OctoBot-Trading 2.4.211__tar.gz → 2.4.212__tar.gz

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/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).
 
+## [2.4.212] - 2025-08-28
+### Added
+[Orders] handle simulated partially filled orders
+
 ## [2.4.211] - 2025-08-24
 ### Added
 [Signals] add dependencies

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.211
+Version: 2.4.212
 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 [2.4.211](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.212](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-2.4.211/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.212}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.211
+Version: 2.4.212
 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 [2.4.211](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.212](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-2.4.211 → OctoBot-Trading-2.4.212}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.211](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.212](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-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.211"  # major.minor.revision
+VERSION = "2.4.212"  # major.minor.revision

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/api/portfolio.py

@@ -133,18 +133,25 @@ def resolve_sub_portfolios(
 def get_portfolio_filled_orders_deltas(
     previous_portfolio_content: dict[str, dict[str, decimal.Decimal]],
     updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
-    filled_orders: list[personal_data.Order],
-    unknown_filled_or_cancelled_orders: list[personal_data.Order]
+    filled_or_partially_filled_orders: list[personal_data.Order],
+    unknown_filled_or_cancelled_orders: list[personal_data.Order],
+    ignored_filled_quantity_per_order_exchange_id: dict[str, decimal.Decimal]
 ) -> personal_data.ResolvedOrdersPortoflioDelta:
     return personal_data.get_portfolio_filled_orders_deltas(
-        previous_portfolio_content, updated_portfolio_content, filled_orders, unknown_filled_or_cancelled_orders
+        previous_portfolio_content, updated_portfolio_content, 
+        filled_or_partially_filled_orders, unknown_filled_or_cancelled_orders, 
+        ignored_filled_quantity_per_order_exchange_id
     )
 
 
 def get_assets_delta_from_orders(
-    orders: list[personal_data.Order]
+    orders: list[personal_data.Order],
+    ignored_filled_quantity_per_order_exchange_id: dict[str, decimal.Decimal],
+    force_fully_filled_orders: bool = False
 ) -> (dict[str, decimal.Decimal], dict[str, decimal.Decimal], dict[str, decimal.Decimal]):
-    return personal_data.get_assets_delta_from_orders(orders)
+    return personal_data.get_assets_delta_from_orders(
+        orders, ignored_filled_quantity_per_order_exchange_id, force_fully_filled_orders=force_fully_filled_orders
+    )
 
 
 def get_accepted_missed_deltas(

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/constants.py

@@ -173,7 +173,7 @@ DEFAULT_SYMBOL_POSITION_MODE = enums.PositionMode.ONE_WAY
 DEFAULT_SYMBOL_FUNDING_RATE = decimal.Decimal("0.00005")
 DEFAULT_SYMBOL_MAINTENANCE_MARGIN_RATE = decimal.Decimal("0.01")
 RETRIABLE_EXCHANGE_ERRORS_DESC: set[str] = set(os.getenv(
-    "RETRIABLE_EXCHANGE_ERRORS_DESC", 'Internal Server Error:Bad gateway'
+    "RETRIABLE_EXCHANGE_ERRORS_DESC", 'Internal Server Error:Bad gateway:read ECONNRESET'
 ).split(":"))
 
 # exchange proxy

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/orders/order.py

@@ -41,6 +41,7 @@ class Order(util.Initializable):
     """
     CHECK_ORDER_STATUS_AFTER_INIT_DELAY = 2
     SUPPORTS_GROUPING = True    # False when orders of this type can't be grouped
+    USE_ORIGIN_QUANTITY_AS_FILLED_QUANTITY = False
 
     def __init__(self, trader, side=None):
         super().__init__()
@@ -242,7 +243,8 @@ class Order(util.Initializable):
                 should_update_total_cost = True
 
         if self.trader.simulate:
-            if quantity and self.filled_quantity != quantity:
+            if quantity and (self.is_filled() or self.USE_ORIGIN_QUANTITY_AS_FILLED_QUANTITY):
+                # when simulating, only set filled quantity if the order is filled
                 self.filled_quantity = quantity
                 changed = True
                 should_update_total_cost = True
@@ -877,6 +879,20 @@ class Order(util.Initializable):
     def is_short(self):
         return self.side is enums.TradeOrderSide.SELL
 
+    def is_partially_filled(self) -> bool:
+        return constants.ZERO < self.filled_quantity < self.origin_quantity
+
+    def get_remaining_quantity(self) -> decimal.Decimal:
+        return self.origin_quantity - self.filled_quantity
+
+    def get_locked_quantity(self) -> decimal.Decimal:
+        return self.filled_quantity if (
+            self.is_filled() or self.USE_ORIGIN_QUANTITY_AS_FILLED_QUANTITY
+        ) else self.get_remaining_quantity()
+
+    def get_remaining_cost(self) -> decimal.Decimal:
+        return self.get_cost(self.get_remaining_quantity())
+
     def update_from_raw(self, raw_order):
         if self.side is None or self.order_type is None:
             try:
@@ -1016,13 +1032,16 @@ class Order(util.Initializable):
     def _update_total_cost(self):
         # use filled amounts when available
         quantity = self.filled_quantity if self.filled_quantity else self.origin_quantity
+        self.total_cost = self.get_cost(quantity)
+
+    def get_cost(self, quantity: decimal.Decimal) -> decimal.Decimal:
         price = self.filled_price if self.filled_price else self.origin_price
         if self.quantity_currency == self.currency:
             # quantity in BTC for BTC/USDT => cost = BTC * price(BTC in USDT)
-            self.total_cost = quantity * price
+            return quantity * price
         else:
             # quantity in USDT for BTC/USDT => cost = price(BTC in USDT)
-            self.total_cost = quantity
+            return quantity
 
     def update_order_filled_values(self, ideal_price: decimal.Decimal):
         if not self.filled_price:

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/orders/order_util.py

@@ -412,11 +412,13 @@ def get_order_locked_amount(order: order_import.Order, force_use_origin_quantity
     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()
+    # use remaining quantity when order is open or partially filled
+    locked_amount = order.get_locked_quantity()
     # when buy order
     if order.side == enums.TradeOrderSide.BUY:
-        return order.origin_quantity * order.origin_price + get_fees_for_currency(forecasted_fees, quote)
+        return locked_amount * order.origin_price + get_fees_for_currency(forecasted_fees, quote)
     # when sell order
-    return order.origin_quantity + get_fees_for_currency(forecasted_fees, base)
+    return locked_amount + get_fees_for_currency(forecasted_fees, base)
 
 
 def get_orders_locked_amounts_by_asset(open_orders: list[order_import.Order]) -> dict[str, decimal.Decimal]:

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/orders/types/market/market_order.py

@@ -20,6 +20,7 @@ import octobot_trading.personal_data.orders.order as order_class
 
 class MarketOrder(order_class.Order):
     SUPPORTS_GROUPING = False    # False when orders of this type can't be grouped
+    USE_ORIGIN_QUANTITY_AS_FILLED_QUANTITY = True
 
     async def update_order_status(self, force_refresh=False):
         if not self.is_active:

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/portfolios/portfolio_util.py

@@ -542,16 +542,20 @@ def get_missing_master_portfolio_values_update(
 def get_portfolio_filled_orders_deltas(
     previous_portfolio_content: dict[str, dict[str, decimal.Decimal]],
     updated_portfolio_content: dict[str, dict[str, decimal.Decimal]],
-    filled_orders: list[order_import.Order],
-    unknown_filled_or_cancelled_orders: list[order_import.Order]
+    filled_or_partially_filled_orders: list[order_import.Order],
+    unknown_filled_or_cancelled_orders: list[order_import.Order],
+    ignored_filled_quantity_per_order_exchange_id: dict[str, decimal.Decimal]
 ) -> resolved_orders_portfolio_delta.ResolvedOrdersPortoflioDelta:
     portfolios_asset_deltas = _get_assets_delta_from_portfolio(previous_portfolio_content, updated_portfolio_content)
     if unknown_filled_or_cancelled_orders:
         return _compute_most_probable_assets_deltas_from_orders_considering_unknown_orders(
-            filled_orders, portfolios_asset_deltas, unknown_filled_or_cancelled_orders
+            filled_or_partially_filled_orders, portfolios_asset_deltas, 
+            unknown_filled_or_cancelled_orders, ignored_filled_quantity_per_order_exchange_id
         )
     else:
-        orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas = get_assets_delta_from_orders(filled_orders)
+        orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas = get_assets_delta_from_orders(
+            filled_or_partially_filled_orders, ignored_filled_quantity_per_order_exchange_id
+        )
         return compute_assets_deltas_from_orders(
             orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas, 
             portfolios_asset_deltas, allow_portfolio_delta_shrinking=True
@@ -570,17 +574,18 @@ def _reverse_portfolio_deltas(
 
 
 def _compute_most_probable_assets_deltas_from_orders_considering_unknown_orders(
-    filled_orders: list[order_import.Order],
+    filled_or_partially_filled_orders: list[order_import.Order],
     portfolios_asset_deltas: dict[str, dict[str, decimal.Decimal]],
-    unknown_filled_or_cancelled_orders: list[order_import.Order]
+    unknown_filled_or_cancelled_orders: list[order_import.Order],
+    ignored_filled_quantity_per_order_exchange_id: dict[str, decimal.Decimal]
 ) -> resolved_orders_portfolio_delta.ResolvedOrdersPortoflioDelta:
     """
     Returns the most probable deltas which are the ones that can be best explained by given orders
     """
 
-    if filled_orders:
+    if filled_or_partially_filled_orders:
         orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas = get_assets_delta_from_orders(
-            filled_orders
+            filled_or_partially_filled_orders, ignored_filled_quantity_per_order_exchange_id
         )
         known_filled_orders_resolved_delta = compute_assets_deltas_from_orders(
             orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas, 
@@ -609,10 +614,10 @@ def _compute_most_probable_assets_deltas_from_orders_considering_unknown_orders(
         for filled_orders_combination in itertools.combinations(unknown_filled_or_cancelled_orders, orders_to_fill_count):
             potential_filled_orders_combination = list(filled_orders_combination)
             orders_asset_deltas, expected_fee_related_deltas, possible_fees_asset_deltas = get_assets_delta_from_orders(
-                potential_filled_orders_combination
+                potential_filled_orders_combination, ignored_filled_quantity_per_order_exchange_id, force_fully_filled_orders=True
             )
             if any(
-                asset_name not in post_filled_orders_portfolio_asset_deltas   # use post_filled_orders_portfolio_asset_deltas?
+                asset_name not in post_filled_orders_portfolio_asset_deltas
                 for asset_name in orders_asset_deltas
             ):
                 # at least one of the candidate filled orders is not related to portfolio delta: skip this combination
@@ -834,7 +839,11 @@ def _get_assets_delta_from_portfolio(
     return asset_deltas
 
 
-def get_assets_delta_from_orders(orders: list[order_import.Order]) -> (
+def get_assets_delta_from_orders(
+    orders: list[order_import.Order], 
+    ignored_filled_quantity_per_order_exchange_id: dict[str, decimal.Decimal],
+    force_fully_filled_orders: bool = False,
+) -> (
     dict[str, decimal.Decimal], dict[str, decimal.Decimal], dict[str, decimal.Decimal]
 ):
     asset_deltas = {}
@@ -844,17 +853,36 @@ def get_assets_delta_from_orders(orders: list[order_import.Order]) -> (
     for order in orders:
         base, quote = symbol_util.parse_symbol(order.symbol).base_and_quote()
         # order "expected" related deltas
-        added_unit_and_amount = (
-            (base, order.origin_quantity)
-            if order.side is enums.TradeOrderSide.BUY else (quote, order.total_cost)
-        )
-        removed_unit_and_amount = (
-            (quote, order.total_cost)
-            if order.side is enums.TradeOrderSide.BUY else (base, order.origin_quantity)
-        )
+        ignored_filled_quantity = ignored_filled_quantity_per_order_exchange_id.get(order.exchange_order_id)
+        # For 0 amout filled orders, use origin quantity as we know they are either fully filled or not filled at all.
+        # For partially filled orders, use filled quantity as we know they are partially filled.
+        considered_quantity = order.filled_quantity if (order.filled_quantity and not force_fully_filled_orders) else order.origin_quantity
+        delta_quantity = (considered_quantity - ignored_filled_quantity) if ignored_filled_quantity else considered_quantity
+        if delta_quantity < constants.ZERO:
+            commons_logging.get_logger(__name__).error(
+                f"Invalid delta quantity: {delta_quantity} for order "
+                f"{order.exchange_order_id} on {order.symbol} "
+                f"ignored filled quantity: {ignored_filled_quantity}."
+            )
+            continue
+        if delta_quantity == constants.ZERO:
+            commons_logging.get_logger(__name__).info(
+                f"Skipped zero delta quantity: {delta_quantity} for order "
+                f"{order.exchange_order_id} on {order.symbol} "
+                f"ignored filled quantity: {ignored_filled_quantity}."
+            )
+            continue
+        if order.side is enums.TradeOrderSide.BUY:
+            added_unit_and_amount = (base, delta_quantity)
+            removed_unit_and_amount = (quote, order.get_cost(delta_quantity))
+        elif order.side is enums.TradeOrderSide.SELL:
+            added_unit_and_amount = (quote, order.get_cost(delta_quantity))
+            removed_unit_and_amount = (base, delta_quantity)
+        else:
+            raise ValueError(f"Invalid order side: {order.side}")
         for unit_and_amount, multiplier in zip(
             (added_unit_and_amount, removed_unit_and_amount),
-            (1, -1)
+            (decimal.Decimal(1), decimal.Decimal(-1))
         ):
             if unit_and_amount[0] not in asset_deltas:
                 asset_deltas[unit_and_amount[0]] = unit_and_amount[1] * multiplier

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/portfolios/types/future_portfolio.py

@@ -95,7 +95,8 @@ class FuturePortfolio(portfolio_class.Portfolio):
             return  # decreasing position size order are not impacting availability
 
         try:
-            real_order_quantity = (order.origin_quantity / pair_future_contract.current_leverage
+            quantity = order.get_locked_quantity()
+            real_order_quantity = (quantity / pair_future_contract.current_leverage
                                    * (constants.ONE if is_new_order else -constants.ONE))
 
             # When inverse contract, decrease a currency market equivalent quantity from currency balance

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/octobot_trading/personal_data/trades/trades_manager.py

@@ -65,9 +65,10 @@ class TradesManager(util.Initializable):
                 self.logger.exception(err, False, message)
         return False
 
-    def upsert_trade_instance(self, trade):
+    def upsert_trade_instance(self, trade) -> bool:
         if trade.trade_id not in self.trades:
-            self._add_trade_if_relevant(trade.trade_id, trade)
+            return self._add_trade_if_relevant(trade.trade_id, trade)
+        return False
 
     def _add_trade_if_relevant(self, trade_id: str, trade) -> bool:
         if (

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/tests/personal_data/orders/test_order.py

@@ -125,7 +125,12 @@ async def test_simulated_update(trader_simulator):
                           quantity=100,
                           price=3.22)
     assert order_sim_inst.status == enums.OrderStatus.OPEN
-    assert order_sim_inst.filled_quantity == order_sim_inst.origin_quantity == 100
+    order_sim_inst.origin_quantity == 100
+    assert order_sim_inst.filled_quantity == 0
+
+    order_sim_inst.update(quantity_filled=200)
+    order_sim_inst.origin_quantity == 100
+    assert order_sim_inst.filled_quantity == 200
 
 
 async def test_initialize(trader_simulator):

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/tests/personal_data/orders/test_order_factory.py

@@ -112,6 +112,7 @@ class TestOrderFactory:
             self.DEFAULT_SYMBOL,
             price,
             quantity,
+            quantity_filled=decimal.Decimal("0.66"),
             price=price,
             order_id="123",
             tag="tag",
@@ -123,6 +124,7 @@ class TestOrderFactory:
         created_from_dict = personal_data.create_order_from_dict(trader_inst, order_dict)
         assert created_from_dict.origin_price == limit_order.origin_price == price
         assert created_from_dict.origin_quantity == limit_order.origin_quantity == quantity
+        assert created_from_dict.filled_quantity == limit_order.filled_quantity == decimal.Decimal("0.66")
         assert created_from_dict.__class__ is limit_order.__class__ == personal_data.SellLimitOrder
         assert created_from_dict.symbol == limit_order.symbol == self.DEFAULT_SYMBOL
         assert created_from_dict.order_id == limit_order.order_id == "123"

{OctoBot-Trading-2.4.211 → OctoBot-Trading-2.4.212}/tests/personal_data/portfolios/test_portfolio.py

@@ -443,6 +443,10 @@ async def test_update_portfolio_with_stop_loss_sell_orders(backtesting_trader):
     # cancel limits
     portfolio_manager.portfolio.update_portfolio_available(limit_buy, False)
     portfolio_manager.portfolio.update_portfolio_available(limit_sell, False)
+    assert portfolio_manager.portfolio.get_currency_portfolio("BTC").available == decimal.Decimal('10')
+    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").available == decimal.Decimal('1000')
+    assert portfolio_manager.portfolio.get_currency_portfolio("BTC").total == decimal.Decimal('10')
+    assert portfolio_manager.portfolio.get_currency_portfolio("USDT").total == decimal.Decimal('1000')
 
     await fill_limit_or_stop_order(stop_loss)