Merge branch 'concurrent_trading_orders'
This commit is contained in:
commit
05b46203ab
|
|
@ -1,9 +1,11 @@
|
|||
2025.09.04:
|
||||
. Fixed bug in unwrapped_last_call().
|
||||
2025.09.05:
|
||||
. Now the trader supports multiple safety orders at the same time.
|
||||
. Removed forcing orders when importing a trader. Maybe it will be reinstated at a later date.
|
||||
. Removed endpoint /reload_safety_orders.
|
||||
. New endpoints: /mod_concurrent_safety orders, /mod_boosted_concurrent_safety_orders and /force_trader_close.
|
||||
. Modified cleanup routine.
|
||||
. Default wait_time back to 0.5 seconds.
|
||||
. General optimizations.
|
||||
|
||||
2025.08.19:
|
||||
. Improved log trimming.
|
||||
|
|
|
|||
|
|
@ -14,7 +14,7 @@ class Broker:
|
|||
self.broker_config = broker_config
|
||||
self.exchange = exchange
|
||||
self.last_price = 0
|
||||
self.wait_time = 1 #Default wait time for API breathing room
|
||||
self.wait_time = .5 #Default wait time for API breathing room
|
||||
self.cooldown_multiplier = 2 #Default cooldown multiplier value
|
||||
if "cooldown_multiplier" in self.broker_config:
|
||||
self.cooldown_multiplier = self.broker_config["cooldown_multiplier"]
|
||||
|
|
@ -869,38 +869,38 @@ class Broker:
|
|||
return "the lowest price limit for sell orders is" in str(error_object).lower()
|
||||
|
||||
|
||||
def new_limit_orders(self, orders: list) -> list:
|
||||
sent_orders = []
|
||||
#Send the orders
|
||||
tries = self.retries
|
||||
while tries>=0:
|
||||
try:
|
||||
sent_orders = self.exchange.create_orders(orders)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception while sending safety orders: {e}",1)
|
||||
tries-=1
|
||||
time.sleep(self.wait_time)
|
||||
if tries==0:
|
||||
return []
|
||||
# def new_limit_orders(self, orders: list) -> list:
|
||||
# sent_orders = []
|
||||
# #Send the orders
|
||||
# tries = self.retries
|
||||
# while tries>=0:
|
||||
# try:
|
||||
# sent_orders = self.exchange.create_orders(orders)
|
||||
# except Exception as e:
|
||||
# self.logger.log_this(f"Exception while sending safety orders: {e}",1)
|
||||
# tries-=1
|
||||
# time.sleep(self.wait_time)
|
||||
# if tries==0:
|
||||
# return []
|
||||
|
||||
#Retrieve the orders from the exchange by id to confirm that they were sent
|
||||
#Specially for OKX, since the orders that create_orders return are empty (only id is present)
|
||||
returned_orders = []
|
||||
for order in sent_orders:
|
||||
tries = self.retries
|
||||
while tries>=0:
|
||||
try:
|
||||
returned_orders.append(self.get_order(order["id"],order["symbol"]))
|
||||
time.sleep(self.wait_time)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception while retrieving safety orders: {e}",1)
|
||||
tries-=1
|
||||
if tries==0:
|
||||
if self.get_exchange_name()=="okex":
|
||||
return returned_orders
|
||||
returned_orders.append(order) #In the case of the other exchanges, we just assume that the order was sent and append it.
|
||||
time.sleep(self.wait_time)
|
||||
return returned_orders
|
||||
# #Retrieve the orders from the exchange by id to confirm that they were sent
|
||||
# #Specially for OKX, since the orders that create_orders return are empty (only id is present)
|
||||
# returned_orders = []
|
||||
# for order in sent_orders:
|
||||
# tries = self.retries
|
||||
# while tries>=0:
|
||||
# try:
|
||||
# returned_orders.append(self.get_order(order["id"],order["symbol"]))
|
||||
# time.sleep(self.wait_time)
|
||||
# except Exception as e:
|
||||
# self.logger.log_this(f"Exception while retrieving safety orders: {e}",1)
|
||||
# tries-=1
|
||||
# if tries==0:
|
||||
# if self.get_exchange_name()=="okex":
|
||||
# return returned_orders
|
||||
# returned_orders.append(order) #In the case of the other exchanges, we just assume that the order was sent and append it.
|
||||
# time.sleep(self.wait_time)
|
||||
# return returned_orders
|
||||
|
||||
|
||||
def new_limit_order(self,symbol,size,side,price,no_retries=False):
|
||||
|
|
|
|||
11
main.py
11
main.py
|
|
@ -18,7 +18,7 @@ import exchange_wrapper
|
|||
import trader
|
||||
|
||||
|
||||
version = "2025.09.04"
|
||||
version = "2025.09.05"
|
||||
|
||||
'''
|
||||
Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors
|
||||
|
|
@ -311,14 +311,19 @@ def main_routine():
|
|||
futures = []
|
||||
pairs_to_fetch = []
|
||||
online_pairs = []
|
||||
open_orders_dict = {}
|
||||
|
||||
for instance in running_traders:
|
||||
pairs_to_fetch.append(instance.status.get_pair())
|
||||
|
||||
open_orders = broker.fetch_open_orders(pairs_to_fetch)
|
||||
for item in broker.fetch_open_orders(pairs_to_fetch):
|
||||
if item["symbol"] not in open_orders_dict:
|
||||
open_orders_dict[item["symbol"]] = [item]
|
||||
else:
|
||||
open_orders_dict[item["symbol"]].append(item)
|
||||
|
||||
for instance in running_traders:
|
||||
future = executor.submit(instance.check_status, open_orders)
|
||||
future = executor.submit(instance.check_status, open_orders_dict[instance.status.get_pair()])
|
||||
futures.append(future)
|
||||
online_pairs.append(f"{instance.base}{instance.quote}")
|
||||
|
||||
|
|
|
|||
43
trader.py
43
trader.py
|
|
@ -441,19 +441,23 @@ class trader:
|
|||
if balance_to_clean is None:
|
||||
self.broker.logger.log_this("Can't fetch free base",1,self.status.get_pair())
|
||||
return 1
|
||||
#balance_to_clean /= 2 #Maybe it's a good idea, sort of DCAing the dust.
|
||||
balance_to_clean /= 2 #Maybe it's a good idea, sort of DCAing the dust.
|
||||
min_base_size = self.broker.get_min_base_size(self.status.get_pair())
|
||||
minimum_cleanup_size = self.status.get_safety_orders()[0]["amount"]*2
|
||||
#minimum_cleanup_size = self.status.get_safety_orders()[0]["amount"]*2
|
||||
|
||||
if balance_to_clean-minimum_cleanup_size >= min_base_size:
|
||||
self.broker.logger.log_this(f"Balance to clean: {balance_to_clean-minimum_cleanup_size} {self.base}",2,self.status.get_pair())
|
||||
if balance_to_clean >= min_base_size:
|
||||
self.broker.logger.log_this(f"Balance to clean: {balance_to_clean} {self.base}",2,self.status.get_pair())
|
||||
self.broker.logger.log_this("Sending cleanup order...",2,self.status.get_pair())
|
||||
cleanup_order = self.broker.new_limit_order(self.status.get_pair(),balance_to_clean-minimum_cleanup_size,"sell",self.status.get_take_profit_price())
|
||||
if cleanup_order not in [None,self.broker.get_empty_order()]:
|
||||
cleanup_order = self.broker.new_limit_order(self.status.get_pair(),balance_to_clean,"sell",self.status.get_take_profit_price())
|
||||
if cleanup_order is None:
|
||||
self.broker.logger.log_this("Problems with the cleanup order, new_limit_order returned None",1,self.status.get_pair())
|
||||
return 1
|
||||
elif cleanup_order==self.broker.get_empty_order():
|
||||
self.broker.logger.log_this("Problems with the cleanup order, new_limit_order returned an empty order",1,self.status.get_pair())
|
||||
return 1
|
||||
else:
|
||||
self.broker.logger.log_this("Cleanup successful",2,self.status.get_pair())
|
||||
return 0
|
||||
self.broker.logger.log_this("Problems with the cleanup order",1,self.status.get_pair())
|
||||
return 1
|
||||
self.broker.logger.log_this("No cleanup needed",2,self.status.get_pair())
|
||||
return 0
|
||||
|
||||
|
|
@ -1134,8 +1138,7 @@ class trader:
|
|||
|
||||
#Extract ids from order list
|
||||
self.status.set_pause_reason("filtering open orders")
|
||||
open_orders_list = [order for order in open_orders if order["symbol"]==self.status.get_pair()]
|
||||
open_orders_ids = [order["id"] for order in open_orders_list]
|
||||
open_orders_ids = [order["id"] for order in open_orders]
|
||||
|
||||
self.status.set_pause_reason("check for tp_order is valid")
|
||||
#Checks if the take profit order is valid
|
||||
|
|
@ -1158,16 +1161,16 @@ class trader:
|
|||
self.status.set_pause_reason("check if tp_order is filled")
|
||||
#Checks if the take profit order is filled
|
||||
if self.status.get_take_profit_order()["id"] not in open_orders_ids:
|
||||
# I hate Kucoin:
|
||||
# Check if the order has a wrong id. If so, update the order.
|
||||
for order in open_orders_list:
|
||||
if order["amount"]==self.status.get_take_profit_order()["amount"] and order["price"]==self.status.get_take_profit_order()["price"] and order["side"]==self.status.get_take_profit_order()["side"]:
|
||||
#Right order, wrong id. Update order
|
||||
self.broker.logger.log_this(f"Updating take profit order for {self.status.get_pair()}")
|
||||
self.status.set_take_profit_order(order)
|
||||
self.update_status(True)
|
||||
return 0
|
||||
|
||||
# # I hate Kucoin:
|
||||
# # Check if the order has a wrong id. If so, update the order.
|
||||
# for order in open_orders:
|
||||
# if order["amount"]==self.status.get_take_profit_order()["amount"] and order["price"]==self.status.get_take_profit_order()["price"] and order["side"]==self.status.get_take_profit_order()["side"]:
|
||||
# #Right order, wrong id. Update order
|
||||
# self.broker.logger.log_this(f"Updating take profit order for {self.status.get_pair()}",1,self.status.get_pair())
|
||||
# self.status.set_take_profit_order(order)
|
||||
# self.update_status(True)
|
||||
# return 0
|
||||
|
||||
tp_status = self.broker.get_order(self.status.get_take_profit_order()["id"],self.status.get_pair())
|
||||
if tp_status["status"]=="closed":
|
||||
if tp_status["filled"]>0:
|
||||
|
|
|
|||
Loading…
Reference in New Issue