Merge pull request #2860 from Drakkar-Software/dev

Dev merge

additional_tests/exchanges_tests/abstract_authenticated_future_exchange_tester.py

@@ -15,12 +15,12 @@
 #  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
 import contextlib
 import decimal
-import ccxt
 import pytest
 
 import octobot_trading.enums as trading_enums
 import octobot_trading.constants as trading_constants
 import octobot_trading.errors as trading_errors
+import trading_backend.enums
 from additional_tests.exchanges_tests import abstract_authenticated_exchange_tester
 
 
@@ -33,7 +33,6 @@ class AbstractAuthenticatedFutureExchangeTester(
     INVERSE_SYMBOL = None
     MIN_PORTFOLIO_SIZE = 2  # ensure fetching currency for linear and inverse
     SUPPORTS_GET_LEVERAGE = True
-    SUPPORTS_SET_LEVERAGE = True
     SUPPORTS_EMPTY_POSITION_SET_MARGIN_TYPE = True
 
     async def test_get_empty_linear_and_inverse_positions(self):
@@ -85,9 +84,12 @@ async def inner_test_get_and_set_leverage(self):
         assert origin_leverage != trading_constants.ZERO
         if self.SUPPORTS_GET_LEVERAGE:
             assert origin_leverage == await self.get_leverage()
-        if not self.SUPPORTS_SET_LEVERAGE:
-            return
         new_leverage = origin_leverage + 1
+        if not self.exchange_manager.exchange.UPDATE_LEVERAGE_FROM_API:
+            # can't set from api: make sure of that
+            with pytest.raises(trading_errors.NotSupported):
+                await self.exchange_manager.exchange.connector.set_symbol_leverage(self.SYMBOL, float(new_leverage))
+            return
         await self.set_leverage(new_leverage)
         await self._check_margin_type_and_leverage(origin_margin_type, new_leverage)    # did not change margin type
         # change leverage back to origin value
@@ -190,6 +192,10 @@ async def _inner_test_create_and_cancel_limit_orders_for_margin_type(
             symbol=self.INVERSE_SYMBOL, settlement_currency=self.ORDER_CURRENCY, margin_type=margin_type
         )
 
+    def _ensure_required_permissions(self, permissions):
+        super()._ensure_required_permissions(permissions)
+        assert trading_backend.enums.APIKeyRights.FUTURES_TRADING in permissions
+
     async def inner_test_create_and_fill_market_orders(self):
         portfolio = await self.get_portfolio()
         position = await self.get_position()

additional_tests/exchanges_tests/test_ascendex.py

@@ -40,6 +40,9 @@ async def test_get_portfolio_with_market_filter(self):
         # pass if not implemented
         pass
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         # pass if not implemented
         pass
@@ -63,6 +66,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_binance.py

@@ -14,6 +14,7 @@
 #  You should have received a copy of the GNU General Public
 #  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
 import pytest
+import octobot_trading.enums
 
 from additional_tests.exchanges_tests import abstract_authenticated_exchange_tester
 
@@ -41,13 +42,48 @@ class TestBinanceAuthenticatedExchange(
     IS_BROKER_ENABLED_ACCOUNT = False
     IS_AUTHENTICATED_REQUEST_CHECK_AVAILABLE = True    # set True when is_authenticated_request is implemented
 
+    SPECIAL_ORDER_TYPES_BY_EXCHANGE_ID: dict[
+        str, (
+            str, # symbol
+            str, # order type key in 'info' dict
+            str, # order type found in 'info' dict
+            str, # parsed trading_enums.TradeOrderType
+            str, # parsed trading_enums.TradeOrderSide
+            bool, # trigger above (on higher price than order price)
+        )
+    ] = {
+        "6799804660": (
+            "BNB/USDT", "type", "TAKE_PROFIT",
+            octobot_trading.enums.TradeOrderType.LIMIT.value, octobot_trading.enums.TradeOrderSide.SELL.value, True
+        ),
+        '6799810041': (
+            "BNB/USDT", "type", "STOP_LOSS",
+            octobot_trading.enums.TradeOrderType.STOP_LOSS.value, octobot_trading.enums.TradeOrderSide.SELL.value, False
+        ),
+        '6799798838': (
+            "BNB/USDT", "type", "TAKE_PROFIT_LIMIT",
+            octobot_trading.enums.TradeOrderType.LIMIT.value, octobot_trading.enums.TradeOrderSide.SELL.value, True
+        ),
+        '6799795001': (
+            "BNB/USDT", "type", "STOP_LOSS_LIMIT",
+            octobot_trading.enums.TradeOrderType.STOP_LOSS.value, octobot_trading.enums.TradeOrderSide.SELL.value, False
+        ),
+    }  # stop loss / take profit and other special order types to be successfully parsed
+    # details of an order that exists but can"t be cancelled
+    UNCANCELLABLE_ORDER_ID_SYMBOL_TYPE: tuple[str, str, octobot_trading.enums.TraderOrderType] = (
+        "6799798838", "BNB/USDT", octobot_trading.enums.TraderOrderType.BUY_LIMIT.value
+    )
+
 
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
     async def test_get_portfolio_with_market_filter(self):
         await super().test_get_portfolio_with_market_filter()
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         await super().test_get_account_id()
 
@@ -69,6 +105,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_binance_futures.py

@@ -15,6 +15,7 @@
 #  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
 import pytest
 
+import octobot_trading.enums
 from additional_tests.exchanges_tests import abstract_authenticated_future_exchange_tester, \
     abstract_authenticated_exchange_tester
 
@@ -38,6 +39,38 @@ class TestBinanceFuturesAuthenticatedExchange(
     EXPECTED_QUOTE_MIN_ORDER_SIZE = 200   # min quote value of orders to create (used to check market status parsing)
     IS_AUTHENTICATED_REQUEST_CHECK_AVAILABLE = True    # set True when is_authenticated_request is implemented
 
+    SPECIAL_ORDER_TYPES_BY_EXCHANGE_ID: dict[
+        str, (
+            str, # symbol
+            str, # order type key in 'info' dict
+            str, # order type found in 'info' dict
+            str, # parsed trading_enums.TradeOrderType
+            str, # parsed trading_enums.TradeOrderSide
+            bool, # trigger above (on higher price than order price)
+        )
+    ] = {
+        "4075521283": (
+            "BTC/USDT:USDT", "type", "TAKE_PROFIT_MARKET",
+            octobot_trading.enums.TradeOrderType.LIMIT.value, octobot_trading.enums.TradeOrderSide.SELL.value, True
+        ),
+        '622529': (
+            "BTC/USDC:USDC", "type", "STOP_MARKET",
+            octobot_trading.enums.TradeOrderType.STOP_LOSS.value, octobot_trading.enums.TradeOrderSide.SELL.value, False
+        ),
+        '4076521927': (
+            "BTC/USDT:USDT", "type", "TAKE_PROFIT",
+            octobot_trading.enums.TradeOrderType.LIMIT.value, octobot_trading.enums.TradeOrderSide.BUY.value, False
+        ),
+        '4076521976': (
+            "BTC/USDT:USDT", "type", "STOP",
+            octobot_trading.enums.TradeOrderType.STOP_LOSS.value, octobot_trading.enums.TradeOrderSide.SELL.value, False
+        ),
+    }  # stop loss / take profit and other special order types to be successfully parsed
+    # details of an order that exists but can"t be cancelled
+    UNCANCELLABLE_ORDER_ID_SYMBOL_TYPE: tuple[str, str, octobot_trading.enums.TraderOrderType] = (
+        "4076521927", "BTC/USDT:USDT", octobot_trading.enums.TraderOrderType.BUY_LIMIT.value
+    )
+
     async def _set_account_types(self, account_types):
         # todo remove this and use both types when exchange-side multi portfolio is enabled
         self.exchange_manager.exchange._futures_account_types = account_types
@@ -48,6 +81,9 @@ async def test_get_portfolio(self):
     async def test_get_portfolio_with_market_filter(self):
         await super().test_get_portfolio_with_market_filter()   # can have small variations failing the test when positions are open
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         await super().test_get_account_id()
 
@@ -86,6 +122,9 @@ async def test_get_and_set_leverage(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bingx.py

@@ -14,6 +14,7 @@
 #  You should have received a copy of the GNU General Public
 #  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
 import pytest
+import octobot_trading.enums
 
 from additional_tests.exchanges_tests import abstract_authenticated_exchange_tester
 
@@ -38,12 +39,47 @@ class TestBingxAuthenticatedExchange(
 
     VALID_ORDER_ID = "1812980957928929280"
 
+    SPECIAL_ORDER_TYPES_BY_EXCHANGE_ID: dict[
+        str, (
+            str, # symbol
+            str, # order type key in 'info' dict
+            str, # order type found in 'info' dict
+            str, # parsed trading_enums.TradeOrderType
+            str, # parsed trading_enums.TradeOrderSide
+            bool, # trigger above (on higher price than order price)
+        )
+    ] = {
+        "1877004154170146816": (
+            "TAO/USDT", "type", "TAKE_STOP_MARKET",
+            octobot_trading.enums.TradeOrderType.STOP_LOSS.value, octobot_trading.enums.TradeOrderSide.SELL.value, False
+        ),
+        '1877004191864356864': (
+            "TAO/USDT", "type", "TAKE_STOP_MARKET",
+            octobot_trading.enums.TradeOrderType.LIMIT.value, octobot_trading.enums.TradeOrderSide.SELL.value, True
+        ),
+        '1877004220704391168': (
+            "TAO/USDT", "type", "TAKE_STOP_LIMIT",
+            octobot_trading.enums.TradeOrderType.UNSUPPORTED.value, octobot_trading.enums.TradeOrderSide.SELL.value, None
+        ),
+        '1877004292053696512': (
+            "TAO/USDT", "type", "TAKE_STOP_LIMIT",
+            octobot_trading.enums.TradeOrderType.UNSUPPORTED.value, octobot_trading.enums.TradeOrderSide.SELL.value, None
+        ),
+    }  # stop loss / take profit and other special order types to be successfully parsed
+    # details of an order that exists but can"t be cancelled
+    UNCANCELLABLE_ORDER_ID_SYMBOL_TYPE: tuple[str, str, octobot_trading.enums.TraderOrderType] = (
+        "1877004292053696512", "TAO/USDT", octobot_trading.enums.TraderOrderType.SELL_LIMIT.value
+    )
+
     async def test_get_portfolio(self):
         await super().test_get_portfolio()
 
     async def test_get_portfolio_with_market_filter(self):
         await super().test_get_portfolio_with_market_filter()
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         await super().test_get_account_id()
 
@@ -65,6 +101,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bitget.py

@@ -42,6 +42,9 @@ async def test_get_portfolio_with_market_filter(self):
         # pass if not implemented
         pass
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         # pass if not implemented
         pass
@@ -65,6 +68,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bitmart.py

@@ -40,6 +40,9 @@ async def test_get_portfolio(self):
     async def test_get_portfolio_with_market_filter(self):
         await super().test_get_portfolio_with_market_filter()
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         # pass if not implemented
         pass
@@ -63,6 +66,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bybit.py

@@ -44,6 +44,9 @@ async def test_get_portfolio_with_market_filter(self):
         # pass if not implemented
         pass
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         # pass if not implemented
         pass
@@ -67,6 +70,9 @@ async def test_get_not_found_order(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()
 

additional_tests/exchanges_tests/test_bybit_futures.py

@@ -47,6 +47,9 @@ async def test_get_portfolio_with_market_filter(self):
         # pass if not implemented
         pass
 
+    async def test_untradable_symbols(self):
+        await super().test_untradable_symbols()
+
     async def test_get_account_id(self):
         # pass if not implemented
         pass
@@ -79,6 +82,9 @@ async def test_get_and_set_leverage(self):
     async def test_is_valid_account(self):
         await super().test_is_valid_account()
 
+    async def test_get_special_orders(self):
+        await super().test_get_special_orders()
+
     async def test_create_and_cancel_limit_orders(self):
         await super().test_create_and_cancel_limit_orders()