Merge pull request #2221 from Drakkar-Software/dev

Master merge

CHANGELOG.md

@@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 *It is strongly advised to perform an update of your tentacles after updating OctoBot. (start.py tentacles --install --all)*
 
+## [0.4.37] - 2023-02-06
+### Added
+- Configurations: add limits
+### Fixed
+- Futures trading: portfolio and cancel order issues
+
 ## [0.4.36] - 2023-01-29
 ### Added
 - Automations: initialize automations

README.md

@@ -1,4 +1,4 @@
-# OctoBot [0.4.36](https://octobot.click/gh-changelog)
+# OctoBot [0.4.37](https://octobot.click/gh-changelog)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot.svg)](https://octobot.click/gh-pypi)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/e07fb190156d4efb8e7d07aaa5eff2e1)](https://app.codacy.com/gh/Drakkar-Software/OctoBot?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot&utm_campaign=Badge_Grade_Dashboard)[![Downloads](https://pepy.tech/badge/octobot/month)](https://pepy.tech/project/octobot)
 [![Dockerhub](https://img.shields.io/docker/pulls/drakkarsoftware/octobot.svg)](https://octobot.click/gh-dockerhub)

octobot/__init__.py

@@ -16,5 +16,5 @@
 
 PROJECT_NAME = "OctoBot"
 AUTHOR = "Drakkar-Software"
-VERSION = "0.4.36"  # major.minor.revision
+VERSION = "0.4.37"  # major.minor.revision
 LONG_VERSION = f"{VERSION}"

octobot/automation/automation.py

@@ -22,6 +22,8 @@
 import octobot.automation.bases.abstract_trigger_event as abstract_trigger_event
 import octobot.automation.bases.abstract_condition as abstract_condition
 import octobot.automation.bases.abstract_action as abstract_action
+import octobot.constants as constants
+import octobot.errors as errors
 
 
 class AutomationDetails:
@@ -61,7 +63,10 @@ async def initialize(self) -> None:
         """
         Triggers producers and consumers creation
         """
-        await self.restart()
+        if constants.ENABLE_AUTOMATIONS:
+            await self.restart()
+        else:
+            self.logger.info("Automations are disabled")
 
     @classmethod
     async def get_raw_config_and_user_inputs(
@@ -76,6 +81,8 @@ async def get_raw_config_and_user_inputs(
         return tentacle_config, list(user_input.to_dict() for user_input in user_inputs.values())
 
     async def restart(self):
+        if not constants.ENABLE_AUTOMATIONS:
+            raise errors.DisabledError("Automations are disabled")
         await self.stop()
         self.automations_config = tentacles_manager_api.get_tentacle_config(self.tentacles_setup_config,
                                                                             self.__class__)

octobot/automation/bases/abstract_trigger_event.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 abc
+import time
 
 import octobot.automation.bases.automation_step as automation_step
 
@@ -23,7 +24,8 @@ def __init__(self):
         super(AbstractTriggerEvent, self).__init__()
         self.should_stop = False
         self.trigger_only_once = False
-        self._triggered_already = False
+        self.max_trigger_frequency = 0
+        self._last_trigger_time = 0
 
     async def stop(self):
         self.should_stop = True
@@ -37,10 +39,10 @@ async def next_event(self):
             async for event in self.next_event():
                 # triggered when an event occurs
         """
-        self._triggered_already = False
-        while not self.should_stop and not (self.trigger_only_once and self._triggered_already):
-            yield await self._get_next_event()
-            self._triggered_already = True
-
-
-
+        self._last_trigger_time = 0
+        while not self.should_stop and not (self.trigger_only_once and self._last_trigger_time != 0):
+            new_event = await self._get_next_event()
+            trigger_time = time.time()
+            if not self.max_trigger_frequency or (trigger_time - self._last_trigger_time > self.max_trigger_frequency):
+                yield new_event
+                self._last_trigger_time = time.time()

octobot/backtesting/octobot_backtesting.pxd

@@ -42,6 +42,7 @@ cdef class OctoBotBacktesting:
     cdef public object futures_contract_type
     cdef public bint enable_storage
     cdef public bint run_on_all_available_time_frames
+    cdef bint _has_started
 
     cpdef object memory_leak_checkup(self, list to_check_elements)
     cpdef object check_remaining_objects(self)

octobot/backtesting/octobot_backtesting.py

@@ -40,6 +40,9 @@
 
 import octobot.logger as logger
 import octobot.storage as storage
+import octobot.limits as limits
+import octobot.constants as constants
+import octobot.errors as errors
 import octobot.databases_util as databases_util
 
 
@@ -82,8 +85,11 @@ def __init__(self, backtesting_config,
         self.futures_contract_type = trading_enums.FutureContractType.LINEAR_PERPETUAL
         self.enable_storage = enable_storage
         self.run_on_all_available_time_frames = run_on_all_available_time_frames
+        self._has_started = False
 
     async def initialize_and_run(self):
+        if not constants.ENABLE_BACKTESTING:
+            raise errors.DisabledError("Backtesting is disabled")
         self.logger.info(f"Starting on {self.backtesting_files} with {self.symbols_to_create_exchange_classes}")
         self.start_time = time.time()
         await commons_databases.init_bot_storage(
@@ -100,11 +106,13 @@ async def initialize_and_run(self):
         await self._init_evaluators()
         await self._init_service_feeds()
         await self._init_exchanges()
+        self._ensure_limits()
         await self._create_evaluators()
         await self._create_service_feeds()
         await backtesting_api.start_backtesting(self.backtesting)
         if logger.BOT_CHANNEL_LOGGER is not None and self.enable_logs:
             await self.start_loggers()
+        self._has_started = True
 
     async def stop_importers(self):
         if self.backtesting is not None:
@@ -125,7 +133,7 @@ async def stop(self, memory_check=False, should_raise=False):
                 self.logger.warning("No backtesting to stop, there was probably an issue when starting the backtesting")
             else:
                 exchange_managers = trading_api.get_exchange_managers_from_exchange_ids(self.exchange_manager_ids)
-                if exchange_managers and self.enable_storage:
+                if exchange_managers and self.enable_storage and self._has_started:
                     try:
                         for exchange_manager in exchange_managers:
                             await trading_api.store_history_in_run_storage(exchange_manager)
@@ -267,6 +275,18 @@ async def _init_service_feeds(self):
         self.service_feeds = [service_feed_factory.create_service_feed(feed)
                               for feed in service_feed_factory.get_available_service_feeds(True)]
 
+    def _ensure_limits(self):
+        for exchange_id in self.exchange_manager_ids:
+            exchange_configuration = trading_api.get_exchange_configuration_from_exchange_id(exchange_id)
+            time_frames = exchange_configuration.available_required_time_frames
+            symbols = exchange_configuration.symbols
+            start_time, end_time = trading_api.get_exchange_backtesting_time_window(
+                trading_api.get_exchange_manager_from_exchange_id(exchange_id)
+            )
+            limits.ensure_backtesting_limits(
+                self.symbols_to_create_exchange_classes.keys(), symbols, time_frames, start_time, end_time
+            )
+
     async def _create_evaluators(self):
         for exchange_id in self.exchange_manager_ids:
             exchange_configuration = trading_api.get_exchange_configuration_from_exchange_id(exchange_id)

octobot/cli.py

@@ -93,7 +93,9 @@ def _disable_interface_from_param(interface_identifier, param_value, logger):
 
 def _log_environment(logger):
     try:
-        logger.debug(f"Running on {os_util.get_current_platform()} with {os_util.get_octobot_type()}")
+        bot_type = "cloud" if constants.IS_CLOUD_ENV else "self-hosted"
+        logger.debug(f"Running {bot_type} OctoBot on {os_util.get_current_platform()} "
+                     f"with {os_util.get_octobot_type()}")
     except Exception as e:
         logger.error(f"Impossible to identify the current running environment: {e}")
 

octobot/community/__init__.py

@@ -18,6 +18,9 @@
 from octobot.community.errors import (
     RequestError,
     StatusCodeRequestError,
+    BotError,
+    BotNotFoundError,
+    NoBotDeviceError,
 )
 from octobot.community import identifiers_provider
 from octobot.community.identifiers_provider import (
@@ -92,6 +95,9 @@
 __all__ = [
     "RequestError",
     "StatusCodeRequestError",
+    "BotError",
+    "BotNotFoundError",
+    "NoBotDeviceError",
     "IdentifiersProvider",
     "CommunityUserAccount",
     "CommunityFields",

octobot/community/authentication.py

@@ -82,6 +82,7 @@ def __init__(self, feed_url, config=None):
         self._community_feed = None
         self._login_completed = None
         self._update_bot_lock = None
+        self._startup_info = None
 
         self._update_sessions_headers()
 
@@ -437,13 +438,15 @@ async def load_user_bots(self):
         )
 
     async def get_startup_info(self):
-        if self.user_account.gql_bot_id is None:
-            raise errors.BotError("No selected bot")
-        return startup_info.StartupInfo.from_dict(
-            await self._fetch_startup_info(
-                self.user_account.gql_bot_id
+        if self._startup_info is None:
+            if self.user_account.gql_bot_id is None:
+                raise errors.BotError("No selected bot")
+            self._startup_info = startup_info.StartupInfo.from_dict(
+                await self._fetch_startup_info(
+                    self.user_account.gql_bot_id
+                )
             )
-        )
+        return self._startup_info
 
     async def get_subscribed_profile_urls(self):
         subscribed_profiles = await self._fetch_subscribed_profiles()

octobot/constants.py

@@ -113,6 +113,11 @@
 UNLIMITED_ALLOWED = -1
 MAX_ALLOWED_EXCHANGES = int(os.getenv("MAX_ALLOWED_EXCHANGES", str(UNLIMITED_ALLOWED)))
 MAX_ALLOWED_SYMBOLS = int(os.getenv("MAX_ALLOWED_SYMBOLS", str(UNLIMITED_ALLOWED)))
+MAX_ALLOWED_TIME_FRAMES = int(os.getenv("MAX_ALLOWED_TIME_FRAMES", str(UNLIMITED_ALLOWED)))
+MAX_ALLOWED_BACKTESTING_CANDLES_HISTORY = int(os.getenv("MAX_ALLOWED_BACKTESTING_CANDLES_HISTORY",
+                                                        str(UNLIMITED_ALLOWED)))
+ENABLE_AUTOMATIONS = os_util.parse_boolean_environment_var("ENABLE_AUTOMATIONS", "True")
+ENABLE_BACKTESTING = os_util.parse_boolean_environment_var("ENABLE_BACKTESTING", "True")
 
 # tentacles
 ENV_TENTACLES_URL = "TENTACLES_URL"

octobot/errors.py

@@ -0,0 +1,18 @@
+#  This file is part of OctoBot (https://github.com/Drakkar-Software/OctoBot)
+#  Copyright (c) 2023 Drakkar-Software, All rights reserved.
+#
+#  OctoBot is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU General Public License
+#  as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  OctoBot is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  General Public License for more details.
+#
+#  You should have received a copy of the GNU General Public
+#  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
+
+class DisabledError(Exception):
+    pass