OctoBot-Trading 2.4.163__tar.gz → 2.4.164__tar.gz

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/CHANGELOG.md

@@ -4,6 +4,10 @@ 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).
 
+## [2.4.164] - 2025-03-21
+### Added
+[Trailing] add trailing profiles
+
 ## [2.4.163] - 2025-03-18
 ### Added
 [Portfolio] add subportfolio and portfolio delta functions

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.163
+Version: 2.4.164
 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 [2.4.163](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.164](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-2.4.163 → OctoBot-Trading-2.4.164}/OctoBot_Trading.egg-info/SOURCES.txt

@@ -172,6 +172,7 @@ octobot_trading/personal_data/orders/groups/__init__.py
 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.py
+octobot_trading/personal_data/orders/groups/trailing_on_filled_tp_balanced_order_group.py
 octobot_trading/personal_data/orders/states/__init__.py
 octobot_trading/personal_data/orders/states/cancel_order_state.py
 octobot_trading/personal_data/orders/states/close_order_state.py
@@ -180,6 +181,12 @@ octobot_trading/personal_data/orders/states/open_order_state.py
 octobot_trading/personal_data/orders/states/order_state_factory.py
 octobot_trading/personal_data/orders/states/pending_creation_chained_order_state.py
 octobot_trading/personal_data/orders/states/pending_creation_order_state.py
+octobot_trading/personal_data/orders/trailing_profiles/__init__.py
+octobot_trading/personal_data/orders/trailing_profiles/filled_take_profit_trailing_profile.py
+octobot_trading/personal_data/orders/trailing_profiles/trailing_price_step.py
+octobot_trading/personal_data/orders/trailing_profiles/trailing_profile.py
+octobot_trading/personal_data/orders/trailing_profiles/trailing_profile_factory.py
+octobot_trading/personal_data/orders/trailing_profiles/trailing_profile_types.py
 octobot_trading/personal_data/orders/types/__init__.py
 octobot_trading/personal_data/orders/types/unknown_order.py
 octobot_trading/personal_data/orders/types/unsupported_order.py
@@ -372,6 +379,7 @@ 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/groups/test_trailing_on_filled_tp_balanced_order_group.py
 tests/personal_data/orders/states/__init__.py
 tests/personal_data/orders/states/test_cancel_order_state.py
 tests/personal_data/orders/states/test_close_order_state.py
@@ -381,6 +389,9 @@ tests/personal_data/orders/states/test_order_state.py
 tests/personal_data/orders/states/test_order_state_factory.py
 tests/personal_data/orders/states/test_pending_creation_chained_order_state.py
 tests/personal_data/orders/states/test_pending_creation_order_state.py
+tests/personal_data/orders/trailing_profiles/__init__.py
+tests/personal_data/orders/trailing_profiles/test_filled_take_profit_trailing_profile.py
+tests/personal_data/orders/trailing_profiles/test_trailing_profile_factory.py
 tests/personal_data/orders/types/__init__.py
 tests/personal_data/orders/types/test_unknown_order.py
 tests/personal_data/orders/types/limit/__init__.py

{OctoBot-Trading-2.4.163/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.164}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.163
+Version: 2.4.164
 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 [2.4.163](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.164](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-2.4.163 → OctoBot-Trading-2.4.164}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.163](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.164](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-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.163"  # major.minor.revision
+VERSION = "2.4.164"  # major.minor.revision

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/api/__init__.py

@@ -195,6 +195,7 @@ from octobot_trading.api.orders import (
     is_order_pending,
     get_order_profitability,
     get_minimal_order_cost,
+    get_order_trailing_profile_dict,
     create_order,
     cancel_all_open_orders,
     cancel_all_open_orders_with_currency,
@@ -383,6 +384,7 @@ __all__ = [
     "is_order_pending",
     "get_order_profitability",
     "get_minimal_order_cost",
+    "get_order_trailing_profile_dict",
     "create_order",
     "cancel_all_open_orders",
     "cancel_all_open_orders_with_currency",

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/api/orders.py

@@ -18,6 +18,7 @@ import octobot_commons.logging as logging
 import octobot_trading.personal_data as personal_data
 import octobot_trading.enums
 import octobot_trading.constants as constants
+import octobot_trading.storage as storage
 
 LOGGER = logging.get_logger(constants.API_LOGGER_TAG)
 
@@ -95,3 +96,7 @@ def get_minimal_order_cost(exchange_manager, symbol, default_price=None) -> floa
         exchange_manager.exchange.get_market_status(symbol, with_fixer=False),
         default_price=default_price
     )
+
+
+def get_order_trailing_profile_dict(order: personal_data.Order) -> dict:
+    return storage.get_order_trailing_profile_dict(order)

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/enums.py

@@ -554,6 +554,8 @@ class TradingSignalOrdersAttrs(enum.Enum):
     GROUP_TYPE = "group_type"
     TAG = "tag"
     ORDER_ID = "order_id"
+    TRAILING_PROFILE_TYPE = "trailing_profile_type"
+    TRAILING_PROFILE = "trailing_profile"
     BUNDLED_WITH = "bundled_with"
     CHAINED_TO = "chained_to"
     ADDITIONAL_ORDERS = "additional_orders"
@@ -586,6 +588,9 @@ class StoredOrdersAttr(enum.Enum):
     GROUP_ID = "gi"
     GROUP_TYPE = "gt"
     CHAINED_ORDERS = "co"
+    TRAILING_PROFILE = "tp"
+    TRAILING_PROFILE_TYPE = "tpt"
+    TRAILING_PROFILE_DETAILS = "tpd"
     EXCHANGE_CREATION_PARAMS = "ecp"
     TRADER_CREATION_KWARGS = "tck"
     HAS_BEEN_BUNDLED = "hbb"

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/errors.py

@@ -342,3 +342,9 @@ class InitializingError(Exception):
     """
     Raised when OctoBot is still in initialization
     """
+
+
+class ExhaustedTrailingProfileError(Exception):
+    """
+    Raised when a trailing profile has no new price to produce anymore
+    """

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/exchanges/traders/trader.py

@@ -205,10 +205,12 @@ class Trader(util.Initializable):
                     self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio.update_portfolio_available(
                         order, is_new_order=False
                     )
+                    updated_price = edited_stop_price if edited_price is None else edited_price
                     changed = order.update(
                         order.symbol,
                         quantity=edited_quantity,
-                        price=edited_stop_price if edited_price is None else edited_price,
+                        price=updated_price,
+                        filled_price=updated_price,
                         stop_price=edited_stop_price,
                         current_price=edited_current_price,
                     )
@@ -310,6 +312,7 @@ class Trader(util.Initializable):
             updated_order.is_waiting_for_chained_trigger = new_order.is_waiting_for_chained_trigger
             updated_order.associated_entry_ids = new_order.associated_entry_ids
             updated_order.update_with_triggering_order_fees = new_order.update_with_triggering_order_fees
+            updated_order.trailing_profile = new_order.trailing_profile
 
             if is_pending_creation:
                 # register order as pending order, it will then be added to live orders in order manager once open

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/personal_data/__init__.py

@@ -56,14 +56,22 @@ from octobot_trading.personal_data.orders import (
     is_associated_pending_order,
     apply_pending_order_from_created_order,
     get_up_to_date_price,
+    get_potentially_outdated_price,
     get_pre_order_data,
     get_portfolio_amounts,
     OrderState,
     OrderGroup,
     BalancedTakeProfitAndStopOrderGroup,
+    TrailingOnFilledTPBalancedOrderGroup,
     OneCancelsTheOtherOrderGroup,
     get_group_class,
     get_or_create_order_group_from_storage_order_details,
+    TrailingPriceStep,
+    TrailingProfile,
+    FilledTakeProfitTrailingProfile,
+    TrailingProfileTypes,
+    create_trailing_profile,
+    create_filled_take_profit_trailing_profile,
     OrdersUpdater,
     adapt_price,
     get_minimal_order_amount,
@@ -284,14 +292,22 @@ __all__ = [
     "is_associated_pending_order",
     "apply_pending_order_from_created_order",
     "get_up_to_date_price",
+    "get_potentially_outdated_price",
     "get_pre_order_data",
     "get_portfolio_amounts",
     "OrderState",
     "OrderGroup",
     "BalancedTakeProfitAndStopOrderGroup",
+    "TrailingOnFilledTPBalancedOrderGroup",
     "OneCancelsTheOtherOrderGroup",
     "get_group_class",
     "get_or_create_order_group_from_storage_order_details",
+    "TrailingPriceStep",
+    "TrailingProfile",
+    "FilledTakeProfitTrailingProfile",
+    "TrailingProfileTypes",
+    "create_trailing_profile",
+    "create_filled_take_profit_trailing_profile",
     "OrdersUpdater",
     "adapt_price",
     "get_minimal_order_amount",

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/personal_data/orders/__init__.py

@@ -25,10 +25,20 @@ from octobot_trading.personal_data.orders.order_group import (
 from octobot_trading.personal_data.orders import groups
 from octobot_trading.personal_data.orders.groups import (
     BalancedTakeProfitAndStopOrderGroup,
+    TrailingOnFilledTPBalancedOrderGroup,
     OneCancelsTheOtherOrderGroup,
     get_group_class,
     get_or_create_order_group_from_storage_order_details,
 )
+from octobot_trading.personal_data.orders import trailing_profiles
+from octobot_trading.personal_data.orders.trailing_profiles import (
+    TrailingPriceStep,
+    TrailingProfile,
+    FilledTakeProfitTrailingProfile,
+    TrailingProfileTypes,
+    create_trailing_profile,
+    create_filled_take_profit_trailing_profile,
+)
 from octobot_trading.personal_data.orders import order
 from octobot_trading.personal_data.orders.order import (
     Order,
@@ -90,6 +100,7 @@ from octobot_trading.personal_data.orders.order_util import (
     parse_is_pending_cancel,
     parse_is_open,
     get_up_to_date_price,
+    get_potentially_outdated_price,
     get_pre_order_data,
     get_portfolio_amounts,
     get_pnl_transaction_source_from_order,
@@ -165,6 +176,7 @@ __all__ = [
     "parse_is_pending_cancel",
     "parse_is_open",
     "get_up_to_date_price",
+    "get_potentially_outdated_price",
     "get_pre_order_data",
     "get_portfolio_amounts",
     "get_pnl_transaction_source_from_order",
@@ -183,9 +195,16 @@ __all__ = [
     "OrderState",
     "OrderGroup",
     "BalancedTakeProfitAndStopOrderGroup",
+    "TrailingOnFilledTPBalancedOrderGroup",
     "OneCancelsTheOtherOrderGroup",
     "get_group_class",
     "get_or_create_order_group_from_storage_order_details",
+    "TrailingPriceStep",
+    "TrailingProfile",
+    "FilledTakeProfitTrailingProfile",
+    "TrailingProfileTypes",
+    "create_trailing_profile",
+    "create_filled_take_profit_trailing_profile",
     "OrdersUpdater",
     "adapt_price",
     "get_minimal_order_amount",

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/personal_data/orders/groups/__init__.py

@@ -19,6 +19,11 @@ from octobot_trading.personal_data.orders.groups.balanced_take_profit_and_stop_o
     BalancedTakeProfitAndStopOrderGroup,
 )
 
+from octobot_trading.personal_data.orders.groups import trailing_on_filled_tp_balanced_order_group
+from octobot_trading.personal_data.orders.groups.trailing_on_filled_tp_balanced_order_group import (
+    TrailingOnFilledTPBalancedOrderGroup,
+)
+
 from octobot_trading.personal_data.orders.groups import one_cancels_the_other_order_group
 from octobot_trading.personal_data.orders.groups.one_cancels_the_other_order_group import (
     OneCancelsTheOtherOrderGroup,
@@ -33,6 +38,7 @@ from octobot_trading.personal_data.orders.groups.group_util import (
 
 __all__ = [
     "BalancedTakeProfitAndStopOrderGroup",
+    "TrailingOnFilledTPBalancedOrderGroup",
     "OneCancelsTheOtherOrderGroup",
     "get_group_class",
     "get_or_create_order_group_from_storage_order_details",

{OctoBot-Trading-2.4.163 → OctoBot-Trading-2.4.164}/octobot_trading/personal_data/orders/groups/balanced_take_profit_and_stop_order_group.py

@@ -13,6 +13,11 @@
 #
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
+import decimal
+import typing
+
+import octobot_commons.logging
+
 import octobot_trading.personal_data.orders.order_group as order_group
 import octobot_trading.personal_data.orders.order_util as order_util
 import octobot_trading.constants as constants
@@ -35,6 +40,7 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
     CANCEL = "cancel"
     ORDER = "order"
     UPDATED_QUANTITY = "updated_quantity"
+    UPDATED_PRICE = "updated_price"
 
     def __init__(self, name, orders_manager):
         super().__init__(name, orders_manager)
@@ -49,7 +55,7 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         :param filled_order: the filled order
         :param ignored_orders: orders that should be ignored
         """
-        await self._balance_orders(filled_order, ignored_orders)
+        await self._balance_orders(filled_order, ignored_orders, True)
 
     async def on_cancel(self, cancelled_order, ignored_orders=None):
         """
@@ -59,7 +65,7 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         :param cancelled_order: the cancelled order
         :param ignored_orders: orders that should be ignored
         """
-        await self._balance_orders(cancelled_order, ignored_orders)
+        await self._balance_orders(cancelled_order, ignored_orders, False)
 
     def can_create_order(self, order_type, quantity):
         """
@@ -68,7 +74,7 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         :param quantity: quantity to put in order
         :return: True when an imbalance allows it
         """
-        balance = self._get_balance(None, None)
+        balance = self._get_balance(None, None, False)
         if order_util.is_stop_order(order_type):
             return balance[self.STOP].get_balance() + quantity <= balance[self.TAKE_PROFIT].get_balance()
         return balance[self.TAKE_PROFIT].get_balance() + quantity <= balance[self.STOP].get_balance()
@@ -79,7 +85,7 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         :param order_type: order type to create
         :return: the balancing quantity
         """
-        balance = self._get_balance(None, None)
+        balance = self._get_balance(None, None, False)
         if order_util.is_stop_order(order_type):
             max_quantity = balance[self.TAKE_PROFIT].get_balance() - balance[self.STOP].get_balance()
         else:
@@ -91,15 +97,15 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         # setting enabled to True will trigger an order balance
         await super().enable(enabled)
         if enabled:
-            await self._balance_orders(None, None)
+            await self._balance_orders(None, None, False)
 
-    async def _balance_orders(self, closed_order, ignored_orders):
+    async def _balance_orders(self, closed_order, ignored_orders, filled):
         if not self.enabled:
             return
         locally_balancing_orders = []
         try:
             updated_orders = False
-            balance = self._get_balance(closed_order, ignored_orders)
+            balance = self._get_balance(closed_order, ignored_orders, filled)
             locally_balancing_orders = balance[self.TAKE_PROFIT].orders + balance[self.STOP].orders
             self.balancing_orders += locally_balancing_orders
             take_profit_actions = balance[self.TAKE_PROFIT].get_actions_to_balance(balance[self.STOP].get_balance())
@@ -116,15 +122,32 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
                     self.logger.error(f"Skipping order cancel: {err}")
                 updated_orders = True
             for update_data in take_profit_actions[self.UPDATE] + stop_actions[self.UPDATE]:
-                self.logger.info(f"Updating order quantity to {update_data[self.UPDATED_QUANTITY]} to keep balance, "
-                                 f"order: {update_data[self.ORDER]}")
                 order = update_data[self.ORDER]
-                async with signals.remote_signal_publisher(order.trader.exchange_manager, order.symbol, True):
-                    await signals.edit_order(order.trader.exchange_manager,
-                                             signals.should_emit_trading_signal(order.trader.exchange_manager),
-                                             order,
-                                             edited_quantity=update_data[self.UPDATED_QUANTITY])
-                updated_orders = True
+                update_info = ""
+                edited_quantity = None
+                edited_price = None
+                if (
+                    update_data[self.UPDATED_QUANTITY] is not None
+                    and update_data[self.UPDATED_QUANTITY] != order.origin_quantity
+                ):
+                    update_info = f"Updating order quantity to {update_data[self.UPDATED_QUANTITY]} to keep balance. "
+                    edited_quantity = update_data[self.UPDATED_QUANTITY]
+                if self.UPDATED_PRICE in update_data and update_data[self.UPDATED_PRICE] != order.origin_price:
+                    update_info = f"{update_info}Updating price to {update_data[self.UPDATED_PRICE]}. "
+                    edited_price = update_data[self.UPDATED_PRICE]
+                if edited_quantity or edited_price:
+                    self.logger.info(f"{update_info}Order: {order}")
+                    async with signals.remote_signal_publisher(order.trader.exchange_manager, order.symbol, True):
+                        await signals.edit_order(
+                            order.trader.exchange_manager,
+                            signals.should_emit_trading_signal(order.trader.exchange_manager),
+                            order,
+                            edited_quantity=edited_quantity,
+                            edited_price=edited_price
+                        )
+                    updated_orders = True
+                else:
+                    self.logger.info(f"Order already up-to-date, skipped editing: {order}")
             if not updated_orders:
                 self.logger.debug("Nothing to update, orders are already evenly balanced")
         except Exception as e:
@@ -137,11 +160,14 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
                 if order not in locally_balancing_orders
             ]
 
-    def _get_balance(self, closed_order, ignored_orders):
-        balance = {
-            self.TAKE_PROFIT: _SideBalance(),
-            self.STOP: _SideBalance()
+    def _balances_factory(self, closed_order, filled):
+        return {
+            self.TAKE_PROFIT: SideBalance(closed_order, filled),
+            self.STOP: SideBalance(closed_order, filled)
         }
+
+    def _get_balance(self, closed_order, ignored_orders, filled):
+        balance = self._balances_factory(closed_order, filled)
         for order in self.get_group_open_orders():
             if (
                 order is not closed_order
@@ -155,8 +181,10 @@ class BalancedTakeProfitAndStopOrderGroup(order_group.OrderGroup):
         return balance
 
 
-class _SideBalance:
-    def __init__(self):
+class SideBalance:
+    def __init__(self, closed_order, filled):
+        self.closed_order = closed_order
+        self.are_closed_orders_filled = filled
         self.orders = []
 
     def add_order(self, order):
@@ -171,30 +199,47 @@ class _SideBalance:
             BalancedTakeProfitAndStopOrderGroup.UPDATE: [],
         }
         balance = self.get_balance()
+        balance_update_required = True
         if target_balance < constants.ZERO:
             target_balance = abs(target_balance)
         if balance <= target_balance:
-            # only reducing the current balance is possible
-            return actions
+            # only reducing the current balance might be possible
+            balance_update_required = False
         to_be_reduced_amount = constants.ZERO
         remaining_orders = list(self.orders)
-        while remaining_orders and balance - to_be_reduced_amount > target_balance:
-            order_quantity = remaining_orders[0].origin_quantity
-            if balance - to_be_reduced_amount - order_quantity >= target_balance:
-                # cancel order and keep reducing
-                actions[BalancedTakeProfitAndStopOrderGroup.CANCEL].append(remaining_orders.pop(0))
-                to_be_reduced_amount += order_quantity
-            else:
-                # update order and stop reducing
-                actions[BalancedTakeProfitAndStopOrderGroup.UPDATE].append({
-                    BalancedTakeProfitAndStopOrderGroup.ORDER: remaining_orders.pop(0),
-                    BalancedTakeProfitAndStopOrderGroup.UPDATED_QUANTITY:
-                        target_balance - (balance - to_be_reduced_amount - order_quantity)
-                })
-                break
+        if balance_update_required:
+            while remaining_orders and balance - to_be_reduced_amount > target_balance:
+                order_quantity = remaining_orders[0].origin_quantity
+                if balance - to_be_reduced_amount - order_quantity >= target_balance:
+                    # cancel order and keep reducing
+                    actions[BalancedTakeProfitAndStopOrderGroup.CANCEL].append(remaining_orders.pop(0))
+                    to_be_reduced_amount += order_quantity
+                else:
+                    # update order and stop reducing
+                    actions[BalancedTakeProfitAndStopOrderGroup.UPDATE].append(
+                        self.get_order_update(
+                            remaining_orders.pop(0),
+                            target_balance - (balance - to_be_reduced_amount - order_quantity)
+                        )
+                    )
+                    break
+        for order in remaining_orders:
+            # check for other kind of update if any
+            actions[BalancedTakeProfitAndStopOrderGroup.UPDATE].append(
+                self.get_order_update(order, None)
+            )
         return actions
 
+    def get_order_update(self, order, updated_quantity: typing.Optional[decimal.Decimal]) -> dict:
+        return {
+            BalancedTakeProfitAndStopOrderGroup.ORDER: order,
+            BalancedTakeProfitAndStopOrderGroup.UPDATED_QUANTITY: updated_quantity
+        }
+
     def get_balance(self):
         if self.orders:
             return sum(order.origin_quantity for order in self.orders)
         return constants.ZERO
+
+    def get_logger(self):
+        return octobot_commons.logging.get_logger(self.__class__.__name__)

OctoBot-Trading-2.4.164/octobot_trading/personal_data/orders/groups/trailing_on_filled_tp_balanced_order_group.py

@@ -0,0 +1,77 @@
+#  Drakkar-Software OctoBot-Trading
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+import typing
+import decimal
+
+import octobot_trading.errors
+import octobot_trading.personal_data.orders.groups.balanced_take_profit_and_stop_order_group as \
+    balanced_take_profit_and_stop_order_group
+import octobot_trading.personal_data.orders.order_util as order_util
+import octobot_trading.personal_data.orders.order as order_import
+import octobot_trading.personal_data.orders.trailing_profiles as trailing_profiles_import
+
+import octobot_trading.constants as constants
+
+
+class TrailingOnFilledTPBalancedOrderGroup(
+    balanced_take_profit_and_stop_order_group.BalancedTakeProfitAndStopOrderGroup
+):
+    """
+    TrailingOnFilledTPBalancedOrderGroup is a BalancedTakeProfitAndStopOrderGroup that also applies a trailing
+    profile to stop losses
+    """
+
+    def _balances_factory(self, closed_order, filled):
+        return {
+            self.TAKE_PROFIT: balanced_take_profit_and_stop_order_group.SideBalance(closed_order, filled),
+            self.STOP: TrailingSideBalance(closed_order, filled)  # only stop orders are trailing
+        }
+
+
+class TrailingSideBalance(balanced_take_profit_and_stop_order_group.SideBalance):
+    def _get_relevant_price(self, order: order_import.Order) -> decimal.Decimal:
+        filled_price = self.closed_order.origin_price if self.closed_order and self.are_closed_orders_filled else None
+        current_price, up_to_date = order_util.get_potentially_outdated_price(order.exchange_manager, order.symbol)
+        if not up_to_date:
+            self.get_logger().warning(
+                f"{order.exchange_manager.exchange_name} mark price: {current_price} is outdated for {order.symbol}. "
+                f"Using it anyway."
+            )
+        if filled_price is None or filled_price == constants.ZERO:
+            return current_price
+        if order.trigger_above:
+            # trigger above means it's a SL in a short position: price will trail down, look for min price
+            return min(filled_price, current_price)
+        # it's a SL in a long position: trail up and use max price as reference
+        return max(filled_price, current_price)
+
+    def _get_next_trailing_price(self, order: order_import.Order) -> typing.Optional[decimal.Decimal]:
+        if not isinstance(order.trailing_profile, trailing_profiles_import.FilledTakeProfitTrailingProfile):
+            self.get_logger().error(f"Ignored trailing profile: {order.trailing_profile} for order {order}")
+            return None
+        try:
+            updated_price = self._get_relevant_price(order)
+            return order.trailing_profile.update_and_get_trailing_price(updated_price)
+        except octobot_trading.errors.ExhaustedTrailingProfileError as err:
+            self.get_logger().error(f"Impossible to compute next trailing price: {err}")
+        return None
+
+    def get_order_update(self, order, updated_quantity: typing.Optional[decimal.Decimal]) -> dict:
+        # order should be updated, meaning it's quantity will be adjusted (from parent class SideBalance).
+        # here we also want to update its price according to the trailing profile
+        base_update = super().get_order_update(order, updated_quantity)
+        base_update[TrailingOnFilledTPBalancedOrderGroup.UPDATED_PRICE] = self._get_next_trailing_price(order)
+        return base_update