OctoBot-Trading 2.4.208__tar.gz → 2.4.210__tar.gz

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/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).
 
+## [2.4.210] - 2025-08-22
+### Added
+[TradingModes] add get_trading_modes_of_this_type_on_this_matrix
+### Updated
+[Orders] handle get_computed_fee on cleared orders
+[Keywords] make price and amount parsing errors more detailed
+
+## [2.4.209] - 2025-08-21
+### Updated
+[Portfolio] consider order fees in delta when from exchange
+[Orders] set order_exchange_id in from_dict factory when available
+
 ## [2.4.208] - 2025-08-18
 ### Updated
 [CCXT] update to 4.5.0

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.208
+Version: 2.4.210
 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 [2.4.208](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.210](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-2.4.208/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.210}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.208
+Version: 2.4.210
 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 [2.4.208](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.210](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-2.4.208 → OctoBot-Trading-2.4.210}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.208](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.210](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-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.208"  # major.minor.revision
+VERSION = "2.4.210"  # major.minor.revision

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/modes/__init__.py

@@ -72,6 +72,7 @@ from octobot_trading.modes.modes_util import (
     get_instantly_filled_limit_order_adapted_price,
     get_instantly_filled_limit_order_adapted_price_and_quantity,
     notify_portfolio_optimization_complete,
+    get_trading_modes_of_this_type_on_this_matrix,
 )
 
 __all__ = [
@@ -102,4 +103,5 @@ __all__ = [
     "get_instantly_filled_limit_order_adapted_price",
     "get_instantly_filled_limit_order_adapted_price_and_quantity",
     "notify_portfolio_optimization_complete",
+    "get_trading_modes_of_this_type_on_this_matrix",
 ]

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/modes/modes_util.py

@@ -247,3 +247,18 @@ async def notify_portfolio_optimization_complete():
         )
     except ImportError as e:
         logging.get_logger(__name__).exception(e, True, f"Impossible to send notification: {e}")
+
+
+def get_trading_modes_of_this_type_on_this_matrix(trading_mode) -> list:
+    import octobot_trading.api  # avoid circular import issues
+    other_trading_modes = []
+    for exchange_id in octobot_trading.api.get_all_exchange_ids_with_same_matrix_id(
+        trading_mode.exchange_manager.exchange_name, trading_mode.exchange_manager.id
+    ):
+        exchange_manager = octobot_trading.api.get_exchange_manager_from_exchange_id(exchange_id)
+        other_trading_modes.extend(
+            other_trading_mode
+            for other_trading_mode in exchange_manager.trading_modes
+            if isinstance(other_trading_mode, type(trading_mode))
+        )
+    return other_trading_modes

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/modes/script_keywords/basic_keywords/amount.py

@@ -37,7 +37,7 @@ async def get_amount_from_input_amount(
     amount_type, amount_value = dsl.parse_quantity(input_amount)
 
     if amount_type is dsl.QuantityType.UNKNOWN or amount_value is None or amount_value <= 0:
-        raise trading_errors.InvalidArgumentError("Amount cant be zero, None or negative (amount: {amount_value})")
+        raise trading_errors.InvalidArgumentError(f"Amount cant be zero, None or negative (amount: {amount_value}, input: {input_amount})")
 
     if amount_type in (dsl.QuantityType.DELTA, dsl.QuantityType.DELTA_BASE):
         # nothing to do

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/modes/script_keywords/basic_keywords/price.py

@@ -26,7 +26,7 @@ async def get_price_with_offset(context, offset_input, use_delta_type_as_flat_va
     offset_type, offset_value = dsl.parse_quantity(offset_input)
 
     if offset_value is None:
-        raise errors.InvalidArgumentError("offset_value can't be None")
+        raise errors.InvalidArgumentError(f"Invalid price: parsed value can't be None (input: {offset_input})")
 
     # when use_delta_type_as_flat_value is True, consider a simple price input as a flat target instead of an offset
     is_delta_type_considered_as_flat = offset_type is dsl.QuantityType.DELTA and use_delta_type_as_flat_value

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/personal_data/orders/order.py

@@ -17,6 +17,7 @@ import asyncio
 import typing
 import contextlib
 import decimal
+import copy
 
 import octobot_commons.logging as logging
 
@@ -797,6 +798,9 @@ class Order(util.Initializable):
         # consider worse case taker fees when using use_origin_quantity_and_price as the order is not filled yet
         taker_or_maker = enums.ExchangeConstantsOrderColumns.TAKER.value \
             if use_origin_quantity_and_price else self.taker_or_maker
+        if self.is_cleared():
+            # order is cleared, it might have been filled or cancelled. Use existing fees
+            return copy.copy(self.fee)
         if self.fees_currency_side is enums.FeesCurrencySide.UNDEFINED:
             computed_fee = self.exchange_manager.exchange.get_trade_fee(
                 self.symbol, self.order_type, quantity, price, taker_or_maker

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/personal_data/orders/order_factory.py

@@ -134,6 +134,7 @@ def create_order_from_dict(trader, order_dict):
         price=order_dict[enums.ExchangeConstantsOrderColumns.PRICE.value],
         status=enums.OrderStatus(order_dict[enums.ExchangeConstantsOrderColumns.STATUS.value]),
         order_id=order_dict[enums.ExchangeConstantsOrderColumns.ID.value],
+        exchange_order_id=order_dict.get(enums.ExchangeConstantsOrderColumns.EXCHANGE_ID.value),
         quantity_filled=order_dict[enums.ExchangeConstantsOrderColumns.FILLED.value],
         timestamp=order_dict[enums.ExchangeConstantsOrderColumns.TIMESTAMP.value],
         side=enums.TradeOrderSide(order_dict[enums.ExchangeConstantsOrderColumns.SIDE.value]),

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/octobot_trading/personal_data/portfolios/portfolio_util.py

@@ -860,6 +860,18 @@ def get_assets_delta_from_orders(orders: list[order_import.Order]) -> (
                 asset_deltas[unit_and_amount[0]] = unit_and_amount[1] * multiplier
             else:
                 asset_deltas[unit_and_amount[0]] += unit_and_amount[1] * multiplier
+        if actual_fees := order.fee:
+            if (
+                actual_fees[enums.FeePropertyColumns.IS_FROM_EXCHANGE.value] 
+                and actual_fees[enums.FeePropertyColumns.COST.value]
+            ):
+                # order fees are from exchange: add them to asset deltas as they are confirmed
+                fee_asset = actual_fees[enums.FeePropertyColumns.CURRENCY.value]
+                if fee_asset not in asset_deltas:
+                    # always substract fees
+                    asset_deltas[fee_asset] = -decimal.Decimal(str(actual_fees[enums.FeePropertyColumns.COST.value]))
+                else:
+                    asset_deltas[fee_asset] -= decimal.Decimal(str(actual_fees[enums.FeePropertyColumns.COST.value]))
         # order "probable" related deltas (account for worse case fees)
         expected_forecasted_fees = order.get_computed_fee(use_origin_quantity_and_price=True)
         possible_forecasted_fees = _get_other_asset_forecasted_fees(

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/tests/personal_data/orders/test_order_factory.py

@@ -134,6 +134,7 @@ class TestOrderFactory:
         # associated_entry_ids are not copied
         assert created_from_dict.associated_entry_ids is None
         assert created_from_dict.trigger_above is limit_order.trigger_above is True
+        assert created_from_dict.exchange_order_id # ensure exchange_order_id is generated
         assert limit_order.associated_entry_ids == ["1"]
 
 
@@ -146,6 +147,7 @@ class TestOrderFactory:
             quantity,
             price=price,
             trigger_above=False,
+            exchange_order_id="123",
         )
         order_dict = limit_order.to_dict()
         created_from_dict = personal_data.create_order_from_dict(trader_inst, order_dict)
@@ -160,6 +162,7 @@ class TestOrderFactory:
         # associated_entry_ids are not copied
         assert created_from_dict.associated_entry_ids is None
         assert created_from_dict.trigger_above is limit_order.trigger_above is False
+        assert created_from_dict.exchange_order_id == "123"
         assert limit_order.associated_entry_ids is None
 
         await self.stop(exchange_manager)

{OctoBot-Trading-2.4.208 → OctoBot-Trading-2.4.210}/tests/personal_data/portfolios/test_portfolio_util.py

@@ -1028,6 +1028,90 @@ def test_get_portfolio_filled_orders_deltas_considering_local_exchange_fees():
         error_log.assert_not_called()
 
 
+def test_get_portfolio_filled_orders_deltas_with_exchange_fetched_fees():
+    pre_trade_content = _content({"BTC": 0.1, "USDT": 600.2})
+    post_trade_content = _content({"BTC": 0.2, "USDT": 50.2})    # paid 50 USDT in fees
+    error_log = mock.Mock()
+    with mock.patch.object(octobot_commons.logging, "get_logger", mock.Mock(return_value=mock.Mock(error=error_log))):
+        # no filled order
+        assert personal_data.get_portfolio_filled_orders_deltas(pre_trade_content, post_trade_content, [], []) == _resolved(
+            {}, {}
+        )
+        error_log.assert_not_called()
+
+        # with fees: delta is found
+        filled_orders = [
+            _order("BTC/USDT", 0.06, 100, "buy", {"USDT": 25}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.05, 450, "buy", {"USDT": 25}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.01, 50, "sell", {"BTC": 0.0000001}, is_exchange_fetched_fee=True),
+        ]
+        assert personal_data.get_portfolio_filled_orders_deltas(
+            pre_trade_content, post_trade_content, filled_orders, []
+        ) == _resolved(
+            # all orders found in deltas because fees have been taken into account
+            _content({"BTC": 0.1, "USDT": -550}),
+        )
+        for order in filled_orders:
+            assert order.get_computed_fee.call_count > 0
+        error_log.assert_not_called()
+
+        # now with unknown orders
+        assert personal_data.get_portfolio_filled_orders_deltas(
+            pre_trade_content, post_trade_content, [], filled_orders
+        ) == _resolved(
+            # all orders found in deltas because fees have been taken into account
+            explained_orders_deltas=_content({"BTC": 0.1, "USDT": -550}),
+            inferred_filled_orders=filled_orders,
+        )
+        error_log.assert_not_called()
+
+        # same test but fees will be much lower and won't explain all detlas
+        filled_orders = [
+            _order("BTC/USDT", 0.06, 100, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.05, 450, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.01, 50, "sell", {"BTC": 0.0000001}, is_exchange_fetched_fee=True),
+        ]
+        assert personal_data.get_portfolio_filled_orders_deltas(
+            pre_trade_content, post_trade_content, filled_orders, []
+        ) == _resolved(
+            # only the part actually explained by fetched fees are taken into account in deltas (instead of -550 USDT)
+            _content({"BTC": 0.1, "USDT": -500.2}),
+        )
+        error_log.assert_not_called()
+
+        # now with unknown orders
+        unknown_orders = [
+            _order("BTC/USDT", 0.06, 100, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.05, 450, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.01, 50, "sell", {"BTC": 0.0000001}, is_exchange_fetched_fee=True),
+        ]
+        assert personal_data.get_portfolio_filled_orders_deltas(
+            pre_trade_content, post_trade_content, [], unknown_orders
+        ) == _resolved(
+            # only the part actually explained by fetched fees are taken into account in deltas (instead of -550 USDT)
+            explained_orders_deltas=_content({"BTC": 0.1, "USDT": -500.2}),
+            inferred_filled_orders=unknown_orders,
+        )
+        error_log.assert_not_called()
+
+        # with an order that is not explained in deltas at all
+        unknown_orders = [
+            _order("BTC/USDT", 0.06, 100, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.05, 450, "buy", {"USDT": 0.1}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.01, 50, "sell", {"BTC": 0.0000001}, is_exchange_fetched_fee=True),
+            _order("BTC/USDT", 0.05, 50, "sell", {"BTC": 0.0000001}, is_exchange_fetched_fee=True), # not explained
+        ]
+        assert personal_data.get_portfolio_filled_orders_deltas(
+            pre_trade_content, post_trade_content, [], unknown_orders
+        ) == _resolved(
+            # only the part actually explained by fetched fees are taken into account in deltas (instead of -550 USDT)
+            explained_orders_deltas=_content({"BTC": 0.1, "USDT": -500.2}),
+            inferred_filled_orders=unknown_orders[:-1],
+            inferred_cancelled_orders=[unknown_orders[-1]],
+        )
+        error_log.assert_not_called()
+
+
 def test_get_accepted_missed_deltas():
     # with no delta
     post_trade_content = _content({"XRP": 40, "USDT": 129.2474232})
@@ -1353,7 +1437,7 @@ def _missing_funds(funds: dict[str, float]) -> dict[str, decimal.Decimal]:
         for key, val in funds.items()
     }
 
-def _order(symbol: str, quantity: float, cost: float, side: str, fee: dict = None, local_fees_currencies: list[str] = []) -> personal_data.Order:
+def _order(symbol: str, quantity: float, cost: float, side: str, fee: dict = None, local_fees_currencies: list[str] = [], is_exchange_fetched_fee: bool = False) -> personal_data.Order:
     trader = mock.Mock(exchange_manager=mock.Mock(exchange=mock.Mock(LOCAL_FEES_CURRENCIES=local_fees_currencies)))
     order = personal_data.Order(trader)
     order.symbol = symbol
@@ -1361,9 +1445,16 @@ def _order(symbol: str, quantity: float, cost: float, side: str, fee: dict = Non
     order.total_cost = decimal.Decimal(str(cost))
     order.origin_price = order.total_cost / order.origin_quantity
     order.side = enums.TradeOrderSide(side)
+    if is_exchange_fetched_fee:
+        order.fee = {
+            enums.FeePropertyColumns.COST.value: decimal.Decimal(str(next(iter(fee.values())) if fee else 0)),
+            enums.FeePropertyColumns.CURRENCY.value: next(iter(fee.keys())) if fee else None,
+            enums.FeePropertyColumns.IS_FROM_EXCHANGE.value: True,
+        }
+    # get_computed_fee returns empty fees when is_exchange_fetched_fee is True to avoid side effects with predicted fees
     order.get_computed_fee = mock.Mock(return_value={
-        enums.FeePropertyColumns.COST.value: decimal.Decimal(str(next(iter(fee.values())) if fee else 0)),
-        enums.FeePropertyColumns.CURRENCY.value: next(iter(fee.keys())) if fee else None,
+        enums.FeePropertyColumns.COST.value: decimal.Decimal(str(next(iter(fee.values())) if fee and not is_exchange_fetched_fee else 0)),
+        enums.FeePropertyColumns.CURRENCY.value: next(iter(fee.keys())) if fee and not is_exchange_fetched_fee else None,
         enums.FeePropertyColumns.IS_FROM_EXCHANGE.value: False,
     })
     return order