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**MAJOR UPDATE**: Many bug fixes
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Multiprocessing functionality completely rewritten. No more memory leaks, dead locks, or VPS crashes.

Conditional order framework stable and working.

Orphan functionality improved.

Overall performance improvements are quite significant.

Version update.

**UpdatePlaceOrder needs to be ran for all exchanges you use. A full reboot is required.**

Changes to be committed:
	modified:   Base/CCXT-PlaceOrder.future
	modified:   Base/CCXT-PlaceOrder.margin
	modified:   Base/CCXT-PlaceOrder.spot
	modified:   Base/CCXT-PlaceOrder.swap
	modified:   Base/Conditional.ccxt
	modified:   Base/Conditional.oanda
	modified:   Base/JackrabbitLocker
	modified:   Base/JackrabbitOliverTwist
	modified:   Base/JackrabbitRelay
	modified:   Base/Library/JRRccxt.py
	modified:   Base/Library/JRRoanda.py
	modified:   Base/Library/JRRsupport.py
	modified:   Base/Library/JackrabbitRelay.py
	modified:   Base/OANDA-PlaceOrder
	modified:   Base/Orphan.ccxt
	modified:   Base/Orphan.oanda
	new file:   Extras/CodeProofs/BuyEveryMinute
	new file:   Extras/CodeProofs/ForkTest
	modified:   Extras/ListMarkets
	modified:   Extras/otcWatch
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@rapmd73
rapmd73 committed Jul 3, 2023
1 parent f23f4ed commit 5f3e19e
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Showing 20 changed files with 645 additions and 371 deletions.
7 changes: 7 additions & 0 deletions Base/CCXT-PlaceOrder.future
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,13 @@ def main():

relay.JRLog.Write('PlaceOrder FUTURE '+relay.Version)

# Check for OneShot situation

if ("Conditional" in relay.Active or "Conditional" in relay.Order) \
and ("ConditionalOneShot" in relay.Active or "ConditionalOneShot" in relay.Order):
if relay.OliverTwistOneShot(relay.Order)==True:
relay.JRLog.Error("Conditional OneShot", f"{relay.Order['Exchange']}/{relay.Order['Account']}/{relay.Order['Asset']} already being managed by OliverTwist ")

# Now lets get down to business. The processed order is in:
# relay.Order

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7 changes: 7 additions & 0 deletions Base/CCXT-PlaceOrder.margin
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,13 @@ def main():

relay.JRLog.Write('PlaceOrder MARGIN '+relay.Version)

# Check for OneShot situation

if ("Conditional" in relay.Active or "Conditional" in relay.Order) \
and ("ConditionalOneShot" in relay.Active or "ConditionalOneShot" in relay.Order):
if relay.OliverTwistOneShot(relay.Order)==True:
relay.JRLog.Error("Conditional OneShot", f"{relay.Order['Exchange']}/{relay.Order['Account']}/{relay.Order['Asset']} already being managed by OliverTwist ")

# Now lets get down to business. The processed order is in:
# relay.Order

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7 changes: 7 additions & 0 deletions Base/CCXT-PlaceOrder.spot
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Original file line number Diff line number Diff line change
Expand Up @@ -93,6 +93,13 @@ def main():
if ("Conditional" in relay.Active or "Conditional" in relay.Order) and relay.Order['Action']!='buy':
relay.JRLog.Error("Conditional", f"{relay.Order['Action']}: ignored")

# Check for OneShot situation

if ("Conditional" in relay.Active or "Conditional" in relay.Order) \
and ("ConditionalOneShot" in relay.Active or "ConditionalOneShot" in relay.Order):
if relay.OliverTwistOneShot(relay.Order)==True:
relay.JRLog.Error("Conditional OneShot", f"{relay.Order['Exchange']}/{relay.Order['Account']}/{relay.Order['Asset']} already being managed by OliverTwist ")

# Now lets get down to business. The processed order is in:
# relay.Order

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7 changes: 7 additions & 0 deletions Base/CCXT-PlaceOrder.swap
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Original file line number Diff line number Diff line change
Expand Up @@ -87,6 +87,13 @@ def main():

relay.JRLog.Write('PlaceOrder SWAP '+relay.Version)

# Check for OneShot situation

if ("Conditional" in relay.Active or "Conditional" in relay.Order) \
and ("ConditionalOneShot" in relay.Active or "ConditionalOneShot" in relay.Order):
if relay.OliverTwistOneShot(relay.Order)==True:
relay.JRLog.Error("Conditional OneShot", f"{relay.Order['Exchange']}/{relay.Order['Account']}/{relay.Order['Asset']} already being managed by OliverTwist ")

# Now lets get down to business. The processed order is in:
# relay.Order

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156 changes: 96 additions & 60 deletions Base/Conditional.ccxt
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,35 @@ import time
import JRRsupport
import JackrabbitRelay as JRR

# Timeout before Locker auto-deletes this order result

OliverTwistTimeout=(15*60)

# Write the result to Locker memory so parent knows we are finished.

def FinishOrphan(Key,lID,mID,State):
# Get the lock read and set up the memory key. Locker doesn't care and which class this order belongs to. OliverTwist will
# match the ID to the right class list, orphan or conditional.

OliverTwistLock=JRRsupport.Locker("OliverTwist",ID=lID)
Memory=JRRsupport.Locker(Key,ID=mID)

OliverTwistLock.Lock()

State=State.lower()

if State!='delete':
# Return this order to a waiting state
Memory.Put(OliverTwistTimeout*100,"Waiting")
elif State=='delete':
# This order has been processed and needs to be removed from the system.
Memory.Put(OliverTwistTimeout*100,"Delete")

OliverTwistLock.Unlock()

# We're done. This child has completed its task
sys.exit(0)

# Get the order ID. If there isn't an ID, the order FAILED.

def GetOrderID(res):
Expand Down Expand Up @@ -78,7 +107,7 @@ def main():
data=sys.stdin.read().strip()
Orphan=json.loads(data)

# Use Relay to process and validate the order
# Use Relay to process and validate the order, must be a string
if type(Orphan['Order']) is dict:
order=json.dumps(Orphan['Order'])
else:
Expand All @@ -92,6 +121,8 @@ def main():
# Handle OANDa's weird order id sequencing
id=Orphan['ID']
saction=relay.Order['SellAction'].lower()
if type(Orphan['Response']) is str:
Orphan['Response']=json.loads(Orphan['Response'])
oDetail=Orphan['Response']['Details']

# Manage average and close extire position
Expand All @@ -102,26 +133,6 @@ def main():
price=float(oDetail['price'])
amount=float(oDetail['amount'])

# Check to see if we have enough balance, if not then delete this order. Deal with futures as well.

base=relay.Markets[relay.Order['Asset']]['base'].upper()
if relay.Order['Market']=='spot':
bal=relay.GetBalance(Base=base)
else:
bal=relay.GetPositions(symbols=[relay.Order['Asset']])
if amount>bal:
relay.JRLog.Write(f"{id}: Amount {amount:.8f} > Balance {bal:.8f} {base}, purge",stdOut=False)
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']='Delete'
print(json.dumps(rData))
# Flush and exit
sys.stdout.flush()
sys.exit(0)

# Process the position

# We need to check TakeProfit and StopLoss. If one of them is hit, we need to build and order and backfeed it in
Expand All @@ -132,6 +143,63 @@ def main():
# Get Ticker
ticker=relay.GetTicker(symbol=relay.Order['Asset'])

# Check to see if we have enough balance, if not then delete this order. Deal with futures as well.

base=relay.Markets[relay.Order['Asset']]['base'].upper()
if relay.Order['Market']=='spot':
bal=relay.GetBalance(Base=base)
else:
bal=relay.GetPositions(symbols=[relay.Order['Asset']])

# if ticker is below price and spread, purge and re-purchase

if amount>bal:
if "ConditionalRepurchase" in relay.Active:
relay.JRLog.Write(f"Original: {json.dumps(relay.Order)}",stdOut=False)

# figure out direction and build replacement order
makeNewOrder=False
if dir=='long':
makeNewOrder=ticker['Bid']<(price-ticker['Spread'])
else:
makeNewOrder=ticker['Ask']>(price+ticker['Spread'])

if makeNewOrder==True:
# Copy original order
newOrder=relay.Order
newOrder['OliverTwist']=f'Repurchase @/<{price}'
"""
newOrder['Exchange']=relay.Order['Exchange']
newOrder['Account']=relay.Order['Account']
newOrder['Market']=relay.Order['Market']
newOrder['Asset']=relay.Order['Asset']
newOrder['Action']=relay.Order['SellAction']
newOrder['Price']=str(strikePrice)
newOrder['Base']=str(amount)
"""
if 'OrderType' in relay.Order:
newOrder['OrderType']=relay.Order['OrderType']
else:
newOrder['OrderType']='market'
relay.JRLog.Write(f"New: {json.dumps(newOrder)}",stdOut=False)
newOrder['Identity']=relay.Identity['Identity']

# Feed the new order to Relay
result=relay.SendWebhook(newOrder)
oid=GetOrderID(result)
if oid!=None:
# Repurchase was successful, remove this order
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
else:
# Something went wrong, leave it and try again later
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
else:
# Not time to make a new purchase, leave it
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
else:
relay.JRLog.Write(f"{id}: Amount {amount:.8f} > Balance {bal:.8f} {base}, purge",stdOut=False)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')

# Fsilsafe, in the WORST way possible. Do NOT leave a take profit out of the order. At this stage, the whole thing is
# an absolute nightmare to fix. The is a very brutal way of dealing with poor user choices.
if 'TakeProfit' not in relay.Order:
Expand Down Expand Up @@ -194,7 +262,7 @@ def main():

# relay.JRLog.Write(f"{id}: {json.dumps(newOrder)}",stdOut=False)

newOrder['Identity']=relay.Identity['Identity']
newOrder['Identity']=relay.Active['Identity']

# Feed the new order to Relay
result=relay.SendWebhook(newOrder)
Expand All @@ -203,53 +271,21 @@ def main():
resp=relay.GetOrderDetails(id=oid,symbol=relay.Order['Asset'])
# Order must be closed as it succedded
newOrder['ID']=oid
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']='Delete'
print(json.dumps(rData))
relay.WriteLedger(Order=newOrder,Response=resp)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
else:
# Give OliverTwist a response
relay.JRLog.Write(f"{id}: Order failed",stdOut=False)
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
# Flush and exit
sys.stdout.flush()
sys.exit(0)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
else:
# Strike did not happen
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
#relay.JRLog.Write(f"{id}: {cur['state']}",stdOut=False)
# Flush and exit
sys.stdout.flush()
sys.exit(0)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])
except Exception as e:
# Something went wrong
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
relay.JRLog.Write(f"{Orphan['Key']}: Code Error - {str(e)}",stdOut=False)
# Flush and exit
sys.stdout.flush()
sys.exit(0)
if 'Diagnostics' in relay.Active:
relay.JRLog.Write(f"{Orphan['Key']}: {data}",stdOut=False)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],Orphan['Status'])

if __name__ == '__main__':
main()
Expand Down
85 changes: 35 additions & 50 deletions Base/Conditional.oanda
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,35 @@ import time
import JRRsupport
import JackrabbitRelay as JRR

# Timeout before Locker auto-deletes this order result

OliverTwistTimeout=(15*60)

# Write the result to Locker memory so parent knows we are finished.

def FinishOrphan(Key,lID,mID,State):
# Get the lock read and set up the memory key. Locker doesn't care and which class this order belongs to. OliverTwist will
# match the ID to the right class list, orphan or conditional.

OliverTwistLock=JRRsupport.Locker("OliverTwist",ID=lID)
Memory=JRRsupport.Locker(Key,ID=mID)

OliverTwistLock.Lock()

State=State.lower()

if State!='delete':
# Return this order to a waiting state
Memory.Put(OliverTwistTimeout*100,"Waiting")
elif State=='delete':
# This order has been processed and needs to be removed from the system.
Memory.Put(OliverTwistTimeout*100,"Delete")

OliverTwistLock.Unlock()

# We're done. This child has completed its task
sys.exit(0)

# Get the order ID. If there isn't an ID, the order FAILED.

def GetOrderID(res):
Expand Down Expand Up @@ -200,7 +229,7 @@ def main():

# relay.JRLog.Write(f"{id}: {json.dumps(newOrder)}",stdOut=False)

newOrder['Identity']=relay.Identity['Identity']
newOrder['Identity']=relay.Active['Identity']

# Feed the new order to Relay
result=relay.SendWebhook(newOrder)
Expand All @@ -209,66 +238,22 @@ def main():
resp=relay.GetOrderDetails(OrderID=oid)
# Order must be closed as it succedded
newOrder['ID']=oid
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']='Delete'
print(json.dumps(rData))
relay.WriteLedger(Order=newOrder,Response=resp)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
else:
# Give OliverTwist a response
relay.JRLog.Write(f"{id}: Order failed",stdOut=False)
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
#relay.JRLog.Write(f"{id}: {cur['state']}",stdOut=False)
# Flush and exit
sys.stdout.flush()
sys.exit(0)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],cur['state'])
else:
# Strike did not happen
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
#relay.JRLog.Write(f"{id}: {cur['state']}",stdOut=False)
# Flush and exit
sys.stdout.flush()
sys.exit(0)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],cur['state'])

# Fall through. No order matching the ID.
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']="Delete"
print(json.dumps(rData))
sys.stdout.flush()
sys.exit(0)
#relay.JRLog.Write(f"{id}: {cur['state']}",stdOut=False)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],'Delete')
except Exception as e:
# Something broke or went horrible wrong
rData={}
rData['Key']=Orphan['Key']
rData['lID']=Orphan['lID']
rData['mID']=Orphan['mID']
rData['Class']=Orphan['Class']
rData['Status']=Orphan['Status']
print(json.dumps(rData))
relay.JRLog.Write(f"{Orphan['Key']}: Code Error - {str(e)}",stdOut=False)
# Flush and exit
sys.stdout.flush()
sys.exit(0)
FinishOrphan(Orphan['Key'],Orphan['lID'],Orphan['mID'],cur['state'])

if __name__ == '__main__':
main()
2 changes: 1 addition & 1 deletion Base/JackrabbitLocker
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ import json

import JRRsupport

Version="0.0.0.1.340"
Version="0.0.0.1.370"
BaseDirectory='/home/JackrabbitRelay2/Base'
ConfigDirectory='/home/JackrabbitRelay2/Config'
LogDirectory="/home/JackrabbitRelay2/Logs"
Expand Down
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