OctoBot-Trading 2.4.75__tar.gz → 2.4.76__tar.gz

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/CHANGELOG.md

@@ -4,6 +4,12 @@ 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).
 
+## [2.4.76] - 2024-04-12
+### Added
+- [Exchanges] Handle order type open status for symbol
+### Updated
+- [Exchanges] Handle portfolio optimization using limit orders
+
 ## [2.4.75] - 2024-04-11
 ### Fixed
 - [Exchanges] Properly handle order not found errors

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.75
+Version: 2.4.76
 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 [2.4.75](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.76](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-2.4.75/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.76}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.75
+Version: 2.4.76
 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 [2.4.75](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.76](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-2.4.75 → OctoBot-Trading-2.4.76}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.75](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.76](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-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.75"  # major.minor.revision
+VERSION = "2.4.76"  # major.minor.revision

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/constants.py

@@ -42,6 +42,8 @@ ALLOW_SIMULATED_ORDERS_INSTANT_FILL = os_util.parse_boolean_environment_var(
 ORDER_DATA_FETCHING_TIMEOUT = 5 * commons_constants.MINUTE_TO_SECONDS
 CHAINED_ORDER_PRICE_FETCHING_TIMEOUT = 1    # should be instant or ignored
 CHAINED_ORDERS_OUTDATED_PRICE_ALLOWANCE = decimal.Decimal("0.005")  # allows 0.5% outdated price error
+# create instantly filled limit orders 0.5% beyond market
+INSTANT_FILLED_LIMIT_ORDER_PRICE_DELTA = decimal.Decimal("0.005")
 CREATED_ORDER_FORCED_UPDATE_PERIOD = 5
 
 # Tentacles
@@ -131,7 +133,7 @@ EXCHANGE_PERMISSION_ERRORS: typing.List[typing.Iterable[str]] = [
 
     # coinbase ex: coinbase {"error":"PERMISSION_DENIED",
     # "error_details":"Missing required scopes","message":"Missing required scopes"}
-    ("permission_denied", )
+    ("permission_denied", "required scopes"),
 ]
 
 # text content of errors due to exchange compliancy rules

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/errors.py

@@ -93,6 +93,12 @@ class FailedRequest(Exception):
     """
 
 
+class UnavailableOrderTypeForMarketError(Exception):
+    """
+    Raised when an exchange refuses to create a given type of order that should normally be supported
+    """
+
+
 class AuthenticationError(Exception):
     """
     Raised when an exchange failed to authenticate

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/exchanges/abstract_exchange.py

@@ -383,7 +383,7 @@ class AbstractExchange(tentacles_management.AbstractTentacle):
         """
         raise NotImplementedError("get_bundled_order_parameters is not implemented")
 
-    def is_supported_order_type(self, order_type):
+    def is_supported_order_type(self, order_type: enums.TraderOrderType) -> bool:
         """
         Check if the order type is supported by the current exchange instance
         Should be used to know if we should simulate this order or create it on the exchange
@@ -392,6 +392,12 @@ class AbstractExchange(tentacles_management.AbstractTentacle):
         """
         return order_type not in self.get_supported_elements(enums.ExchangeSupportedElements.UNSUPPORTED_ORDERS)
 
+    def is_market_open_for_order_type(self, symbol: str, order_type: enums.TraderOrderType) -> bool:
+        """
+        Override if necessary
+        """
+        return True
+
     def get_trade_fee(self, symbol: str, order_type: enums.TraderOrderType, quantity, price, taker_or_maker):
         """
         Calculates fees resulting to a trade

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/exchanges/types/rest_exchange.py

@@ -196,30 +196,35 @@ class RestExchange(abstract_exchange.AbstractExchange):
             self.log_order_creation_error(e, order_type, symbol, quantity, price, stop_price)
             if self.__class__.PRINT_DEBUG_LOGS:
                 self.logger.warning(str(e))
-            raise errors.MissingFunds(e)
-        except ccxt.NotSupported:
-            raise errors.NotSupported
+            raise errors.MissingFunds(e) from e
+        except ccxt.NotSupported as err:
+            raise errors.NotSupported from err
         except ccxt.AuthenticationError as err:
             # invalid api key or missing trading rights
             raise errors.AuthenticationError(
                 f"Error when handling order {err}. Please make sure that trading permissions are on for this API key."
-            )
+            ) from err
         except ccxt.DDoSProtection as e:
             # raised upon rate limit issues, last response data might have details on what is happening
             if self.should_log_on_ddos_exception(e):
                 self.connector.log_ddos_error(e)
             raise errors.FailedRequest(f"Failed to order operation: {e.__class__.__name__} {e}") from e
         except Exception as e:
+            if not self.is_market_open_for_order_type(symbol, order_type):
+                raise errors.UnavailableOrderTypeForMarketError(
+                    f"Error when handling order {e}. "
+                    f"Exchange currently refuses to create orders of type {order_type} on {symbol}."
+                ) from e
             if exchanges_util.is_api_permission_error(e):
                 # invalid api key or missing trading rights
                 raise errors.AuthenticationError(
                     f"Error when handling order {e}. Please make sure that trading permissions are on for this API key."
-                )
+                ) from e
             if exchanges_util.is_exchange_rules_compliancy_error(e):
                 raise errors.ExchangeCompliancyError(
                     f"Error when handling order {e}. Exchange is refusing this order request on this account because "
                     f"of its compliancy requirements."
-                )
+                ) from e
             self.log_order_creation_error(e, order_type, symbol, quantity, price, stop_price)
             print(traceback.format_exc(), file=sys.stderr)
             self.logger.exception(e, False, f"Unexpected error during order operation: {e}")

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/octobot_trading/modes/modes_util.py

@@ -120,6 +120,18 @@ async def convert_asset_to_target_asset(
             )
             return created_orders
 
+        if trading_personal_data.get_trade_order_type(order_type) is not trading_enums.TradeOrderType.MARKET:
+            # can't use market orders: use limit orders with price a bit under the current price to instant fill it.
+            price_delta = price * constants.INSTANT_FILLED_LIMIT_ORDER_PRICE_DELTA
+            if order_type is trading_enums.TraderOrderType.SELL_LIMIT:
+                price -= price_delta
+            elif order_type is trading_enums.TraderOrderType.BUY_LIMIT:
+                price += price_delta
+            else:
+                trading_mode.logger.error(
+                    f"Unhandled order type in convertor limit order price adapter: {order_type}"
+                )
+
         # get order quantity
         quantity = _get_available_or_target_quantity(trading_mode, symbol, order_type, price, asset_amount)
         symbol_market = trading_mode.exchange_manager.exchange.get_market_status(symbol, with_fixer=False)
@@ -147,6 +159,15 @@ def _get_associated_symbol_and_order_type(trading_mode, asset: str, target_asset
     symbol, reversed_symbol = exchange_util.get_associated_symbol(trading_mode.exchange_manager, asset, target_asset)
     order_type = trading_enums.TraderOrderType.BUY_MARKET if reversed_symbol else \
         trading_enums.TraderOrderType.SELL_MARKET
+    if not trading_mode.exchange_manager.exchange.is_market_open_for_order_type(symbol, order_type):
+        # can't use market orders: use limit orders instead
+        order_type = trading_enums.TraderOrderType.BUY_LIMIT if order_type is trading_enums.TraderOrderType.BUY_MARKET \
+            else trading_enums.TraderOrderType.SELL_LIMIT
+        if not trading_mode.exchange_manager.exchange.is_market_open_for_order_type(symbol, order_type):
+            # can't convert asset: still try with limit orders but it will probably fail
+            trading_mode.logger.error(
+                f"Both market and {order_type} order are currently unsupported. Trying limit orders anyway."
+            )
     return symbol, order_type
 
 

{OctoBot-Trading-2.4.75 → OctoBot-Trading-2.4.76}/tests/modes/test_modes_util.py

@@ -243,6 +243,64 @@ async def test_convert_asset_to_target_asset(backtesting_trader):
         trading_mode.create_order.assert_called_once()
         trading_mode.create_order.reset_mock()
 
+    # using limit orders
+    def _is_market_open_for_order_type(symbol: str, order_type: trading_enums.TraderOrderType):
+        return (
+            True if order_type in (trading_enums.TraderOrderType.SELL_LIMIT, trading_enums.TraderOrderType.BUY_LIMIT)
+            else False
+        )
+
+    with mock.patch.object(
+        exchange_manager.exchange, "is_market_open_for_order_type",
+        mock.Mock(side_effect=_is_market_open_for_order_type)
+    ) as is_market_open_for_order_type_mock:
+        # cast 1: buying
+        orders = await modes_util.convert_asset_to_target_asset(
+            trading_mode, "USDT", "ETH", tickers, asset_amount=decimal.Decimal(450)
+        )
+        assert len(orders) == 1
+        order = orders[0]
+        assert order.order_type == trading_enums.TraderOrderType.BUY_LIMIT
+        assert order.symbol == "ETH/USDT"
+        # a bit lower than 0.3 because of the price change
+        assert order.origin_quantity == decimal.Decimal("0.29850746")
+        adapted_price = decimal.Decimal(1500) * (
+            constants.ONE + constants.INSTANT_FILLED_LIMIT_ORDER_PRICE_DELTA
+        )
+        assert order.origin_price == adapted_price
+        assert order.created_last_price == adapted_price
+        assert is_market_open_for_order_type_mock.call_count == 2
+        assert is_market_open_for_order_type_mock.mock_calls[0].args == \
+               ("ETH/USDT", trading_enums.TraderOrderType.BUY_MARKET)
+        assert is_market_open_for_order_type_mock.mock_calls[1].args == \
+               ("ETH/USDT", trading_enums.TraderOrderType.BUY_LIMIT)
+        is_market_open_for_order_type_mock.reset_mock()
+        trading_mode.create_order.assert_called_once()
+        trading_mode.create_order.reset_mock()
+
+        # cast 2: selling
+        orders = await modes_util.convert_asset_to_target_asset(
+            trading_mode, "ETH", "USDT", tickers, asset_amount=decimal.Decimal(2)
+        )
+        assert len(orders) == 1
+        order = orders[0]
+        assert order.order_type == trading_enums.TraderOrderType.SELL_LIMIT
+        assert order.symbol == "ETH/USDT"
+        assert order.origin_quantity == decimal.Decimal("2")
+        adapted_price = decimal.Decimal(1500) * (
+            constants.ONE - constants.INSTANT_FILLED_LIMIT_ORDER_PRICE_DELTA
+        )
+        assert order.origin_price == adapted_price
+        assert order.created_last_price == adapted_price
+        assert is_market_open_for_order_type_mock.call_count == 2
+        assert is_market_open_for_order_type_mock.mock_calls[0].args == \
+               ("ETH/USDT", trading_enums.TraderOrderType.SELL_MARKET)
+        assert is_market_open_for_order_type_mock.mock_calls[1].args == \
+               ("ETH/USDT", trading_enums.TraderOrderType.SELL_LIMIT)
+        is_market_open_for_order_type_mock.reset_mock()
+        trading_mode.create_order.assert_called_once()
+        trading_mode.create_order.reset_mock()
+
 
 def _get_trading_mode(exchange_manager):
     return mock.Mock(