OctoBot-Trading 2.4.164__tar.gz → 2.4.166__tar.gz

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/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).
 
+## [2.4.166] - 2025-03-30
+### Updated
+[Orders] handle instantly filled limit orders as taker
+
+## [2.4.165] - 2025-03-29
+### Fixed
+[Modes] don't abort all assets convert on KeyError
+
 ## [2.4.164] - 2025-03-21
 ### Added
 [Trailing] add trailing profiles

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.164
+Version: 2.4.166
 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 [2.4.164](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.166](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-2.4.164/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.166}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.164
+Version: 2.4.166
 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 [2.4.164](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.166](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-2.4.164 → OctoBot-Trading-2.4.166}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.164](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.166](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-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.164"  # major.minor.revision
+VERSION = "2.4.166"  # major.minor.revision

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/modes/modes_util.py

@@ -76,10 +76,15 @@ def get_assets_requiring_extra_price_data_to_convert(exchange_manager, sellable_
 async def convert_assets_to_target_asset(trading_mode, sellable_assets: list, target_asset: str, tickers: dict) -> list:
     created_orders = []
     for asset in sorted(sellable_assets):
-        new_orders = await convert_asset_to_target_asset(
-            trading_mode, asset, target_asset, tickers, asset_amount=None
-        )
-        created_orders += new_orders
+        try:
+            new_orders = await convert_asset_to_target_asset(
+                trading_mode, asset, target_asset, tickers, asset_amount=None
+            )
+            created_orders += new_orders
+        except KeyError as err:
+            trading_mode.logger.exception(
+                err, True, f"Impossible to convert {asset} into {target_asset}: missing {err} market status"
+            )
     return created_orders
 
 

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/order.py

@@ -790,6 +790,9 @@ class Order(util.Initializable):
         self.order_id = order_dict.get(enums.ExchangeConstantsOrderColumns.ID.value, self.order_id)
         self.exchange_order_id = order_dict.get(enums.ExchangeConstantsOrderColumns.EXCHANGE_ID.value,
                                                 self.exchange_order_id)
+        self.taker_or_maker = enums.ExchangeConstantsMarketPropertyColumns(
+            order_dict[enums.ExchangeConstantsOrderColumns.TAKER_OR_MAKER.value]
+        ).value if order_dict.get(enums.ExchangeConstantsOrderColumns.TAKER_OR_MAKER.value) else self.taker_or_maker
         self.trader_creation_kwargs = order_details.get(enums.StoredOrdersAttr.TRADER_CREATION_KWARGS.value,
                                                         self.trader_creation_kwargs)
         self.exchange_creation_params = order_details.get(enums.StoredOrdersAttr.EXCHANGE_CREATION_PARAMS.value,
@@ -866,6 +869,11 @@ class Order(util.Initializable):
             self.exchange_order_type = enums.TradeOrderType.UNKNOWN
         self.side, self.order_type = parse_order_type(raw_order)
 
+
+    def _should_instant_fill(self):
+        # default implementation, to be overridden in subclasses
+        return False
+
     def _update_taker_maker(self):
         if self.order_type in [enums.TraderOrderType.SELL_MARKET,
                                enums.TraderOrderType.BUY_MARKET,
@@ -874,8 +882,10 @@ class Order(util.Initializable):
             self.taker_or_maker = enums.ExchangeConstantsMarketPropertyColumns.TAKER.value
         else:
             # true 90% of the time: impossible to know for sure the reality
-            # (should only be used for simulation anyway)
-            self.taker_or_maker = enums.ExchangeConstantsMarketPropertyColumns.MAKER.value
+            self.taker_or_maker = (
+                enums.ExchangeConstantsMarketPropertyColumns.TAKER if self._should_instant_fill()
+                else enums.ExchangeConstantsMarketPropertyColumns.MAKER
+            ).value
 
     def to_dict(self):
         filled_price = self.filled_price if self.filled_price > 0 else self.origin_price
@@ -899,6 +909,7 @@ class Order(util.Initializable):
             enums.ExchangeConstantsOrderColumns.TRIGGER_ABOVE.value: self.trigger_above,
             enums.ExchangeConstantsOrderColumns.SELF_MANAGED.value: self.is_self_managed(),
             enums.ExchangeConstantsOrderColumns.BROKER_APPLIED.value: self.broker_applied,
+            enums.ExchangeConstantsOrderColumns.TAKER_OR_MAKER.value: self.taker_or_maker,
         }
 
     def clear(self):

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/types/limit/limit_order.py

@@ -107,8 +107,23 @@ class LimitOrder(order_class.Order):
         await asyncio.wait_for(self.limit_price_hit_event.wait(), timeout=None)
         await self.on_fill()
 
+    def _should_instant_fill(self):
+        if self._get_limit_price() and self.created_last_price:
+            if self.trigger_above:
+                # instant fill if order price is lower or equal to market price: ex spot sell order
+                return self._get_limit_price() <= self.created_last_price
+            # instant fill if order price is higher or equal to market price: ex spot buy order
+            return self._get_limit_price() >= self.created_last_price
+        return False
+
+    def _get_limit_price(self):
+        return self.origin_price
+
     def _filled_maker_or_taker(self):
-        return enums.ExchangeConstantsMarketPropertyColumns.MAKER.value
+        return (
+            enums.ExchangeConstantsMarketPropertyColumns.TAKER if self._should_instant_fill()
+            else enums.ExchangeConstantsMarketPropertyColumns.MAKER
+        ).value
 
     def on_fill_actions(self):
         self.taker_or_maker = self._filled_maker_or_taker()

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/types/limit/stop_loss_limit_order.py

@@ -34,6 +34,13 @@ class StopLossLimitOrder(limit_order.LimitOrder):
     async def update_price_if_outdated(self):
         pass
 
+    def _get_limit_price(self):
+        return (
+            self.limit_price
+            if self.limit_price != self.UNINITIALIZED_LIMIT_PRICE
+            else self.origin_stop_price
+        )
+
     async def on_filled(self, enable_associated_orders_creation, force_artificial_orders=False):
         await limit_order.LimitOrder.on_filled(
             self, enable_associated_orders_creation, force_artificial_orders=force_artificial_orders
@@ -42,11 +49,7 @@ class StopLossLimitOrder(limit_order.LimitOrder):
             enums.TraderOrderType.SELL_LIMIT
             if self.side is enums.TradeOrderSide.SELL else enums.TraderOrderType.BUY_LIMIT
         )
-        limit_price = (
-            self.limit_price
-            if self.limit_price != self.UNINITIALIZED_LIMIT_PRICE else self.origin_stop_price
-        )
         self.on_filled_artificial_order = await self.trader.create_artificial_order(
-            order_type, self.symbol, self.origin_stop_price, self.origin_quantity, limit_price,
+            order_type, self.symbol, self.origin_stop_price, self.origin_quantity, self._get_limit_price(),
             self.reduce_only, self.close_position
         )

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/types/limit/take_profit_limit_order.py

@@ -29,6 +29,13 @@ class TakeProfitLimitOrder(limit_order.LimitOrder):
     async def update_price_if_outdated(self):
         pass
 
+    def _get_limit_price(self):
+        return (
+            self.limit_price
+            if self.limit_price != self.UNINITIALIZED_LIMIT_PRICE
+            else self.origin_stop_price
+        )
+
     async def on_filled(self, enable_associated_orders_creation, force_artificial_orders=False):
         await limit_order.LimitOrder.on_filled(
             self, enable_associated_orders_creation, force_artificial_orders=force_artificial_orders
@@ -37,11 +44,7 @@ class TakeProfitLimitOrder(limit_order.LimitOrder):
             enums.TraderOrderType.SELL_LIMIT
             if self.side is enums.TradeOrderSide.SELL else enums.TraderOrderType.BUY_LIMIT
         )
-        limit_price = (
-            self.limit_price
-            if self.limit_price != self.UNINITIALIZED_LIMIT_PRICE else self.origin_stop_price
-        )
         self.on_filled_artificial_order = await self.trader.create_artificial_order(
-            order_type, self.symbol, self.origin_stop_price, self.origin_quantity, limit_price,
+            order_type, self.symbol, self.origin_stop_price, self.origin_quantity, self._get_limit_price(),
             self.reduce_only, self.close_position
         )

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/types/market/market_order.py

@@ -35,6 +35,9 @@ class MarketOrder(order_class.Order):
         self.update_order_filled_values(self.created_last_price)
         order_class.Order.on_fill_actions(self)
 
+    def _should_instant_fill(self):
+        return True
+
     def can_be_edited(self):
         # instantly filled orders can't be edited
         return False

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/octobot_trading/personal_data/orders/types/trailing/trailing_stop_order.py

@@ -50,6 +50,10 @@ class TrailingStopOrder(order_class.Order):
         self.trailing_percent = trailing_percent
         await self._reset_events(self.origin_price, self.creation_time)
 
+
+    def _should_instant_fill(self):
+        return True
+
     async def _reset_events(self, new_price, new_price_time):
         """
         Reset events and tasks

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/tests/modes/test_modes_util.py

@@ -17,6 +17,8 @@ import mock
 import pytest
 import decimal
 
+from more_itertools.more import side_effect
+
 import octobot_commons.asyncio_tools as asyncio_tools
 import octobot_trading.constants as constants
 import octobot_trading.enums as trading_enums
@@ -89,6 +91,13 @@ async def test_convert_assets_to_target_asset():
         convert_asset_to_target_asset.assert_not_called()
         assert orders == []
 
+    with mock.patch.object(
+        modes_util, "convert_asset_to_target_asset", mock.AsyncMock(side_effect=KeyError)
+    ) as convert_asset_to_target_asset:
+        trading_mode = mock.Mock()
+        assert await modes_util.convert_assets_to_target_asset(trading_mode, sellable_assets, target_asset, tickers) == []
+        assert convert_asset_to_target_asset.call_count == len(sellable_assets)
+
 
 async def test_convert_asset_to_target_asset(backtesting_trader):
     config, exchange_manager, trader = backtesting_trader

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/tests/personal_data/orders/test_order.py

@@ -649,7 +649,7 @@ async def test_update_from_order_storage(trader_simulator):
                  current_price=decimal.Decimal("70"),
                  quantity=decimal.Decimal("10"),
                  price=decimal.Decimal("70"),
-                 exchange_order_id="PLOP")
+                 exchange_order_id="PLOP",)
     origin_tag = order.tag
     origin_trader_creation_kwargs = order.trader_creation_kwargs
     origin_exchange_creation_params = order.exchange_creation_params
@@ -691,6 +691,7 @@ async def test_update_from_order_storage(trader_simulator):
             enums.ExchangeConstantsOrderColumns.ID.value: "11a",
             enums.ExchangeConstantsOrderColumns.EXCHANGE_ID.value: "eee1",
             enums.ExchangeConstantsOrderColumns.BROKER_APPLIED.value: True,
+            enums.ExchangeConstantsOrderColumns.TAKER_OR_MAKER.value: "taker",
         },
         enums.StoredOrdersAttr.TRADER_CREATION_KWARGS.value: {"plop2": 1},
         enums.StoredOrdersAttr.EXCHANGE_CREATION_PARAMS.value: {"ex": 2, "gg": "yesyes"},
@@ -703,6 +704,7 @@ async def test_update_from_order_storage(trader_simulator):
     assert order.exchange_creation_params == {"ex": 2, "gg": "yesyes"} != origin_exchange_creation_params
     assert order.order_id == "11a" != origin_order_id
     assert order.broker_applied is True
+    assert order.taker_or_maker == "taker"
     assert order.exchange_order_id == "eee1" != origin_exchange_order_id
     assert order.has_been_bundled is True is not origin_has_been_bundled
     assert order.associated_entry_ids == ["ABC", "2"] != origin_associated_entry_ids

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/tests/personal_data/orders/test_order_factory.py

@@ -174,6 +174,7 @@ class TestOrderFactory:
                          quantity=decimal.Decimal("10"),
                          price=decimal.Decimal("70"))
             order.trigger_above = True
+            assert order.taker_or_maker == "taker"  # instantly filled limit order taker fee is saved
             order_storage_details = orders_storage._format_order(order, exchange_manager)
             order_storage_details[StoredOrdersAttr.ENTRIES.value] = ["11111"]
 
@@ -189,6 +190,7 @@ class TestOrderFactory:
             assert created_order.creation_time == order.creation_time
             assert created_order.origin_price == order.origin_price
             assert created_order.trigger_above is order.trigger_above is True
+            assert created_order.taker_or_maker == "taker"  # instantly filled limit order taker fee is saved
             assert created_order.__class__ is order.__class__
             # associated_entry_ids are added from order_storage_details but not in original order
             assert created_order.associated_entry_ids == ["11111"]

{OctoBot-Trading-2.4.164 → OctoBot-Trading-2.4.166}/tests/personal_data/portfolios/test_portfolio.py

@@ -256,13 +256,13 @@ async def test_update_portfolio_with_filled_orders(backtesting_trader):
     limit_buy = BuyLimitOrder(trader)
     limit_buy.update(order_type=TraderOrderType.BUY_LIMIT,
                      symbol="BTC/USDT",
-                     current_price=decimal.Decimal(str(50)),
+                     current_price=decimal.Decimal(str(51)),
                      quantity=decimal.Decimal(str(2)),
                      price=decimal.Decimal(str(50)))
     limit_buy_2 = BuyLimitOrder(trader)
     limit_buy_2.update(order_type=TraderOrderType.BUY_LIMIT,
                        symbol="BTC/USDT",
-                       current_price=decimal.Decimal(str(50)),
+                       current_price=decimal.Decimal(str(51)),
                        quantity=decimal.Decimal(str(2)),
                        price=decimal.Decimal(str(50)))