Merge pull request #2318 from Drakkar-Software/dev

Master merge

CHANGELOG.md

@@ -6,6 +6,17 @@ 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)*
 
+## [0.4.49] - 2023-04-23
+### Updated
+- [CCXT] Update to ccxt 3.0.74
+- [Websockets] Reduce unordered candles warnings
+### Fixed
+- [Coinbase] Trading simulator mode and data collector 
+- [Binance] Order creation issues 
+- [Bybit] Order creation issues 
+- [Telegram] set risk command
+- [TradingView] remove warning on empty line
+
 ## [0.4.48] - 2023-04-18
 ### Added
 - [WebInterface] Add filters to PNL tab.

README.md

@@ -1,4 +1,4 @@
-# OctoBot [0.4.48](https://octobot.click/gh-changelog)
+# OctoBot [0.4.49](https://octobot.click/gh-changelog)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot.svg?logo=pypi)](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)

exchanges_tests/__init__.py

@@ -42,9 +42,13 @@ def __init__(self, exchange_manager, name):
         self.exchange_manager = exchange_manager
         self.name = name
 
+        def _clear_pending_state(order, *args, **kwargs):
+            if order.is_pending_creation():
+                order.state = personal_data.OpenOrderState(order, True)
+
         self.get_internal_producer = mock.Mock(
             return_value=mock.Mock(
-                update_order_from_exchange=mock.AsyncMock(),
+                update_order_from_exchange=mock.AsyncMock(side_effect=_clear_pending_state),
                 send=mock.AsyncMock(),
             )
         )

exchanges_tests/abstract_authenticated_exchange_tester.py

@@ -13,6 +13,7 @@
 #
 #  You should have received a copy of the GNU General Public
 #  License along with OctoBot. If not, see <https://www.gnu.org/licenses/>.
+import asyncio
 import contextlib
 import decimal
 import time
@@ -50,6 +51,7 @@ class AbstractAuthenticatedExchangeTester:
     ORDER_PRICE_DIFF = 20  # % of price difference compared to current price for limit and stop orders
     EXPECT_MISSING_ORDER_FEES_DUE_TO_ORDERS_TOO_OLD_FOR_RECENT_TRADES = False   # when recent trades are limited and
     # closed orders fees are taken from recent trades
+    EXPECT_POSSIBLE_ORDER_NOT_FOUND_DURING_ORDER_CREATION = False
     OPEN_ORDERS_IN_CLOSED_ORDERS = False
     MARKET_FILL_TIMEOUT = 15
     OPEN_TIMEOUT = 15
@@ -78,12 +80,21 @@ async def inner_test_create_and_cancel_limit_orders(self):
         symbol = None
         price = self.get_order_price(await self.get_price(), False)
         size = self.get_order_size(await self.get_portfolio(), price)
+        # # DEBUG tools, uncomment to create specific orders
+        # symbol = "ALGO/BUSD"
+        # market_status = self.exchange_manager.exchange.get_market_status(symbol)
+        # precision = market_status[trading_enums.ExchangeConstantsMarketStatusColumns.PRECISION.value]
+        # limits = market_status[trading_enums.ExchangeConstantsMarketStatusColumns.LIMITS.value]
+        # price = personal_data.decimal_adapt_price(
+        #     market_status,
+        #     decimal.Decimal("0.1810")
+        # )
+        # size = personal_data.decimal_adapt_quantity(
+        #     market_status,
+        #     decimal.Decimal("7")
+        # )
+        # # end debug tools
         open_orders = await self.get_open_orders()
-        # DEBUG tools, uncomment to create specific orders
-        # price = decimal.Decimal("0.047445")
-        # size = decimal.Decimal("4619")
-        # symbol = "OM/USDT"
-        # end debug tools
         buy_limit = await self.create_limit_order(price, size, trading_enums.TradeOrderSide.BUY, symbol=symbol)
         self.check_created_limit_order(buy_limit, price, size, trading_enums.TradeOrderSide.BUY)
         assert await self.order_in_open_orders(open_orders, buy_limit)
@@ -679,32 +690,49 @@ async def wait_for_fill(self, order):
         def parse_is_filled(raw_order):
             return personal_data.parse_order_status(raw_order) in {trading_enums.OrderStatus.FILLED,
                                                                    trading_enums.OrderStatus.CLOSED}
-        return await self._get_order_until(order, parse_is_filled, self.MARKET_FILL_TIMEOUT)
+        return await self._get_order_until(order, parse_is_filled, self.MARKET_FILL_TIMEOUT, True)
 
     def parse_order_is_not_pending(self, raw_order):
         return personal_data.parse_order_status(raw_order) not in (trading_enums.OrderStatus.UNKNOWN, None)
 
     async def wait_for_open(self, order):
-        await self._get_order_until(order, self.parse_order_is_not_pending, self.OPEN_TIMEOUT)
+        await self._get_order_until(order, self.parse_order_is_not_pending, self.OPEN_TIMEOUT, True)
 
     async def wait_for_cancel(self, order):
         return personal_data.create_order_instance_from_raw(
             self.exchange_manager.trader,
-            await self._get_order_until(order, personal_data.parse_is_cancelled, self.CANCEL_TIMEOUT)
+            await self._get_order_until(order, personal_data.parse_is_cancelled, self.CANCEL_TIMEOUT, False)
         )
 
     async def wait_for_edit(self, order, edited_quantity):
         def is_edited(row_order):
             return decimal.Decimal(str(row_order[trading_enums.ExchangeConstantsOrderColumns.AMOUNT.value])) \
                    == edited_quantity
-        await self._get_order_until(order, is_edited, self.EDIT_TIMEOUT)
+        await self._get_order_until(order, is_edited, self.EDIT_TIMEOUT, False)
 
-    async def _get_order_until(self, order, validation_func, timeout):
+    async def _get_order_until(self, order, validation_func, timeout, can_order_be_not_found_on_exchange):
+        allow_not_found_order_on_exchange = \
+            can_order_be_not_found_on_exchange \
+            and self.exchange_manager.exchange.EXPECT_POSSIBLE_ORDER_NOT_FOUND_DURING_ORDER_CREATION
         t0 = time.time()
         while time.time() - t0 < timeout:
             raw_order = await self.exchange_manager.exchange.get_order(order.order_id, order.symbol)
+            if raw_order is None:
+                print(f"{self.exchange_manager.exchange_name} {order.order_type} {validation_func.__name__} "
+                      f"Order not found after {time.time() - t0} seconds. Order: [{order}]. Raw order: [{raw_order}]")
+                if not allow_not_found_order_on_exchange:
+                    raise AssertionError(
+                        f"exchange.get_order() returned None, which means order is not found on exchange. "
+                        f"This should not happen as "
+                        f"self.exchange_manager.exchange.EXPECT_POSSIBLE_ORDER_NOT_FOUND_DURING_ORDER_CREATION is "
+                        f"{self.exchange_manager.exchange.EXPECT_POSSIBLE_ORDER_NOT_FOUND_DURING_ORDER_CREATION} "
+                        f"and can_order_be_not_found_on_exchange is {can_order_be_not_found_on_exchange}"
+                    )
             if raw_order and validation_func(raw_order):
+                print(f"{self.exchange_manager.exchange_name} {order.order_type} {validation_func.__name__} "
+                      f"True after {time.time() - t0} seconds. Order: [{order}]. Raw order: [{raw_order}]")
                 return raw_order
+            await asyncio.sleep(1)
         raise TimeoutError(f"Order not filled/cancelled within {timeout}s: {order} ({validation_func.__name__})")
 
     async def order_in_open_orders(self, previous_open_orders, order):

exchanges_tests/test_bitget.py

@@ -47,7 +47,9 @@ async def test_get_my_recent_trades(self):
         await super().test_get_my_recent_trades()
 
     async def test_get_closed_orders(self):
-        await super().test_get_closed_orders()
+        # broken in ccxt 3.0.74 because of return self.safe_value(data, 'orderList', []) (no 'orderList' key)
+        with pytest.raises(AssertionError):
+            await super().test_get_closed_orders()
 
     async def test_create_and_cancel_stop_orders(self):
         # pass if not implemented

exchanges_tests/test_cryptocom.py

@@ -21,7 +21,7 @@
 pytestmark = pytest.mark.asyncio
 
 
-class _TestCryptoComAuthenticatedExchange(
+class TestCryptoComAuthenticatedExchange(
     abstract_authenticated_exchange_tester.AbstractAuthenticatedExchangeTester
 ):
     # enter exchange name as a class variable here

exchanges_tests/test_hollaex.py

@@ -27,8 +27,8 @@ class TestHollaexAuthenticatedExchange(
     # enter exchange name as a class variable here
     EXCHANGE_NAME = "hollaex"
     EXCHANGE_TENTACLE_NAME = "hollaex"  # specify EXCHANGE_TENTACLE_NAME as the tentacle class has no capital H
-    ORDER_CURRENCY = "BTC"
-    SETTLEMENT_CURRENCY = "USDT"
+    ORDER_CURRENCY = "ETH"
+    SETTLEMENT_CURRENCY = "BTC"
     SYMBOL = f"{ORDER_CURRENCY}/{SETTLEMENT_CURRENCY}"
     ORDER_SIZE = 25  # % of portfolio to include in test orders
     EXPECT_MISSING_ORDER_FEES_DUE_TO_ORDERS_TOO_OLD_FOR_RECENT_TRADES = True   # when recent trades are limited and

octobot/__init__.py

@@ -16,5 +16,5 @@
 
 PROJECT_NAME = "OctoBot"
 AUTHOR = "Drakkar-Software"
-VERSION = "0.4.48"  # major.minor.revision
+VERSION = "0.4.49"  # major.minor.revision
 LONG_VERSION = f"{VERSION}"

requirements.txt

@@ -3,11 +3,11 @@ cython==0.29.32
 
 # Drakkar-Software requirements
 OctoBot-Commons==1.8.27
-OctoBot-Trading==2.3.36
+OctoBot-Trading==2.3.37
 OctoBot-Evaluators==1.8.7
 OctoBot-Tentacles-Manager==2.8.6
-OctoBot-Services==1.5.4
-OctoBot-Backtesting==1.8.1
+OctoBot-Services==1.5.5
+OctoBot-Backtesting==1.8.2
 Async-Channel==2.1.0
 trading-backend==1.0.19
 
@@ -22,4 +22,5 @@ setuptools<65.6 # Added because the distutils.log.Log class was removed in setup
 
 # Community
 websockets
-gmqtt==0.6.11
+gmqtt==0.6.11
+supabase==1.0.3

setup.cfg

@@ -6,8 +6,3 @@ universal = 1
 
 [metadata]
 license_file = LICENSE
-
-[tool:pytest]
-minversion = 3.0
-testpaths = tests
-addopts = -v -x --ignore=setup.py