OctoBot-Trading 2.4.178__tar.gz → 2.4.180__tar.gz

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/CHANGELOG.md

@@ -4,6 +4,18 @@ 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).
 
+## [2.4.180] - 2025-05-28
+### Fixed
+[Orders] fix adapt_order_quantity_because_fees to count all orders
+[Exchanges] fix cache when using custom domains
+[OHLCV] fix error on stopped exchange
+
+## [2.4.179] - 2025-05-24
+### Added 
+[Amounts] "p" as position percent alias
+### Fixed
+[Orders] rare simulated available order locked funds issue 
+
 ## [2.4.178] - 2025-05-23
 ### Updated
 [CCXT] update ccxt to 4.4.85

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.178
+Version: 2.4.180
 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 [2.4.178](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.180](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-2.4.178/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.180}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.178
+Version: 2.4.180
 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 [2.4.178](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.180](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-2.4.178 → OctoBot-Trading-2.4.180}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.178](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.180](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-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.178"  # major.minor.revision
+VERSION = "2.4.180"  # major.minor.revision

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/constants.py

@@ -169,6 +169,7 @@ EXCHANGE_ACCOUNT_TRADED_SYMBOL_PERMISSION_ERRORS: typing.List[typing.Iterable[st
 
 CONFIG_DEFAULT_FEES = 0.001
 CONFIG_DEFAULT_SIMULATOR_FEES = 0
+FEES_SAFETY_MARGIN = decimal.Decimal("1.25")    # allow 25% error margin when simulating fees
 
 DEFAULT_SYMBOL_LEVERAGE = ONE
 DEFAULT_SYMBOL_MAX_LEVERAGE = ONE_HUNDRED

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/exchange_data/ohlcv/channel/ohlcv_updater.py

@@ -150,6 +150,9 @@ class OHLCVUpdater(ohlcv_channel.OHLCVProducer):
             candles: list = await self._get_init_candles(time_frame, pair)
         except errors.FailedRequest as e:
             self.logger.warning(str(e))
+        if self.channel.exchange_manager.exchange_symbols_data is None:
+            # exchange stopped
+            return None
         if candles and len(candles) > 1:
             self._set_initialized(pair, time_frame, True)
             await self.channel.exchange_manager.get_symbol_data(pair) \

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/exchanges/connectors/ccxt/ccxt_client_util.py

@@ -384,11 +384,11 @@ def _get_client_config(
             config['walletAddress'] = creds.wallet_address
         if creds.private_key is not None:
             config['privateKey'] = creds.private_key
-    config.update({**_get_custom_domain_config(exchange_class), **(additional_config or {})})
+    config.update({**get_custom_domain_config(exchange_class), **(additional_config or {})})
     return config
 
 
-def _get_custom_domain_config(exchange_class):
+def get_custom_domain_config(exchange_class):
     old, new = _get_replaced_custom_domains(exchange_class)
     if not (old and new):
         return {}

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/exchanges/connectors/simulator/ccxt_client_simulation.py

@@ -19,7 +19,9 @@ import octobot_trading.exchanges.connectors.ccxt.ccxt_client_util as ccxt_client
 
 
 def parse_markets(exchange_name, market_filter) -> dict:
-    client = ccxt_client_util.ccxt_exchange_class_factory(exchange_name)()
+    exchange_class = ccxt_client_util.ccxt_exchange_class_factory(exchange_name)
+    config = ccxt_client_util.get_custom_domain_config(exchange_class)
+    client = exchange_class(config)
     ccxt_client_util.load_markets_from_cache(client, market_filter)
     return client.markets
 

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/modes/mode_config.py

@@ -38,8 +38,8 @@ def get_activated_trading_mode(tentacles_setup_config):
 
             if len(trading_modes) > 1:
                 raise errors.ConfigTradingError(
-                    f"More than one activated trading mode found in your tentacle configuration, "
-                    f"please activate only one")
+                    f"More than one activated trading mode found in your tentacle configuration: "
+                    f"{', '.join(trading_modes)}, please activate only one.")
 
             elif trading_modes:
                 trading_mode_class = class_inspector.get_deep_class_from_parent_subclasses(trading_modes[0],

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/modes/modes_util.py

@@ -216,7 +216,7 @@ def _get_available_or_target_quantity(trading_mode, symbol, order_type, price, a
         else trading_enums.TradeOrderSide.BUY
     )
 
-    currency_available, market_available, market_quantity = trading_personal_data.get_portfolio_amounts(
+    currency_available, _, market_quantity = trading_personal_data.get_portfolio_amounts(
         trading_mode.exchange_manager, symbol, price, portfolio_type=common_constants.PORTFOLIO_AVAILABLE
     )
     if asset_amount is None:
@@ -228,9 +228,7 @@ def _get_available_or_target_quantity(trading_mode, symbol, order_type, price, a
             quantity = constants.ZERO
 
     adapted_quantity = trading_personal_data.decimal_adapt_order_quantity_because_fees(
-        trading_mode.exchange_manager, symbol, order_type, quantity, price,
-        trading_enums.ExchangeConstantsMarketPropertyColumns.TAKER, side,
-        currency_available if side is trading_enums.TradeOrderSide.SELL else market_available
+        trading_mode.exchange_manager, symbol, order_type, quantity, price, side
     )
     return adapted_quantity
 

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/modes/script_keywords/basic_keywords/amount.py

@@ -77,7 +77,7 @@ async def get_amount_from_input_amount(
                 assets, commons_symbols.parse_symbol(context.symbol).base
             )
         amount_value = total_symbol_assets_holdings_value * amount_value / trading_constants.ONE_HUNDRED
-    elif amount_type is dsl.QuantityType.POSITION_PERCENT:
+    elif amount_type in (dsl.QuantityType.POSITION_PERCENT, dsl.QuantityType.POSITION_PERCENT_ALIAS):
         if context.exchange_manager.is_future:
             if position_kw.is_in_one_way_position_mode(context):
                 # use abs() since short positions have negative size

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/modes/script_keywords/dsl/values.py

@@ -24,10 +24,10 @@ class QuantityType(enum.Enum):
     DELTA_BASE = "b"
     PERCENT = "%"
     AVAILABLE = "a"
-    POSITION = "p"
     ENTRY = "e"
     AVAILABLE_PERCENT = "a%"
     POSITION_PERCENT = "p%"
+    POSITION_PERCENT_ALIAS = "p"
     ENTRY_PERCENT = "e%"
     CURRENT_SYMBOL_ASSETS_PERCENT = "s%"
     TRADED_SYMBOLS_ASSETS_PERCENT = "t%"

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/octobot_channel_consumer.py

@@ -76,7 +76,7 @@ async def _handle_creation(bot_id, action, data):
                 modes.get_activated_trading_mode(data[OctoBotChannelTradingDataKeys.TENTACLES_SETUP_CONFIG.value])
             except commons_errors.ConfigTradingError:
                 logging.get_logger(OCTOBOT_CHANNEL_TRADING_CONSUMER_LOGGER_TAG).error(
-                    f"No configured trading mode. in order to trade, selected a profile with a trading mode."
+                    f"No configured trading mode. In order to trade, selected a profile with a trading mode."
                 )
                 # do not raise on missing trading mode
                 exchange_builder.disable_trading_mode()

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/personal_data/orders/decimal_order_adapter.py

@@ -130,24 +130,42 @@ def decimal_adapt_order_quantity_because_price(limiting_value, max_value, price,
 
 def decimal_adapt_order_quantity_because_fees(
     exchange_manager, symbol: str, order_type: enums.TraderOrderType, quantity: decimal.Decimal, price: decimal.Decimal,
-    taker_or_maker: enums.ExchangeConstantsMarketPropertyColumns, side: enums.TradeOrderSide,
-    quote_available_funds: decimal.Decimal
+    side: enums.TradeOrderSide
 ) -> decimal.Decimal:
     if not exchange_manager.is_future and side == enums.TradeOrderSide.BUY:
         # only buy orders are affected
-        computed_fee = exchange_manager.exchange.get_trade_fee(
-            symbol, order_type, quantity, price, taker_or_maker.value
-        )
+        # consider worse case: simulate all total buying funds with taker fees locked into buy orders
         quote = commons_symbols.parse_symbol(symbol).quote
+        total_quote_amount = exchange_manager.exchange_personal_data.portfolio_manager.portfolio.get_currency_portfolio(
+            quote
+        ).total
+        max_base_quantity_ignoring_fees = (total_quote_amount / price) if price else constants.ZERO
+        max_possible_computed_fee = exchange_manager.exchange.get_trade_fee(
+            symbol, order_type, max_base_quantity_ignoring_fees, price,
+            enums.ExchangeConstantsMarketPropertyColumns.TAKER.value
+        )
+        total_quote_amount_locked_in_orders_ignoring_fees = sum(
+            order.origin_quantity * order.origin_price
+            for order in exchange_manager.exchange_personal_data.orders_manager.get_open_orders(active=True)
+            if commons_symbols.parse_symbol(order.symbol).quote == quote and order.is_counted_in_available_funds()
+        )
         # if fee paid in quote, ensure enough remaining quote asset in available portfolio
-        if currency_fee := personal_data.get_fees_for_currency(computed_fee, quote):
-            fees_in_base = (currency_fee / price) if price else constants.ZERO
-            base_quantity_from_quote = quote_available_funds / price
-            required_base_fees = fees_in_base * 2  # use 2x the fees to be sure exchanges won't refuse it
-            total_required_quote_quantity = (required_base_fees + quantity) * price
-            if quote_available_funds < total_required_quote_quantity:
-                # use maximum quantity considering fees
-                quantity = max(base_quantity_from_quote - required_base_fees, constants.ZERO)
+        if max_order_quote_fee := personal_data.get_fees_for_currency(max_possible_computed_fee, quote):
+            # add a safety margin to the max fees to be sure exchanges won't round it differently
+            adapted_max_order_quote_fee = max_order_quote_fee * constants.FEES_SAFETY_MARGIN
+            max_usable_quote_funds = (
+                total_quote_amount - total_quote_amount_locked_in_orders_ignoring_fees - adapted_max_order_quote_fee
+            )
+            local_order_computed_fee = exchange_manager.exchange.get_trade_fee(
+                symbol, order_type, quantity, price, enums.ExchangeConstantsMarketPropertyColumns.TAKER.value
+            )
+            local_order_required_quote_fees = personal_data.get_fees_for_currency(local_order_computed_fee, quote)
+            total_required_quote_quantity = (quantity * price) + local_order_required_quote_fees
+            if max_usable_quote_funds < total_required_quote_quantity:
+                # can't create this order: not enough remaining funds in portfolio after considering all orders fees
+                # => use maximum usable quantity considering fees
+                max_usable_base_funds_considering_fees = (max_usable_quote_funds / price) if price else constants.ZERO
+                quantity = max(max_usable_base_funds_considering_fees, constants.ZERO)
     return quantity
 
 

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/personal_data/orders/order_util.py

@@ -406,10 +406,11 @@ def get_fees_for_currency(fee, currency):
     return constants.ZERO
 
 
-def get_order_locked_amount(order: order_import.Order) -> decimal.Decimal:
+def get_order_locked_amount(order: order_import.Order, force_use_origin_quantity_and_price=False) -> decimal.Decimal:
     # take fees into account when in locked asset
     # ( a BTC/USDT order with USDT fees need to lock USDT fees to be able to pay them)
-    forecasted_fees = order.get_computed_fee(use_origin_quantity_and_price=not order.is_filled())
+    use_origin_quantity_and_price = force_use_origin_quantity_and_price or not order.is_filled()
+    forecasted_fees = order.get_computed_fee(use_origin_quantity_and_price=use_origin_quantity_and_price)
     base, quote = symbol_util.parse_symbol(order.symbol).base_and_quote()
     # when buy order
     if order.side == enums.TradeOrderSide.BUY:

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/octobot_trading/personal_data/portfolios/types/spot_portfolio.py

@@ -65,22 +65,14 @@ class SpotPortfolio(portfolio_class.Portfolio):
 
     def update_portfolio_available_from_order(self, order, is_new_order=True):
         """
-        Realise portfolio availability update
+        Realize portfolio availability update
         :param order: the order that triggers the portfolio update
-        :param is_new_order: True when the order is being created, False when cancelled
+        :param is_new_order: True when the order is being created, False when canceled
         """
         multiplier = constants.ONE if is_new_order else -constants.ONE
 
-        # when buy order
-        if order.side == enums.TradeOrderSide.BUY:
-            new_quantity = - order_util.get_order_locked_amount(order) * multiplier
-            self._update_portfolio_data(order.market,
-                                        available_value=new_quantity,
-                                        total_value=constants.ZERO)
-
-        # when sell order
-        else:
-            new_quantity = - order_util.get_order_locked_amount(order) * multiplier
-            self._update_portfolio_data(order.currency,
-                                        available_value=new_quantity,
-                                        total_value=constants.ZERO)
+        # force_use_origin_quantity_and_price is True here to ensure symetry between funds locked to open orders and
+        # funds released orders are not open anymore
+        new_quantity = -order_util.get_order_locked_amount(order, force_use_origin_quantity_and_price=True) * multiplier
+        unit = order.market if order.side == enums.TradeOrderSide.BUY else order.currency
+        self._update_portfolio_data(unit, available_value=new_quantity, total_value=constants.ZERO)

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/tests/modes/script_keywords/basic_keywords/test_amount.py

@@ -265,7 +265,7 @@ async def test_get_amount_from_input_amount_for_position(null_context):
     ) as is_in_one_way_position_mode_mock:
         with pytest.raises(NotImplementedError):
             await script_keywords.get_amount_from_input_amount(
-                null_context, f"1{script_keywords.QuantityType.POSITION_PERCENT.value}"
+                null_context, f"1{script_keywords.QuantityType.POSITION_PERCENT_ALIAS.value}"
             )
         is_in_one_way_position_mode_mock.assert_called_once_with(null_context)
 
@@ -276,7 +276,7 @@ async def test_get_amount_from_input_amount_for_position(null_context):
             as get_position_mock, mock.patch.object(account_balance, "adapt_amount_to_holdings",
           mock.AsyncMock(return_value=decimal.Decimal(1))) as adapt_amount_to_holdings_mock):
         assert await script_keywords.get_amount_from_input_amount(
-            null_context, f"1{script_keywords.QuantityType.POSITION_PERCENT.value}"
+            null_context, f"1{script_keywords.QuantityType.POSITION_PERCENT_ALIAS.value}"
         ) == decimal.Decimal(1)
         is_in_one_way_position_mode_mock.assert_called_once_with(null_context)
         get_position_mock.assert_called_once()

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/tests/modes/script_keywords/dsl/test_quantity.py

@@ -75,16 +75,16 @@ def test_parse_quantity_types():
     assert script_keywords.parse_quantity("%p") == (script_keywords.QuantityType.POSITION_PERCENT, None)
     assert script_keywords.parse_quantity("-0.11p%") == (
         script_keywords.QuantityType.POSITION_PERCENT, decimal.Decimal("-0.11"))
-    assert script_keywords.parse_quantity("-0.11%p") == (
-        script_keywords.QuantityType.POSITION_PERCENT, decimal.Decimal("-0.11"))
+    assert script_keywords.parse_quantity("-0.11p") == (
+        script_keywords.QuantityType.POSITION_PERCENT_ALIAS, decimal.Decimal("-0.11"))
     assert script_keywords.parse_quantity("%p-0.11") == (
         script_keywords.QuantityType.POSITION_PERCENT, decimal.Decimal("-0.11"))
 
-    assert script_keywords.parse_quantity("p") == (script_keywords.QuantityType.POSITION, None)
+    assert script_keywords.parse_quantity("p") == (script_keywords.QuantityType.POSITION_PERCENT_ALIAS, None)
     assert script_keywords.parse_quantity("-0.11p") == (
-        script_keywords.QuantityType.POSITION, decimal.Decimal("-0.11"))
+        script_keywords.QuantityType.POSITION_PERCENT_ALIAS, decimal.Decimal("-0.11"))
     assert script_keywords.parse_quantity("p-0.11") == (
-        script_keywords.QuantityType.POSITION, decimal.Decimal("-0.11"))
+        script_keywords.QuantityType.POSITION_PERCENT_ALIAS, decimal.Decimal("-0.11"))
 
     assert script_keywords.parse_quantity("@") == (script_keywords.QuantityType.FLAT, None)
     assert script_keywords.parse_quantity("-0.11@") == (script_keywords.QuantityType.FLAT, decimal.Decimal("-0.11"))

{OctoBot-Trading-2.4.178 → OctoBot-Trading-2.4.180}/tests/modes/test_modes_util.py

@@ -261,7 +261,7 @@ async def test_convert_asset_to_target_asset(backtesting_trader):
         assert order.origin_quantity == decimal.Decimal("0.3")
         assert order.created_last_price == decimal.Decimal(1500)
         assert order.is_filled()
-        assert get_trade_fee_mock.call_count == 4
+        assert get_trade_fee_mock.call_count == 5
         get_trade_fee_mock.reset_mock()
         trading_mode.create_order.assert_called_once()
         trading_mode.create_order.reset_mock()
@@ -275,10 +275,10 @@ async def test_convert_asset_to_target_asset(backtesting_trader):
         order = orders[0]
         assert order.order_type == trading_enums.TraderOrderType.BUY_MARKET
         assert order.symbol == "ETH/USDT"
-        assert order.origin_quantity == decimal.Decimal("0.66400000")   # lower than 0.66666666 when fees is 0 USDT
+        assert order.origin_quantity == decimal.Decimal("0.665")   # lower than 0.66666666 when fees is 0 USDT
         assert order.created_last_price == decimal.Decimal(1500)
         assert order.is_filled()
-        assert get_trade_fee_mock.call_count == 4
+        assert get_trade_fee_mock.call_count == 5
         trading_mode.create_order.assert_called_once()
         trading_mode.create_order.reset_mock()