_asset_value_from_dict_like_object,
     get_draw_down,
     get_coefficient_of_determination,
     get_asset_price_from_converter_or_tickers,
+    resolve_sub_portfolios,
+    get_portfolio_filled_orders_deltas,
     HistoricalAssetValue,
     HistoricalPortfolioValueManager,
+    SubPortfolioData,
 )
 from octobot_trading.personal_data import positions
 from octobot_trading.personal_data.positions import (
@@ -365,6 +369,7 @@ __all__ = [
     "SpotAsset",
     "parse_decimal_portfolio",
     "parse_decimal_config_portfolio",
+    "format_dict_portfolio_values",
     "filter_empty_values",
     "portfolio_to_float",
     "create_historical_asset_value_from_dict_like_object",
@@ -406,6 +411,8 @@ __all__ = [
     "aggregate_trades_by_exchange_order_id",
     "ExchangePersonalData",
     "get_asset_price_from_converter_or_tickers",
+    "resolve_sub_portfolios",
+    "get_portfolio_filled_orders_deltas",
     "AUTHENTICATED_UPDATER_PRODUCERS",
     "AUTHENTICATED_UPDATER_SIMULATOR_PRODUCERS",
     "TraderOrderTypeClasses",
@@ -420,4 +427,5 @@ __all__ = [
     "create_realised_pnl_transaction",
     "create_fee_transaction",
     "create_transfer_transaction",
+    "SubPortfolioData",
 ]

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/personal_data/orders/order.py

@@ -900,14 +900,21 @@ class Order(util.Initializable):
         chained_order = "" if self.triggered_by is None else \
             "triggered chained order | " if self.is_created() else "untriggered chained order | "
         tag = f" | tag: {self.tag}" if self.tag else ""
-        return (f"{self.symbol} | "
-                f"{chained_order}"
-                f"{self.order_type.name if self.order_type is not None else 'Unknown'} | "
-                f"Price : {str(self.origin_price)} | "
-                f"Quantity : {str(self.origin_quantity)}{' (Reduce only)' if self.reduce_only else ''} | "
-                f"State : {self.state.state.value if self.state is not None else 'Unknown'} | "
-                f"id : {self.order_id}{tag} "
-                f"exchange id: {self.exchange_order_id}")
+        fees = (
+            f"Fees : {self.fee[enums.FeePropertyColumns.COST.value]} {self.fee[enums.FeePropertyColumns.CURRENCY.value]} | "
+            if self.fee else ""
+        )
+        return (
+            f"{self.symbol} | "
+            f"{chained_order}"
+            f"{self.order_type.name if self.order_type is not None else 'Unknown'} | "
+            f"Price : {str(self.origin_price)} | "
+            f"Quantity : {str(self.origin_quantity)}{' (Reduce only)' if self.reduce_only else ''} | "
+            f"State : {self.state.state.value if self.state is not None else 'Unknown'} | "
+            f"{fees}"
+            f"id : {self.order_id}{tag} "
+            f"exchange id: {self.exchange_order_id}"
+        )
 
     def __str__(self):
         return self.to_string()

{OctoBot-Trading-2.4.161 → OctoBot-Trading-2.4.163}/octobot_trading/personal_data/portfolios/__init__.py

@@ -43,6 +43,7 @@ from octobot_trading.personal_data.portfolios import portfolio_value_holder
 from octobot_trading.personal_data.portfolios import types
 from octobot_trading.personal_data.portfolios import portfolio_util
 from octobot_trading.personal_data.portfolios import history
+from octobot_trading.personal_data.portfolios import sub_portfolio_data
 
 
 from octobot_trading.personal_data.portfolios.portfolio_factory import (
@@ -76,17 +77,23 @@ from octobot_trading.personal_data.portfolios.assets import (
 from octobot_trading.personal_data.portfolios.portfolio_util import (
     parse_decimal_portfolio,
     parse_decimal_config_portfolio,
+    format_dict_portfolio_values,
     filter_empty_values,
     portfolio_to_float,
     get_draw_down,
     get_coefficient_of_determination,
     get_asset_price_from_converter_or_tickers,
+    resolve_sub_portfolios,
+    get_portfolio_filled_orders_deltas,
 )
 from octobot_trading.personal_data.portfolios.history import (
     create_historical_asset_value_from_dict_like_object,
     HistoricalAssetValue,
     HistoricalPortfolioValueManager,
 )
+from octobot_trading.personal_data.portfolios.sub_portfolio_data import (
+    SubPortfolioData,
+)
 
 __all__ = [
     "BalanceUpdaterSimulator",
@@ -113,13 +120,17 @@ __all__ = [
     "SpotAsset",
     "parse_decimal_portfolio",
     "parse_decimal_config_portfolio",
+    "format_dict_portfolio_values",
     "filter_empty_values",
     "portfolio_to_float",
     "get_draw_down",
     "get_coefficient_of_determination",
     "get_asset_price_from_converter_or_tickers",
+    "resolve_sub_portfolios",
+    "get_portfolio_filled_orders_deltas",
     "create_historical_asset_value_from_dict_like_object",
     "get_draw_down",
     "HistoricalAssetValue",
     "HistoricalPortfolioValueManager",
+    "SubPortfolioData",
 ]