OctoBot-Trading 2.4.193__tar.gz → 2.4.194__tar.gz

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/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).
 
+## [2.4.194] - 2025-06-14
+### Added
+[Portfolio] add get_accepted_missed_deltas
+
 ## [2.4.193] - 2025-06-14
 ### Updated
 [Exchanges] add ccxt.ExchangeNotAvailable, ccxt.InvalidNonce to default retry policy

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.193
+Version: 2.4.194
 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 [2.4.193](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.194](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-2.4.193/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.194}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.193
+Version: 2.4.194
 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 [2.4.193](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.194](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-2.4.193 → OctoBot-Trading-2.4.194}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.193](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.194](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-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.193"  # major.minor.revision
+VERSION = "2.4.194"  # major.minor.revision

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/api/__init__.py

@@ -173,6 +173,8 @@ from octobot_trading.api.portfolio import (
     is_usd_like_coin,
     resolve_sub_portfolios,
     get_portfolio_filled_orders_deltas,
+    get_accepted_missed_deltas,
+    get_master_checked_sub_portfolio_update,
     get_assets_delta_from_orders,
     get_global_portfolio_currencies_values,
 )
@@ -367,6 +369,8 @@ __all__ = [
     "is_usd_like_coin",
     "resolve_sub_portfolios",
     "get_portfolio_filled_orders_deltas",
+    "get_accepted_missed_deltas",
+    "get_master_checked_sub_portfolio_update",
     "get_assets_delta_from_orders",
     "get_global_portfolio_currencies_values",
     "get_origin_portfolio_value",

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/api/portfolio.py

@@ -148,3 +148,20 @@ def get_assets_delta_from_orders(
     orders: list[personal_data.Order]
 ) -> (dict[str, decimal.Decimal], dict[str, decimal.Decimal], dict[str, decimal.Decimal]):
     return personal_data.get_assets_delta_from_orders(orders)
+
+
+def get_accepted_missed_deltas(
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_sub_portfolio: dict[str, dict[str, decimal.Decimal]],
+    missed_deltas: dict[str, dict[str, decimal.Decimal]]
+) -> (dict[str, dict[str, decimal.Decimal]], dict[str, dict[str, decimal.Decimal]]):
+    return personal_data.get_accepted_missed_deltas(
+        updated_portfolio_content, updated_sub_portfolio, missed_deltas
+    )
+
+
+def get_master_checked_sub_portfolio_update(
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_sub_portfolio: dict[str, dict[str, decimal.Decimal]],
+) -> dict[str, dict[str, decimal.Decimal]]:
+    return personal_data.get_master_checked_sub_portfolio_update(updated_portfolio_content, updated_sub_portfolio)

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/personal_data/__init__.py

@@ -171,6 +171,8 @@ from octobot_trading.personal_data.portfolios import (
     get_asset_price_from_converter_or_tickers,
     resolve_sub_portfolios,
     get_portfolio_filled_orders_deltas,
+    get_accepted_missed_deltas,
+    get_master_checked_sub_portfolio_update,
     get_assets_delta_from_orders,
     HistoricalAssetValue,
     HistoricalPortfolioValueManager,
@@ -454,6 +456,8 @@ __all__ = [
     "get_asset_price_from_converter_or_tickers",
     "resolve_sub_portfolios",
     "get_portfolio_filled_orders_deltas",
+    "get_accepted_missed_deltas",
+    "get_master_checked_sub_portfolio_update",
     "get_assets_delta_from_orders",
     "AUTHENTICATED_UPDATER_PRODUCERS",
     "AUTHENTICATED_UPDATER_SIMULATOR_PRODUCERS",

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/personal_data/portfolios/__init__.py

@@ -85,6 +85,8 @@ from octobot_trading.personal_data.portfolios.portfolio_util import (
     get_asset_price_from_converter_or_tickers,
     resolve_sub_portfolios,
     get_portfolio_filled_orders_deltas,
+    get_accepted_missed_deltas,
+    get_master_checked_sub_portfolio_update,
     get_assets_delta_from_orders,
 )
 from octobot_trading.personal_data.portfolios.history import (
@@ -129,6 +131,8 @@ __all__ = [
     "get_asset_price_from_converter_or_tickers",
     "resolve_sub_portfolios",
     "get_portfolio_filled_orders_deltas",
+    "get_accepted_missed_deltas",
+    "get_master_checked_sub_portfolio_update",
     "get_assets_delta_from_orders",
     "create_historical_asset_value_from_dict_like_object",
     "get_draw_down",

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/octobot_trading/personal_data/portfolios/portfolio_util.py

@@ -469,6 +469,75 @@ def _iterate_filling_assets(
             if reversed_symbol in tickers and tickers[reversed_symbol]:
                 yield allowed_filling_asset, constants.ONE / decimal.Decimal(str(tickers[reversed_symbol]))
 
+
+def get_accepted_missed_deltas(
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_sub_portfolio: dict[str, dict[str, decimal.Decimal]],
+    missed_deltas: dict[str, dict[str, decimal.Decimal]]
+) -> (dict[str, dict[str, decimal.Decimal]], dict[str, dict[str, decimal.Decimal]]):
+    # accepted deltas are missed deltas that should still be accepted to avoid ignoring
+    # spent assets in master portfolio
+    accepted_missed_deltas = {}
+    for currency, delta in missed_deltas.items():
+        if currency in updated_sub_portfolio and (
+            updated_sub_portfolio[currency][commons_constants.PORTFOLIO_TOTAL]
+            > updated_portfolio_content[currency][commons_constants.PORTFOLIO_TOTAL]
+        ):
+            # updated sub portfolio asset holding can't be larger than updated total portfolio holding
+            # => add this delta to accepted deltas
+            accepted_missed_deltas[currency] = delta
+    # others are still missed deltas
+    remaining_missed_deltas = {
+        currency: delta
+        for currency, delta in missed_deltas.items()
+        if currency not in accepted_missed_deltas
+    }
+    return accepted_missed_deltas, remaining_missed_deltas
+
+
+def get_master_checked_sub_portfolio_update(
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_sub_portfolio: dict[str, dict[str, decimal.Decimal]],
+) -> dict[str, dict[str, decimal.Decimal]]:
+    update = {}
+    for currency, amounts in updated_sub_portfolio.items():
+        if currency not in updated_portfolio_content:
+            # currency can't be in sub portfolio if not in master portfolio
+            if amounts[commons_constants.PORTFOLIO_TOTAL] > constants.ZERO:
+                commons_logging.get_logger(__name__).warning(
+                    f"{currency} removed from sub portfolio as missing from master portfolio"
+                )
+            update[currency] = {
+                commons_constants.PORTFOLIO_TOTAL: constants.ZERO,
+                commons_constants.PORTFOLIO_AVAILABLE: constants.ZERO
+            }
+        elif (
+            amounts[commons_constants.PORTFOLIO_TOTAL]
+            > updated_portfolio_content[currency][commons_constants.PORTFOLIO_TOTAL]
+        ):
+            commons_logging.get_logger(__name__).warning(
+                f"{currency} holdings aligned to master portfolio: {amounts} -> {updated_portfolio_content[currency]}"
+            )
+            # sub portfolio amount can't be larger than master portfolio
+            update[currency] = updated_portfolio_content[currency]
+    return update
+
+
+def get_missing_master_portfolio_values_update(
+    updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
+    updated_sub_portfolio: dict[str, dict[str, decimal.Decimal]],
+):
+    updates = {}
+    for currency, amounts in updated_portfolio_content.items():
+        if currency in updated_sub_portfolio and (
+            updated_sub_portfolio[currency][commons_constants.PORTFOLIO_TOTAL]
+            > updated_portfolio_content[currency][commons_constants.PORTFOLIO_TOTAL]
+        ):
+            # updated sub portfolio asset holding can't be larger than updated total portfolio holding
+            updates[currency] = amounts
+    return updates
+
+
 def get_portfolio_filled_orders_deltas(
     previous_portfolio_content: dict[str, dict[str, decimal.Decimal]],
     updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],

{OctoBot-Trading-2.4.193 → OctoBot-Trading-2.4.194}/tests/personal_data/portfolios/test_portfolio_util.py

@@ -524,6 +524,60 @@ def test_get_portfolio_filled_orders_deltas_considering_fees():
         error_log.assert_not_called()
 
 
+def test_get_accepted_missed_deltas():
+    # with no delta
+    post_trade_content = _content({"XRP": 40, "USDT": 129.2474232})
+    updated_sub_portfolio = _content({"XRP": 50, "USDT": 36.878811542})
+    assert personal_data.get_accepted_missed_deltas(
+        post_trade_content, updated_sub_portfolio, {}
+    ) == ({}, {})
+
+    # base case
+    pre_trade_content = _content({"XRP": 40, "USDT": 129.2474232})
+    post_trade_content = _content({"XRP": 50, "USDT": 36.878811542})
+    sub_portfolio_pre_trade_content = _content({"XRP": 40, "USDT": 129.2474232})
+    filled_orders = [
+        _order("XRP/USDT", 10, 115.4889262, "buy"),
+    ]
+    deltas, missed_deltas = personal_data.get_portfolio_filled_orders_deltas(
+        pre_trade_content, post_trade_content, filled_orders
+    )
+    assert deltas == _content({"XRP": 10})
+    assert missed_deltas == _content({"USDT": -92.368611658})
+    sub_portfolio = personal_data.SubPortfolioData(
+        None, None, 0, sub_portfolio_pre_trade_content, None, funds_deltas=deltas
+    )
+    updated_sub_portfolio = sub_portfolio.get_content_from_total_deltas_and_locked_funds()
+    accepted_deltas, remaining_deltas = personal_data.get_accepted_missed_deltas(
+        post_trade_content, updated_sub_portfolio, missed_deltas
+    )
+    assert accepted_deltas == _content({"USDT": -92.368611658})
+    assert remaining_deltas == {}
+
+    # with remaining_deltas
+    pre_trade_content = _content({"XRP": 40, "USDT": 229.2474232})
+    post_trade_content = _content({"XRP": 50, "USDT": 136.878811542})
+    sub_portfolio_pre_trade_content = _content({"XRP": 40, "USDT": 129.2474232})
+    filled_orders = [
+        _order("XRP/USDT", 10, 115.4889262, "buy"),
+    ]
+    deltas, missed_deltas = personal_data.get_portfolio_filled_orders_deltas(
+        pre_trade_content, post_trade_content, filled_orders
+    )
+    assert deltas == _content({"XRP": 10})
+    assert missed_deltas == _content({"USDT": -92.368611658})
+    sub_portfolio = personal_data.SubPortfolioData(
+        None, None, 0, sub_portfolio_pre_trade_content, None, funds_deltas=deltas
+    )
+    updated_sub_portfolio = sub_portfolio.get_content_from_total_deltas_and_locked_funds()
+    accepted_deltas, remaining_deltas = personal_data.get_accepted_missed_deltas(
+        post_trade_content, updated_sub_portfolio, missed_deltas
+    )
+    # sub portfolio resolved value can still be contained in portfolio: this delta remains as missing
+    assert accepted_deltas == {}
+    assert remaining_deltas == _content({"USDT": -92.368611658})
+
+
 def test_get_portfolio_filled_orders_deltas_considering_different_fee_tiers():
     error_log = mock.Mock()
     with mock.patch.object(octobot_commons.logging, "get_logger", mock.Mock(return_value=mock.Mock(error=error_log))):
@@ -686,6 +740,32 @@ def test_resolve_sub_portfolios_with_filling_assets_with_locked_funds():
     )
 
 
+def test_get_master_checked_sub_portfolio_update():
+    with mock.patch.object(octobot_commons.logging.BotLogger, "warning") as warning_mock:
+        # nothing to do: sub portfolio makes sense compared to master
+        updated_portfolio_content = _content({"BTC": 0, "ETH": 9.9999999, "USDT": 111, "DOT": 1111})
+        updated_sub_portfolio = _content({"BTC": 0, "ETH": 9.9999999, "USDT": 100})
+        assert personal_data.get_master_checked_sub_portfolio_update(updated_portfolio_content, updated_sub_portfolio) == {}
+        warning_mock.assert_not_called()
+
+        # SOL is not in master portfolio
+        updated_sub_portfolio = _content({"BTC": 0, "ETH": 9.9999999, "USDT": 100, "SOL": 10})
+        assert personal_data.get_master_checked_sub_portfolio_update(updated_portfolio_content, updated_sub_portfolio) == (
+            _content({"SOL": 0})
+        )
+        warning_mock.assert_called_once()
+        assert "SOL removed" in warning_mock.mock_calls[0].args[0]
+        warning_mock.reset_mock()
+
+        # can't have 120 USDT with 111 in master portfolio
+        updated_sub_portfolio = _content({"BTC": 0, "ETH": 9.9999999, "USDT": 120})
+        assert personal_data.get_master_checked_sub_portfolio_update(updated_portfolio_content, updated_sub_portfolio) == (
+            _content({"USDT": 111})
+        )
+        warning_mock.assert_called_once()
+        assert "USDT holdings aligned" in warning_mock.mock_calls[0].args[0]
+        warning_mock.reset_mock()
+
 
 def _sub_pf(
     priority_key: float,