OctoBot-Trading 2.4.71__tar.gz → 2.4.73__tar.gz

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/CHANGELOG.md

@@ -4,6 +4,14 @@ 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).
 
+## [2.4.73] - 2024-04-04
+### Added
+- [Exchanges] BinanceUS to full history exchanges
+
+## [2.4.72] - 2024-04-03
+### Added
+- [Exchanges] IS_SKIPPING_EMPTY_CANDLES_IN_OHLCV_FETCH
+
 ## [2.4.71] - 2024-04-03
 ### Added
 - [API] is_api_permission_error

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.71
+Version: 2.4.73
 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 [2.4.71](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.73](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-2.4.71/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.73}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.71
+Version: 2.4.73
 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 [2.4.71](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.73](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-2.4.71 → OctoBot-Trading-2.4.73}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.71](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.73](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-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.71"  # major.minor.revision
+VERSION = "2.4.73"  # major.minor.revision

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/constants.py

@@ -94,6 +94,8 @@ FULL_CANDLE_HISTORY_EXCHANGES = [
     "okcoin",
     "okx",
     "mexc",
+    "coinbase",
+    "binanceus",
 ]
 
 DEFAULT_FUTURE_EXCHANGES = ["binanceusdm", "bybit"]

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/exchange_data/ohlcv/channel/ohlcv_updater_simulator.py

@@ -75,7 +75,11 @@ class OHLCVUpdaterSimulator(ohlcv_updater.OHLCVUpdater):
                                             [self.last_candles_by_pair_by_time_frame[pair][time_frame.value][-1]],
                                             partial=True)
                             pushed_data = True
-            self.channel.exchange_manager.exchange.is_unreachable = not pushed_data
+            if (
+                not self.channel.exchange_manager.exchange.is_skipping_empty_candles_in_ohlcv_fetch()
+                and not pushed_data
+            ):
+                self.channel.exchange_manager.exchange.is_unreachable = True
 
         except errors.DatabaseNotFoundError as e:
             self.logger.warning(f"Not enough data : {e}")
@@ -105,7 +109,11 @@ class OHLCVUpdaterSimulator(ohlcv_updater.OHLCVUpdater):
 
             # There should always be at least 2 candles in read data, otherwise this means that
             # the exchange was down for some time. Consider it unreachable
-            self.channel.exchange_manager.exchange.is_unreachable = len(ohlcv_data) < 2
+            if (
+                len(ohlcv_data) < 2 and
+                not self.channel.exchange_manager.exchange.is_skipping_empty_candles_in_ohlcv_fetch()
+            ):
+                self.channel.exchange_manager.exchange.is_unreachable = True
         if not has_future_candle or len(ohlcv_data) > 1:
             # push current candle(s)
             candles = ohlcv_data[:-1] if has_future_candle else ohlcv_data

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/exchange_data/prices/prices_manager.py

@@ -100,6 +100,10 @@ class PricesManager(util.Initializable):
             try:
                 self.exchange_manager.ensure_reachability()
                 if self.exchange_manager.is_backtesting:
+                    if self.exchange_manager.exchange.is_skipping_empty_candles_in_ohlcv_fetch():
+                        # missing candles can happen if no traded took place in their time frame. Don't raise and use
+                        # last set price
+                        return self.mark_price
                     # should never happen in backtesting: mark price is either available
                     # or exchange should be unreachable
                     raise asyncio.TimeoutError()

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/exchanges/connectors/ccxt/ccxt_client_util.py

@@ -46,7 +46,7 @@ def create_client(exchange_class, exchange_manager, logger,
             if not (key and secret) and not exchange_manager.is_simulated and not exchange_manager.ignore_config:
                 logger.warning(f"No exchange API key set for {exchange_manager.exchange_name}. "
                                f"Enter your account details to enable real trading on this exchange.")
-            if should_authenticate:
+            if should_authenticate and not exchange_manager.is_backtesting:
                 client = exchange_class(_get_client_config(options, headers, additional_config,
                                                            key, secret, password))
                 is_authenticated = True

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/exchanges/implementations/exchange_simulator.py

@@ -25,6 +25,7 @@ class ExchangeSimulator(rest_exchange.RestExchange):
     def __init__(self, config, exchange_manager, backtesting):
         self.backtesting = backtesting
         self.exchange_importers = []
+        self.exchange_tentacle_class = None
         self.exchange_tentacle = None
         super().__init__(config, exchange_manager)
 
@@ -39,6 +40,9 @@ class ExchangeSimulator(rest_exchange.RestExchange):
     async def initialize_impl(self):
         await super().initialize_impl()
         self.exchange_importers = self.connector.exchange_importers
+        self.exchange_tentacle_class = exchange_util.get_rest_exchange_class(
+            self.exchange_manager.exchange_name, self.exchange_manager.tentacles_setup_config
+        )
         if self.connector.should_adapt_market_statuses():
             await self._init_exchange_tentacle()
 
@@ -48,10 +52,10 @@ class ExchangeSimulator(rest_exchange.RestExchange):
             self.exchange_tentacle = None
             self.exchange_manager.ignore_config = True
             # initialize a locale exchange_tentacle to be able to access adapters for market statuses
-            if exchange_class := exchange_util.get_rest_exchange_class(
-                self.exchange_manager.exchange_name, self.exchange_manager.tentacles_setup_config
-            ):
-                self.exchange_tentacle = exchange_class(self.exchange_manager.config, self.exchange_manager)
+            if self.exchange_tentacle_class:
+                self.exchange_tentacle = self.exchange_tentacle_class(
+                    self.exchange_manager.config, self.exchange_manager
+                )
         finally:
             self.exchange_manager.ignore_config = origin_ignore_config
             # reset ignore_config as soon as possible
@@ -71,6 +75,9 @@ class ExchangeSimulator(rest_exchange.RestExchange):
     def is_supporting_exchange(cls, exchange_candidate_name) -> bool:
         return exchange_simulator_connector.ExchangeSimulatorConnector.is_supporting_exchange(exchange_candidate_name)
 
+    def is_skipping_empty_candles_in_ohlcv_fetch(self):
+        return (self.exchange_tentacle_class or self).IS_SKIPPING_EMPTY_CANDLES_IN_OHLCV_FETCH
+
     @classmethod
     def is_simulated_exchange(cls) -> bool:
         return exchange_simulator_connector.ExchangeSimulatorConnector.is_simulated_exchange()

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/octobot_trading/exchanges/types/rest_exchange.py

@@ -67,6 +67,9 @@ class RestExchange(abstract_exchange.AbstractExchange):
     REQUIRES_AUTHENTICATION = False  # set True when even normally public apis require authentication
     HAS_FETCHED_DETAILS = False  # set True when this exchange details (urls etc) have to be fetched before
     # starting the exchange
+    IS_SKIPPING_EMPTY_CANDLES_IN_OHLCV_FETCH = False    # set True when the exchange is known for not returning any
+    # candle when no traded happened during a candle time frame. In this case, a missing candle in backtesting won't
+    # trigger an error
     """
     RestExchange is using its exchange connector to interact with the exchange.
     It should be used regardless of the exchange or the exchange library (ccxt or other)
@@ -855,6 +858,9 @@ class RestExchange(abstract_exchange.AbstractExchange):
         """
         return self.connector.is_expirable_symbol(symbol)
 
+    def is_skipping_empty_candles_in_ohlcv_fetch(self):
+        return self.IS_SKIPPING_EMPTY_CANDLES_IN_OHLCV_FETCH
+
     """
     Auto fetched and filled exchanges
     """

{OctoBot-Trading-2.4.71 → OctoBot-Trading-2.4.73}/tests/exchanges/test_exchange_simulator.py

@@ -27,7 +27,7 @@ import octobot_trading.exchanges.util as exchange_util
 from tests import event_loop
 from tests.exchanges import backtesting_trader, backtesting_config, backtesting_config, backtesting_exchange_manager, \
     DEFAULT_BACKTESTING_SYMBOL, DEFAULT_BACKTESTING_TF, DEFAULT_BACKTESTING_SPLIT_SYMBOL, DEFAULT_BACKTESTING_CURRENCY, \
-    DEFAULT_BACKTESTING_MARKET, fake_backtesting
+    DEFAULT_BACKTESTING_MARKET, fake_backtesting, MockedRestExchange
 
 # All test coroutines will be treated as marked.
 pytestmark = pytest.mark.asyncio
@@ -108,6 +108,8 @@ async def test_init_exchange_tentacle(backtesting_trader):
     # no registered tentacle
     with mock.patch.object(exchange_util, "get_rest_exchange_class", mock.Mock(return_value=None)) \
             as get_rest_exchange_class_mock:
+        assert rest_simulator.exchange_tentacle_class is MockedRestExchange
+        await rest_simulator.initialize_impl()
         assert rest_simulator.exchange_tentacle is None
         await rest_simulator._init_exchange_tentacle()
         assert rest_simulator.exchange_tentacle is None
@@ -134,6 +136,7 @@ async def test_init_exchange_tentacle(backtesting_trader):
     with mock.patch.object(exchange_util, "get_rest_exchange_class", mock.Mock(return_value=NoAdapterTentacle)) \
             as get_rest_exchange_class_mock:
         assert rest_simulator.exchange_tentacle is None
+        await rest_simulator.initialize_impl()
         await rest_simulator._init_exchange_tentacle()
         assert isinstance(rest_simulator.exchange_tentacle, NoAdapterTentacle)
         rest_simulator.exchange_tentacle.get_adapter_class.assert_called_once()
@@ -146,6 +149,7 @@ async def test_init_exchange_tentacle(backtesting_trader):
     with mock.patch.object(exchange_util, "get_rest_exchange_class", mock.Mock(return_value=AdapterTentacle)) \
             as get_rest_exchange_class_mock:
         assert rest_simulator.exchange_tentacle is None
+        await rest_simulator.initialize_impl()
         await rest_simulator._init_exchange_tentacle()
         assert isinstance(rest_simulator.exchange_tentacle, AdapterTentacle)
         rest_simulator.exchange_tentacle.get_adapter_class.assert_called_once()