OctoBot-Trading 2.4.3__tar.gz → 2.4.4__tar.gz

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/CHANGELOG.md

@@ -4,6 +4,11 @@ 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).
 
+## [2.4.4] - 2023-06-08
+### Fixed
+- Orders sync issues
+- Order sizing issues when using % param
+
 ## [2.4.3] - 2023-05-12
 ### Updated
 - Use orders shared if for pnl

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.3
+Version: 2.4.4
 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 [2.4.3](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.4](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-2.4.3/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.3
+Version: 2.4.4
 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 [2.4.3](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.4](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-2.4.3 → OctoBot-Trading-2.4.4}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.3](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.4](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-2.4.3 → OctoBot-Trading-2.4.4}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.3"  # major.minor.revision
+VERSION = "2.4.4"  # major.minor.revision

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/octobot_trading/exchanges/connectors/ccxt/ccxt_websocket_connector.py

@@ -565,7 +565,7 @@ class CCXTWebsocketConnector(abstract_websocket_exchange.AbstractWebsocketExchan
                     message = f"Closed exchange connection to force reconnect. Error: {err}"
                     if subsequent_disconnections > 1 and subsequent_disconnections % 5 == 0:
                         self.logger.error(
-                            f"Multiple disconnections if a row [{subsequent_disconnections}]for {ws_des}. {message}"
+                            f"Multiple disconnections if a row [{subsequent_disconnections}] for {ws_des}. {message}"
                         )
                     else:
                         self.logger.debug(message)

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/octobot_trading/modes/mode_config.py

@@ -90,7 +90,7 @@ def _get_order_amount_title(side):
         f"use the following syntax: " \
         f"0.1 to trade 0.1 BTC on BTC/USD (amount in base currency); " \
         f"25q to trade 25 USD worth of BTC on BTC/USD (amount in quote currency); " \
-        f"2{dsl.QuantityType.PERCENT.value} to trade 2% of the total portfolio value; " \
+        f"2{dsl.QuantityType.PERCENT.value} to trade 2% of the total holdings of the asset; " \
         f"12{dsl.QuantityType.AVAILABLE_PERCENT.value} to trade 12% of the available holdings. " \
         f"Leave empty to auto-compute the amount."
 

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/octobot_trading/modes/script_keywords/basic_keywords/amount.py

@@ -46,10 +46,13 @@ async def get_amount_from_input_amount(
                                                              timeout=trading_constants.ORDER_DATA_FETCHING_TIMEOUT)
         amount_value = amount_value / price
     elif amount_type is dsl.QuantityType.PERCENT:
-        amount_value = await account_balance.total_account_balance(context) * amount_value / 100
+        amount_value = await account_balance.available_account_balance(
+            context, side, use_total_holding=True, reduce_only=reduce_only
+        ) * amount_value / 100
     elif amount_type is dsl.QuantityType.AVAILABLE_PERCENT:
-        amount_value = await account_balance.available_account_balance(context, side, reduce_only=reduce_only) \
-                       * amount_value / 100
+        amount_value = await account_balance.available_account_balance(
+            context, side, use_total_holding=False, reduce_only=reduce_only
+        ) * amount_value / 100
     elif amount_type is dsl.QuantityType.POSITION_PERCENT:
         raise NotImplementedError(amount_type)
     else:

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/octobot_trading/personal_data/orders/channel/orders.py

@@ -212,7 +212,7 @@ class OrdersProducer(exchanges_channel.ExchangeChannelProducer):
         :param symbol: the order symbol
         :param orders: open orders from exchange
         """
-        missing_order_ids = list(
+        missing_exchange_order_ids = list(
             set(
                 order.exchange_order_id for order in
                 self.channel.exchange_manager.exchange_personal_data.orders_manager.get_open_orders(
@@ -226,20 +226,21 @@ class OrdersProducer(exchanges_channel.ExchangeChannelProducer):
                 for order in orders
             )
         )
-        if missing_order_ids:
-            self.logger.debug(f"{len(missing_order_ids)} open orders are missing on exchange, "
-                              f"synchronizing with exchange...")
+        if missing_exchange_order_ids:
+            self.logger.debug(f"{len(missing_exchange_order_ids)} open orders are missing on exchange, "
+                              f"synchronizing with exchange (exchange ids: {missing_exchange_order_ids})...")
             synchronize_tasks = []
-            for missing_order_id in missing_order_ids:
+            for missing_order_id in missing_exchange_order_ids:
                 try:
                     order_to_update = self.channel.exchange_manager.exchange_personal_data.orders_manager. \
-                        get_order(missing_order_id)
+                        get_order(None, exchange_order_id=missing_order_id)
                     if order_to_update.state is not None:
                         # catch exception not to prevent multiple synchronize to be cancelled in asyncio.gather
                         synchronize_tasks.append(order_to_update.state.synchronize(force_synchronization=True,
                                                                                    catch_exception=True))
                 except KeyError:
-                    self.logger.error(f"Order with id {missing_order_id} could not be synchronized")
+                    self.logger.error(f"Order with id {missing_order_id} could not be synchronized: "
+                                      f"missing from order manager")
             await asyncio.gather(*synchronize_tasks)
 
     async def send(self, cryptocurrency, symbol, order, is_from_bot=True,

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/tests/modes/script_keywords/basic_keywords/test_amount.py

@@ -89,9 +89,9 @@ async def test_get_amount_from_input_amount(null_context):
         with mock.patch.object(dsl, "parse_quantity",
                                mock.Mock(return_value=(script_keywords.QuantityType.PERCENT, decimal.Decimal(75)))) \
                 as parse_quantity_mock, \
-                mock.patch.object(account_balance, "total_account_balance",
+                mock.patch.object(account_balance, "available_account_balance",
                                   mock.AsyncMock(return_value=decimal.Decimal(2))) \
-                as total_account_balance_mock:
+                as available_account_balance_mock:
             assert await script_keywords.get_amount_from_input_amount(null_context, "50", "buy", use_total_holding=True,
                                                                       reduce_only=False,
                                                                       is_stop_order=True,
@@ -99,7 +99,8 @@ async def test_get_amount_from_input_amount(null_context):
             adapt_amount_to_holdings_mock.assert_called_once_with(null_context, decimal.Decimal("1.5"), "buy",
                                                                   True, False, True, target_price=constants.ZERO)
             parse_quantity_mock.assert_called_once_with("50")
-            total_account_balance_mock.assert_called_once_with(null_context)
+            available_account_balance_mock.assert_called_once_with(null_context, "buy",
+                                                                   use_total_holding=True, reduce_only=False)
             adapt_amount_to_holdings_mock.reset_mock()
 
         with mock.patch.object(dsl, "parse_quantity",
@@ -113,5 +114,6 @@ async def test_get_amount_from_input_amount(null_context):
             adapt_amount_to_holdings_mock.assert_called_once_with(null_context, decimal.Decimal("1.5"), "buy",
                                                                   False, True, False, target_price=None)
             parse_quantity_mock.assert_called_once_with("50")
-            available_account_balance_mock.assert_called_once_with(null_context, "buy", reduce_only=True)
+            available_account_balance_mock.assert_called_once_with(null_context, "buy",
+                                                                   use_total_holding=False, reduce_only=True)
             adapt_amount_to_holdings_mock.reset_mock()

{OctoBot-Trading-2.4.3 → OctoBot-Trading-2.4.4}/tests/personal_data/orders/test_order_util.py

@@ -122,20 +122,20 @@ def test_get_max_order_quantity_for_price_long_linear(future_trader_simulator_wi
     config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_linear
     set_future_exchange_fees(exchange_manager_inst.exchange.connector, default_contract.pair)
 
-    # # no need to initialize the position
+    # no need to initialize the position
     default_contract.set_current_leverage(constants.ONE)
-    # # at price = 37000 and 9961.7672 USDT in stock, if there were no fees,
-    # # max quantity would be 9961.7672 / 37000 = 0.269236951351,
-    # # it is actually less to allow fees
+    # at price = 37000 and 9961.7672 USDT in stock, if there were no fees,
+    # max quantity would be 9961.7672 / 37000 = 0.269236951351,
+    # it is actually less to allow fees
     assert personal_data.get_max_order_quantity_for_price(
         personal_data.LinearPosition(trader_inst, default_contract),
         decimal.Decimal("9961.7672"), decimal.Decimal("37000"), enums.PositionSide.LONG, DEFAULT_FUTURE_SYMBOL
     ) == decimal.Decimal('0.2691292996314987518506111069')
 
     default_contract.set_current_leverage(decimal.Decimal("2"))
-    # # at price = 37000 and 9961.7672 USDT in stock, if there were no fees,
-    # # max quantity would be 9961.7672 / 37000 * 2 = 0.538473902703,
-    # # it is actually less to allow fees
+    # at price = 37000 and 9961.7672 USDT in stock, if there were no fees,
+    # max quantity would be 9961.7672 / 37000 * 2 = 0.538473902703,
+    # it is actually less to allow fees
     assert personal_data.get_max_order_quantity_for_price(
         personal_data.LinearPosition(trader_inst, default_contract),
         decimal.Decimal("9961.7672"), decimal.Decimal("37000"), enums.PositionSide.LONG, DEFAULT_FUTURE_SYMBOL
@@ -161,7 +161,7 @@ def test_get_max_order_quantity_for_price_long_linear(future_trader_simulator_wi
     # Here the max size is a bit higher than 1 since binance fees are a bit higher
 
     default_contract.set_current_leverage(constants.ONE_HUNDRED)
-    # # at price = 43500 and 9943.9078 USDT in stock, if there were no fees,
+    # at price = 43500 and 9943.9078 USDT in stock, if there were no fees,
     # max quantity would be 9943.9078 / 43500 * 100 = 22.6311218138,
     # it is actually less to allow fees (which are huge on 100x)
     assert personal_data.get_max_order_quantity_for_price(
@@ -297,6 +297,44 @@ def test_get_max_order_quantity_for_price_short_inverse(future_trader_simulator_
     ) == decimal.Decimal('3334568.358651352352723230826')
 
 
+@pytest.mark.asyncio
+async def test_get_futures_max_order_size(future_trader_simulator_with_default_linear):
+    # values also tested with bybit fees
+    config, exchange_manager_inst, trader_inst, default_contract = future_trader_simulator_with_default_linear
+    set_future_exchange_fees(exchange_manager_inst.exchange.connector, default_contract.pair)
+
+    symbol = default_contract.pair
+    api.force_set_mark_price(exchange_manager_inst, symbol, 37000)
+    compare_accuracy = decimal.Decimal("1.000000")
+
+    default_contract.set_current_leverage(constants.ONE)
+    l1_current_symbol_holding, _, l1_market_quantity, _, _ = \
+        await personal_data.get_pre_order_data(exchange_manager_inst, symbol=symbol)
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.BUY,
+        decimal.Decimal("37000"), False, l1_current_symbol_holding, l1_market_quantity
+    ) == (decimal.Decimal('0.02701622053881150242605660439'), True)
+
+    # take leverage into account
+    default_contract.set_current_leverage(decimal.Decimal(5))
+    l2_current_symbol_holding, _, l2_market_quantity, _, _ = \
+        await personal_data.get_pre_order_data(exchange_manager_inst, symbol=symbol)
+    assert l2_current_symbol_holding.quantize(compare_accuracy) == \
+           (l1_current_symbol_holding * default_contract.current_leverage).quantize(compare_accuracy)
+    assert l2_market_quantity.quantize(compare_accuracy) == \
+           (l1_market_quantity * default_contract.current_leverage).quantize(compare_accuracy)
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.BUY,
+        decimal.Decimal("37000"), False, l2_current_symbol_holding, l2_market_quantity
+    ) == (decimal.Decimal('0.1346503937177512307045985802'), True)
+
+    # with short position
+    assert personal_data.get_futures_max_order_size(
+        exchange_manager_inst, symbol, enums.TradeOrderSide.SELL,
+        decimal.Decimal("37000"), False, l2_current_symbol_holding, l2_market_quantity
+    ) == (decimal.Decimal('0.1345431452958334678764786291'), True)
+
+
 @pytest.mark.asyncio
 async def test_create_as_chained_order_regular_order(trader_simulator):
     config, exchange_manager_inst, trader_inst = trader_simulator