OctoBot-Trading 2.4.84__tar.gz → 2.4.86__tar.gz

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/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).
 
+## [2.4.86] - 2024-06-07
+### Added
+- [ModesUtil] limit order price & quantity convertors
+
+## [2.4.85] - 2024-05-31
+### Added
+- [Exchanges] Fix permission issue false positive
+
 ## [2.4.84] - 2024-05-26
 ### Added
 - [ExchangeData] IncompatibleAssetDetails

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.84
+Version: 2.4.86
 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 [2.4.84](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.86](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-2.4.84/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.86}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.84
+Version: 2.4.86
 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 [2.4.84](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.86](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-2.4.84 → OctoBot-Trading-2.4.86}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.84](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.86](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-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.84"  # major.minor.revision
+VERSION = "2.4.86"  # major.minor.revision

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/api/__init__.py

@@ -120,8 +120,6 @@ from octobot_trading.api.exchange import (
     get_enabled_exchanges_names,
     get_auto_filled_exchange_names,
     get_exchange_details,
-    is_api_permission_error,
-    is_exchange_rules_compliancy_error,
     cancel_ccxt_throttle_task,
     stop_exchange,
 )
@@ -301,8 +299,6 @@ __all__ = [
     "get_enabled_exchanges_names",
     "get_auto_filled_exchange_names",
     "get_exchange_details",
-    "is_api_permission_error",
-    "is_exchange_rules_compliancy_error",
     "cancel_ccxt_throttle_task",
     "stop_exchange",
     "get_trading_modes",

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/api/exchange.py

@@ -322,14 +322,6 @@ async def get_exchange_details(
     )
 
 
-def is_api_permission_error(error: BaseException) -> bool:
-    return exchanges.is_api_permission_error(error)
-
-
-def is_exchange_rules_compliancy_error(error: BaseException) -> bool:
-    return exchanges.is_exchange_rules_compliancy_error(error)
-
-
 def cancel_ccxt_throttle_task():
     for task in asyncio.all_tasks():
         # manually cancel ccxt async throttle task since it apparently can't be cancelled otherwise

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/constants.py

@@ -126,21 +126,8 @@ SIMULATOR_TESTED_EXCHANGES = sorted(["bitfinex2", "bithumb", "bitstamp", "bittre
                               "hitbtc", "kraken", "poloniex", "bitso", "ndax", "upbit",
                               "wavesexchange"])
 
-# when ccxt is raising ccxt.ExchangeError instead of ccxt.AuthenticationError on api key permissions issue
-EXCHANGE_PERMISSION_ERRORS: typing.List[typing.Iterable[str]] = [
-    # OKX ex: okx {"msg":"API key doesn't exist","code":"50119"}
-    ("api", "key"),
-
-    # Binance ex: DDoSProtection('binance {"code":-2015,"msg":"Invalid API-key, IP, or permissions for action."}')
-    ("key", "permissions for action"),
-
-    # coinbase ex: coinbase {"error":"PERMISSION_DENIED",
-    # "error_details":"Missing required scopes","message":"Missing required scopes"}
-    ("permission_denied", "required scopes"),
-    ("missing required scopes"),
-]
-
 # text content of errors due to exchange compliancy rules
+# Warning: should never be a false positive
 EXCHANGE_COMPLIANCY_ERRORS: typing.List[typing.Iterable[str]] = [
     # OKX ex: Trading of this pair or contract is restricted due to local compliance requirements
     ("restricted", "compliance"),

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/exchanges/__init__.py

@@ -62,6 +62,7 @@ from octobot_trading.exchanges.util import (
     log_time_sync_error,
     get_partners_explanation_message,
     get_enabled_exchanges,
+    exchange_error_translator,
     is_compatible_account,
     get_historical_ohlcv,
     get_exchange_type,
@@ -76,8 +77,6 @@ from octobot_trading.exchanges.util import (
     get_local_exchange_manager,
     get_auto_filled_exchange_names,
     get_exchange_details,
-    is_api_permission_error,
-    is_exchange_rules_compliancy_error,
     is_error_on_this_type,
     force_disable_web_socket,
     check_web_socket_config,
@@ -149,6 +148,7 @@ __all__ = [
     "log_time_sync_error",
     "get_partners_explanation_message",
     "get_enabled_exchanges",
+    "exchange_error_translator",
     "is_compatible_account",
     "get_historical_ohlcv",
     "get_exchange_type",
@@ -163,8 +163,6 @@ __all__ = [
     "get_local_exchange_manager",
     "get_auto_filled_exchange_names",
     "get_exchange_details",
-    "is_api_permission_error",
-    "is_exchange_rules_compliancy_error",
     "is_error_on_this_type",
     "AbstractExchange",
     "is_channel_managed_by_websocket",

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/exchanges/types/rest_exchange.py

@@ -91,6 +91,14 @@ class RestExchange(abstract_exchange.AbstractExchange):
 
     # text content of errors due to orders not found errors
     EXCHANGE_ORDER_NOT_FOUND_ERRORS: typing.List[typing.Iterable[str]] = []
+    # when ccxt is raising ccxt.ExchangeError instead of ccxt.AuthenticationError on api key permissions issue
+    # text content of errors due to api key permissions issues
+    EXCHANGE_PERMISSION_ERRORS: typing.List[typing.Iterable[str]] = []
+    # text content of errors due to account compliancy issues
+    EXCHANGE_COMPLIANCY_ERRORS: typing.List[typing.Iterable[str]] = []
+    # text content of errors due to exchange local account permissions (ex: accounts from X country can't trade XYZ)
+    # text content of errors due to traded assets for account
+    EXCHANGE_ACCOUNT_TRADED_SYMBOL_PERMISSION_ERRORS: typing.List[typing.Iterable[str]] = []
 
     DEFAULT_CONNECTOR_CLASS = ccxt_connector.CCXTConnector
 
@@ -207,7 +215,7 @@ class RestExchange(abstract_exchange.AbstractExchange):
         except ccxt.DDoSProtection as e:
             # raised upon rate limit issues, last response data might have details on what is happening
             # ensure this is not a permission error (can happen on binance)
-            if exchanges_util.is_api_permission_error(e):
+            if self.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."
@@ -223,12 +231,12 @@ class RestExchange(abstract_exchange.AbstractExchange):
                     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):
+            if self.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):
+            if self.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."
@@ -276,7 +284,7 @@ class RestExchange(abstract_exchange.AbstractExchange):
                                                      current_price=current_price, 
                                                      reduce_only=reduce_only, params=params)
         except (ccxt.InvalidOrder, ccxt.BadRequest) as err:
-            if exchanges_util.is_exchange_account_traded_symbol_permission_error(err):
+            if self.is_exchange_account_traded_symbol_permission_error(err):
                 # exchange won't let this order create: raise
                 raise errors.ExchangeAccountSymbolPermissionError(
                     f"Error when creating {symbol} {order_type} order on {self.exchange_manager.exchange_name}: {err}"
@@ -893,6 +901,21 @@ class RestExchange(abstract_exchange.AbstractExchange):
             return exchanges_util.is_error_on_this_type(error, self.EXCHANGE_ORDER_NOT_FOUND_ERRORS)
         return False
 
+    def is_api_permission_error(self, error: BaseException) -> bool:
+        if self.EXCHANGE_PERMISSION_ERRORS:
+            return exchanges_util.is_error_on_this_type(error, self.EXCHANGE_PERMISSION_ERRORS)
+        return False
+
+    def is_exchange_rules_compliancy_error(self, error: BaseException) -> bool:
+        if self.EXCHANGE_COMPLIANCY_ERRORS:
+            return exchanges_util.is_error_on_this_type(error, self.EXCHANGE_COMPLIANCY_ERRORS)
+        return False
+
+    def is_exchange_account_traded_symbol_permission_error(self, error: BaseException) -> bool:
+        if self.EXCHANGE_ACCOUNT_TRADED_SYMBOL_PERMISSION_ERRORS:
+            return exchanges_util.is_error_on_this_type(error, self.EXCHANGE_ACCOUNT_TRADED_SYMBOL_PERMISSION_ERRORS)
+        return False
+
     """
     Auto fetched and filled exchanges
     """

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/exchanges/util/__init__.py

@@ -31,6 +31,7 @@ from octobot_trading.exchanges.util.exchange_util import (
     get_partners_explanation_message,
     get_enabled_exchanges,
     get_local_exchange_manager,
+    exchange_error_translator,
     is_compatible_account,
     get_historical_ohlcv,
     get_exchange_type,
@@ -44,9 +45,6 @@ from octobot_trading.exchanges.util.exchange_util import (
     get_exchange_class_from_name,
     get_auto_filled_exchange_names,
     get_exchange_details,
-    is_api_permission_error,
-    is_exchange_rules_compliancy_error,
-    is_exchange_account_traded_symbol_permission_error,
     is_error_on_this_type,
 )
 from octobot_trading.exchanges.util import websockets_util
@@ -67,6 +65,7 @@ __all__ = [
     "get_partners_explanation_message",
     "get_enabled_exchanges",
     "get_local_exchange_manager",
+    "exchange_error_translator",
     "is_compatible_account",
     "get_historical_ohlcv",
     "get_exchange_type",
@@ -80,9 +79,6 @@ __all__ = [
     "get_exchange_class_from_name",
     "get_auto_filled_exchange_names",
     "get_exchange_details",
-    "is_api_permission_error",
-    "is_exchange_rules_compliancy_error",
-    "is_exchange_account_traded_symbol_permission_error",
     "is_error_on_this_type",
     "force_disable_web_socket",
     "check_web_socket_config",

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/exchanges/util/exchange_util.py

@@ -28,6 +28,7 @@ import octobot_commons.tentacles_management as tentacles_management
 import octobot_tentacles_manager.api as api
 
 import octobot_trading.enums as enums
+import octobot_trading.errors as errors
 import octobot_trading.constants as constants
 import octobot_trading.exchanges.types as exchanges_types
 import octobot_trading.exchanges.implementations as exchanges_implementations
@@ -228,7 +229,8 @@ async def get_local_exchange_manager(
         .disable_trading_mode() \
         .build()
     try:
-        yield exchange_manager
+        with exchange_error_translator(exchange_manager):
+            yield exchange_manager
     finally:
         # do not log stopping message
         logger = exchange_manager.exchange.connector.logger
@@ -238,6 +240,20 @@ async def get_local_exchange_manager(
         logger.disable(False)
 
 
+@contextlib.contextmanager
+def exchange_error_translator(exchange_manager):
+    try:
+        yield
+    except ccxt.ExchangeError as err:
+        # convert permission and compliancy errors while the exchange manager still exists and can be used
+        if exchange_manager.exchange.is_api_permission_error(err):
+            raise errors.AuthenticationError(f"{err} ({err.__class__})") from err
+        if exchange_manager.exchange.is_exchange_rules_compliancy_error(err):
+            raise errors.ExchangeCompliancyError(f"{err} ({err.__class__})") from err
+        # default raise
+        raise
+
+
 async def is_compatible_account(exchange_name: str, exchange_config: dict, tentacles_setup_config, is_sandboxed: bool) \
         -> (bool, bool, str):
     """
@@ -428,18 +444,6 @@ def get_associated_symbol(exchange_manager, asset: str, target_asset: str) -> (t
     return symbol, is_reversed_symbol
 
 
-def is_api_permission_error(error: BaseException) -> bool:
-    return is_error_on_this_type(error, constants.EXCHANGE_PERMISSION_ERRORS)
-
-
-def is_exchange_rules_compliancy_error(error: BaseException) -> bool:
-    return is_error_on_this_type(error, constants.EXCHANGE_COMPLIANCY_ERRORS)
-
-
-def is_exchange_account_traded_symbol_permission_error(error: BaseException) -> bool:
-    return is_error_on_this_type(error, constants.EXCHANGE_ACCOUNT_TRADED_SYMBOL_PERMISSION_ERRORS)
-
-
 def is_error_on_this_type(error: BaseException, descriptions: typing.List[typing.Iterable[str]]) -> bool:
     lower_error = str(error).lower()
     for identifiers in descriptions:

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/modes/__init__.py

@@ -69,6 +69,8 @@ from octobot_trading.modes.modes_util import (
     get_assets_requiring_extra_price_data_to_convert,
     convert_assets_to_target_asset,
     convert_asset_to_target_asset,
+    get_instantly_filled_limit_order_adapted_price,
+    get_instantly_filled_limit_order_adapted_price_and_quantity,
     notify_portfolio_optimization_complete,
 )
 
@@ -97,5 +99,7 @@ __all__ = [
     "get_assets_requiring_extra_price_data_to_convert",
     "convert_assets_to_target_asset",
     "convert_asset_to_target_asset",
+    "get_instantly_filled_limit_order_adapted_price",
+    "get_instantly_filled_limit_order_adapted_price_and_quantity",
     "notify_portfolio_optimization_complete",
 ]

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/octobot_trading/modes/modes_util.py

@@ -122,15 +122,7 @@ async def convert_asset_to_target_asset(
 
         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}"
-                )
+            price = get_instantly_filled_limit_order_adapted_price(price, order_type)
 
         # get order quantity
         quantity = _get_available_or_target_quantity(trading_mode, symbol, order_type, price, asset_amount)
@@ -154,6 +146,31 @@ async def convert_asset_to_target_asset(
     return created_orders
 
 
+def get_instantly_filled_limit_order_adapted_price(
+    price: decimal.Decimal, order_type: trading_enums.TraderOrderType
+) -> decimal.Decimal:
+    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:
+        logging.get_logger(__name__).error(
+            f"Unhandled order type in convertor limit order price adapter: {order_type}"
+        )
+    return price
+
+
+def get_instantly_filled_limit_order_adapted_price_and_quantity(
+    price: decimal.Decimal, quantity: decimal.Decimal, order_type: trading_enums.TraderOrderType
+) -> (decimal.Decimal, decimal.Decimal):
+    adapted_price = get_instantly_filled_limit_order_adapted_price(price, order_type)
+    origin_cost = price * quantity
+    # keep the same total cost, adapt quantity
+    adapted_quantity = origin_cost / adapted_price
+    return adapted_price, adapted_quantity
+
+
 def _get_associated_symbol_and_order_type(trading_mode, asset: str, target_asset: str) \
      -> (str, trading_enums.TraderOrderType):
     symbol, reversed_symbol = exchange_util.get_associated_symbol(trading_mode.exchange_manager, asset, target_asset)

{OctoBot-Trading-2.4.84 → OctoBot-Trading-2.4.86}/tests/exchanges/util/test_exchange_util.py

@@ -244,26 +244,10 @@ async def test_get_exchange_details(tentacles_setup_config, supported_exchanges)
             get_tentacle_config_mock.assert_called_once()
 
 
-def test_is_api_permission_error():
-    with mock.patch.object(exchange_util, "is_error_on_this_type") as is_error_on_this_type_mock:
-        err = Exception("plop")
-        exchanges.is_api_permission_error(err)
-        is_error_on_this_type_mock.assert_called_once_with(
-            err, constants.EXCHANGE_PERMISSION_ERRORS
-        )
-
-
-def test_is_exchange_rules_compliancy_error():
-    with mock.patch.object(exchange_util, "is_error_on_this_type") as is_error_on_this_type_mock:
-        err = Exception("plop")
-        exchanges.is_exchange_rules_compliancy_error(err)
-        is_error_on_this_type_mock.assert_called_once_with(
-            err, constants.EXCHANGE_COMPLIANCY_ERRORS
-        )
-
-
 def test_is_error_on_this_type():
-    assert exchange_util.is_error_on_this_type(Exception("plop"), constants.EXCHANGE_PERMISSION_ERRORS) is False
-    assert exchange_util.is_error_on_this_type(Exception("api key"), constants.EXCHANGE_PERMISSION_ERRORS) is True
-    assert exchange_util.is_error_on_this_type(Exception("api"), constants.EXCHANGE_PERMISSION_ERRORS) is False
-    assert exchange_util.is_error_on_this_type(Exception("api"), constants.EXCHANGE_COMPLIANCY_ERRORS) is False
+    errors = [("api", "key", "doesn't exist"),]
+
+    assert exchange_util.is_error_on_this_type(Exception("plop"), errors) is False
+    assert exchange_util.is_error_on_this_type(Exception("api key doesn't exist"), errors) is True
+    assert exchange_util.is_error_on_this_type(Exception("api"), errors) is False
+    assert exchange_util.is_error_on_this_type(Exception("api"), errors) is False