OctoBot-Trading 2.4.89__tar.gz → 2.4.91__tar.gz

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/CHANGELOG.md

@@ -4,6 +4,16 @@ 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).
 
+## [2.4.91] - 2024-07-12
+### Added
+- [Exchanges] add get_cancelled_orders
+### Fixed
+- [Portfolio] remove portfolio reset flush delay
+
+## [2.4.90] - 2024-07-05
+### Updated
+- [CCXT] update to ccxt 4.3.56
+
 ## [2.4.89] - 2024-07-03
 ### Updated
 - [Portfolio] handle coins_whitelist in get_holdings_ratio

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91/OctoBot_Trading.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.89
+Version: 2.4.91
 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 [2.4.89](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.91](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-2.4.89 → OctoBot-Trading-2.4.91}/OctoBot_Trading.egg-info/requires.txt

@@ -4,7 +4,7 @@ Async-Channel<2.3,>=2.2
 OctoBot-Commons<1.10,>=1.9.43
 OctoBot-Tentacles-Manager<2.10,>=2.9
 trading-backend>=1.2.7
-ccxt==4.2.95
+ccxt==4.3.56
 cryptography
 sortedcontainers==2.4.0
 tinydb==4.5.2

{OctoBot-Trading-2.4.89/OctoBot_Trading.egg-info → OctoBot-Trading-2.4.91}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: OctoBot-Trading
-Version: 2.4.89
+Version: 2.4.91
 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 [2.4.89](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.91](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-2.4.89 → OctoBot-Trading-2.4.91}/README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.4.89](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.4.91](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-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.4.89"  # major.minor.revision
+VERSION = "2.4.91"  # major.minor.revision

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/api/storage.py

@@ -38,6 +38,8 @@ async def clear_portfolio_storage_history(exchange_manager, flush=True):
         await exchange_manager.storage_manager.portfolio_storage.clear_history(flush=flush)
     if exchange_manager.exchange_personal_data.portfolio_manager:
         await exchange_manager.exchange_personal_data.portfolio_manager.reset_history()
+        # force flush now to save reset value in config
+        await exchange_manager.storage_manager.portfolio_storage.flush()
 
 
 async def clear_candles_storage_history(exchange_manager, flush=True):

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/abstract_exchange.py

@@ -298,6 +298,17 @@ class AbstractExchange(tentacles_management.AbstractTentacle):
         """
         raise NotImplementedError("get_closed_orders is not implemented")
 
+    async def get_cancelled_orders(self, symbol: str = None, since: int = None,
+                                   limit: int = None, **kwargs: dict) -> list:
+        """
+        Get the user closed order list
+        :param symbol: the order symbol
+        :param since: the starting timestamp
+        :param limit: the list limit size
+        :return: the user closed order list
+        """
+        raise NotImplementedError("get_cancelled_orders is not implemented")
+
     async def get_my_recent_trades(self, symbol: str = None, since: int = None,
                                    limit: int = None, **kwargs: dict) -> list:
         """

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/adapters/abstract_adapter.py

@@ -43,10 +43,16 @@ class AbstractAdapter:
         self.connector = connector
 
     @_adapter
-    def adapt_orders(self, raw, **kwargs):
+    def adapt_orders(self, raw, cancelled_only=False, **kwargs):
         return [
-            self.adapt_order(element, **kwargs)
-            for element in raw
+            order
+            for order in (
+                self.adapt_order(element, **kwargs)
+                for element in raw
+            )
+            if not cancelled_only or not order or (
+                order[enums.ExchangeConstantsOrderColumns.STATUS.value] == enums.OrderStatus.CANCELED.value
+            )
         ]
 
     @_adapter

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/connectors/ccxt/ccxt_adapter.py

@@ -403,6 +403,8 @@ class CCXTAdapter(adapters.AbstractAdapter):
 
     def fix_market_status(self, raw, remove_price_limits=False, **kwargs):
         fixed = super().fix_market_status(raw, remove_price_limits=remove_price_limits, **kwargs)
+        if not fixed:
+            return fixed
         # CCXT standard market_status fixing logic
         fixed[enums.ExchangeConstantsMarketStatusColumns.PRECISION.value][
             enums.ExchangeConstantsMarketStatusColumns.PRECISION_AMOUNT.value] = number_util.get_digits_count(

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/connectors/ccxt/ccxt_client_util.py

@@ -147,7 +147,7 @@ def get_symbols(client, active_only):
                 for symbol in client.symbols
                 if client.markets.get(symbol, {}).get(
                     enums.ExchangeConstantsMarketStatusColumns.ACTIVE.value, True
-                )
+                ) in (True, None)
             )
         return set(client.symbols)
     except (AttributeError, TypeError):

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/connectors/ccxt/ccxt_connector.py

@@ -419,6 +419,23 @@ class CCXTConnector(abstract_exchange.AbstractExchange):
                 symbol=symbol
             )
 
+    @ccxt_client_util.converted_ccxt_common_errors
+    async def get_cancelled_orders(self, symbol: str = None, since: int = None,
+                                   limit: int = None, **kwargs: dict) -> list:
+        with self.error_describer():
+            method = self.client.fetch_canceled_orders if self.client.has['fetchCanceledOrders'] \
+                else (self.client.fetch_closed_orders if self.client.has['fetchClosedOrders'] else None)
+            if method is None:
+                raise octobot_trading.errors.NotSupported(
+                    f"Neither of fetchCanceledOrders and fetchClosedOrders are supported: get_cancelled_orders "
+                    f"is not supported"
+                )
+            return self.adapter.adapt_orders(
+                await method(symbol=symbol, since=since, limit=limit, params=kwargs),
+                symbol=symbol,
+                cancelled_only=True
+            )
+
     @ccxt_client_util.converted_ccxt_common_errors
     async def get_my_recent_trades(self, symbol: str = None, since: int = None,
                                    limit: int = None, **kwargs: dict) -> list:

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/exchanges/types/rest_exchange.py

@@ -89,6 +89,12 @@ class RestExchange(abstract_exchange.AbstractExchange):
     # Set when order cost is not (yet) accurately computed for a given exchange
     MAX_INCREASED_POSITION_QUANTITY_MULTIPLIER = constants.ONE
 
+    SUPPORT_FETCHING_CANCELLED_ORDERS = True
+    # Set True when get_open_order() can return outdated orders (cancelled or not yet created)
+    CAN_HAVE_DELAYED_OPEN_ORDERS = False
+    # Set True when get_cancelled_order() can return outdated open orders
+    CAN_HAVE_DELAYED_CANCELLED_ORDERS = False
+
     # 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
@@ -551,6 +557,16 @@ class RestExchange(abstract_exchange.AbstractExchange):
                 )
             raise
 
+    async def get_cancelled_orders(
+        self, symbol: str = None, since: int = None, limit: int = None, **kwargs: dict
+    ) -> list:
+        if not self.SUPPORT_FETCHING_CANCELLED_ORDERS:
+            raise errors.NotSupported(f"get_cancelled_orders is not supported")
+        return await self._ensure_orders_completeness(
+            await self.connector.get_cancelled_orders(symbol=symbol, since=since, limit=limit, **kwargs),
+            symbol, since=since, limit=limit, **kwargs
+        )
+
     async def _get_closed_orders_from_my_recent_trades(
         self, symbol: str = None, since: int = None, limit: int = None, **kwargs: dict
     ) -> list:

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/storage/abstract_storage.py

@@ -107,7 +107,7 @@ class AbstractStorage:
     async def trigger_debounced_flush(self):
         if self.exchange_manager.is_backtesting:
             # flush now in backtesting
-            await self._get_db().flush()
+            await self.flush()
             return
         if self._flush_task is not None and not self._flush_task.done():
             self._flush_task.cancel()
@@ -131,7 +131,7 @@ class AbstractStorage:
     async def _waiting_flush(self):
         try:
             await asyncio.sleep(self.FLUSH_DEBOUNCE_DURATION)
-            await self._get_db().flush()
+            await self.flush()
         except Exception as err:
             logging.get_logger(self.__class__.__name__).exception(err, True, f"Error when flushing database: {err}")
 
@@ -150,6 +150,9 @@ class AbstractStorage:
     async def clear_history(self, flush=True):
         await self.clear_database_history(self._get_db(), flush=flush)
 
+    async def flush(self):
+        await self._get_db().flush()
+
     @classmethod
     async def clear_database_history(cls, database, flush=True):
         if cls.HISTORY_TABLE is None:

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/octobot_trading/util/test_tools/exchanges_test_tools.py

@@ -155,6 +155,27 @@ async def get_open_orders(
     return open_orders
 
 
+async def get_cancelled_orders(
+    exchange_manager,
+    exchange_data: exchange_data_import.ExchangeData,
+    symbols: list = None
+) -> list:
+    cancelled_orders = []
+
+    async def _get_orders(symbol):
+        orders = await exchange_manager.exchange.get_cancelled_orders(symbol=symbol)
+        cancelled_orders.extend(
+            personal_data.create_order_instance_from_raw(
+                exchange_manager.trader, order, force_open_or_pending_creation=False
+            ).to_dict()
+            for order in orders
+        )
+
+    symbols = symbols or [market.symbol for market in exchange_data.markets]
+    await asyncio.gather(*(_get_orders(symbol) for symbol in symbols))
+    return cancelled_orders
+
+
 async def get_trades(
     exchange_manager,
     exchange_data: exchange_data_import.ExchangeData,

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/requirements.txt

@@ -9,7 +9,7 @@ trading-backend>=1.2.7
 
 # Exchange connection requirements
 # issue from 96, need ccxt==4.2.99
-ccxt==4.2.95 # always ensure real exchanges tests (in tests_additional and authenticated exchange tests) are passing before changing the ccxt version
+ccxt==4.3.56 # always ensure real exchanges tests (in tests_additional and authenticated exchange tests) are passing before changing the ccxt version
 
 cryptography # Never specify a version (managed by https://github.com/Drakkar-Software/OctoBot-PyPi-Linux-Deployer)
 

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests/exchanges/__init__.py

@@ -76,6 +76,7 @@ class MockedCCXTConnector(CCXTConnector):
 
 class MockedRestExchange(DefaultRestExchange):
     DEFAULT_CONNECTOR_CLASS = MockedCCXTConnector
+    FIX_MARKET_STATUS = True    # true as binanceus needs this and is mainly used
 
     @classmethod
     def get_exchange_connector_class(cls, exchange_manager):

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_binance.py

@@ -57,10 +57,15 @@ class TestBinanceRealExchangeTester(RealExchangeTester):
     async def test_get_market_status(self):
         for market_status in await self.get_market_statuses():
             self.ensure_required_market_status_values(market_status)
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]
+            # on Binance, precision is a decimal instead of a number of digits
+            if market_status[Ecmsc.SYMBOL.value] == self.SYMBOL_3:
+                assert 0 < market_status[Ecmsc.PRECISION.value][
+                    Ecmsc.PRECISION_AMOUNT.value] <= 1  # to be fixed in Binance tentacle
+            else:
+                assert 0 < market_status[Ecmsc.PRECISION.value][
+                    Ecmsc.PRECISION_AMOUNT.value] < 1  # to be fixed in Binance tentacle
+            assert 0 < market_status[Ecmsc.PRECISION.value][
+                Ecmsc.PRECISION_PRICE.value] < 1  # to be fixed in Binance tentacle
             assert all(elem in market_status[Ecmsc.LIMITS.value]
                        for elem in (Ecmsc.LIMITS_AMOUNT.value,
                                     Ecmsc.LIMITS_PRICE.value,

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_binance_futures.py

@@ -60,10 +60,11 @@ class TestBinanceFuturesRealExchangeTester(RealFuturesExchangeTester):
     async def test_get_market_status(self):
         for market_status in await self.get_market_statuses():
             self.ensure_required_market_status_values(market_status)
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]
+            # on Binance, precision is a decimal instead of a number of digits
+            assert 0 < market_status[Ecmsc.PRECISION.value][
+                Ecmsc.PRECISION_AMOUNT.value] <= 1  # to be fixed in Binance tentacle
+            assert 0 < market_status[Ecmsc.PRECISION.value][
+                Ecmsc.PRECISION_PRICE.value] < 1  # to be fixed in Binance tentacle
             assert all(elem in market_status[Ecmsc.LIMITS.value]
                        for elem in (Ecmsc.LIMITS_AMOUNT.value,
                                     Ecmsc.LIMITS_PRICE.value,

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_bingx.py

@@ -56,19 +56,15 @@ class TestBingxRealExchangeTester(RealExchangeTester):
 
     async def test_get_market_status(self):
         for market_status in await self.get_market_statuses():
-            self.ensure_required_market_status_values(market_status)
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value]
-            assert int(market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]) == \
-                   market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value]
-
-            assert market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_PRICE.value] > 1
+            # on Bingx, precision is a decimal instead of a number of digits
             if market_status[Ecmsc.SYMBOL.value] == self.SYMBOL_3:
-                assert market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value] == 0
+                assert 0 < market_status[Ecmsc.PRECISION.value][
+                    Ecmsc.PRECISION_AMOUNT.value] <= 1  # to be fixed in Bingx tentacle
             else:
-                assert market_status[Ecmsc.PRECISION.value][Ecmsc.PRECISION_AMOUNT.value] > 2
-
-
+                assert 0 < market_status[Ecmsc.PRECISION.value][
+                    Ecmsc.PRECISION_AMOUNT.value] < 1  # to be fixed in Bingx tentacle
+            assert 0 < market_status[Ecmsc.PRECISION.value][
+                Ecmsc.PRECISION_PRICE.value] < 1  # to be fixed in Bingx tentacle
             assert all(elem in market_status[Ecmsc.LIMITS.value]
                        for elem in (Ecmsc.LIMITS_AMOUNT.value,
                                     Ecmsc.LIMITS_PRICE.value,

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_bitget.py

@@ -123,9 +123,9 @@ class TestBitgetRealExchangeTester(RealExchangeTester):
 
     async def test_get_order_book(self):
         order_book = await self.get_order_book()
-        assert len(order_book[Ecobic.ASKS.value]) == 5
+        assert len(order_book[Ecobic.ASKS.value]) == 150
         assert len(order_book[Ecobic.ASKS.value][0]) == 2
-        assert len(order_book[Ecobic.BIDS.value]) == 5
+        assert len(order_book[Ecobic.BIDS.value]) == 150
         assert len(order_book[Ecobic.BIDS.value][0]) == 2
 
     async def test_get_recent_trades(self):

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_coinex.py

@@ -154,14 +154,14 @@ class TestCoinexRealExchangeTester(RealExchangeTester):
         if check_content:
             assert ticker[Ectc.HIGH.value]
             assert ticker[Ectc.LOW.value]
-            assert ticker[Ectc.BID.value]
+            assert ticker[Ectc.BID.value] is None
             assert ticker[Ectc.BID_VOLUME.value]
-            assert ticker[Ectc.ASK.value]
+            assert ticker[Ectc.ASK.value] is None
             assert ticker[Ectc.ASK_VOLUME.value]
             assert ticker[Ectc.OPEN.value]
             assert ticker[Ectc.CLOSE.value]
             assert ticker[Ectc.LAST.value]
             assert ticker[Ectc.PREVIOUS_CLOSE.value] is None
             assert ticker[Ectc.BASE_VOLUME.value]
-            assert ticker[Ectc.TIMESTAMP.value]
-            RealExchangeTester.check_ticker_typing(ticker)
+            assert ticker[Ectc.TIMESTAMP.value] is None  # will trigger an 'Ignored incomplete ticker'
+            RealExchangeTester.check_ticker_typing(ticker, check_timestamp=False)

{OctoBot-Trading-2.4.89 → OctoBot-Trading-2.4.91}/tests_additional/real_exchanges/test_okx.py

@@ -56,7 +56,7 @@ class TestOkxRealExchangeTester(RealExchangeTester):
             self.ensure_required_market_status_values(market_status)
             assert 1e-08 <= market_status[Ecmsc.PRECISION.value][
                 Ecmsc.PRECISION_AMOUNT.value] < 1   # to be fixed in tentacle
-            assert 1e-08 <= market_status[Ecmsc.PRECISION.value][
+            assert 1e-09 <= market_status[Ecmsc.PRECISION.value][
                 Ecmsc.PRECISION_PRICE.value] < 1    # to be fixed in tentacle
             assert all(elem in market_status[Ecmsc.LIMITS.value]
                        for elem in (Ecmsc.LIMITS_AMOUNT.value,