From 3a4ce2311e6cfbbe31bcce1b8d515ea9344d072a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Nicol=C3=A1s=20S=C3=A1nchez?= <nicolassanchez@tutanota.com>
Date: Wed, 27 Aug 2025 15:56:15 -0300
Subject: [PATCH] safety order batch send mostly done

---
 exchange_wrapper.py | 34 ++++++++++++++++++++++++++++++++++
 trader.py           | 26 +++++++++++++++++++++++++-
 2 files changed, 59 insertions(+), 1 deletion(-)

diff --git a/exchange_wrapper.py b/exchange_wrapper.py
index 62db603..22fb3b9 100755
--- a/exchange_wrapper.py
+++ b/exchange_wrapper.py
@@ -864,6 +864,40 @@ 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 []
+                
+        #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):
         '''
         Sends a new limit order.
diff --git a/trader.py b/trader.py
index e3c6a33..e6f7eb6 100755
--- a/trader.py
+++ b/trader.py
@@ -831,7 +831,31 @@ class trader:
         orders_to_place = min(self.status.get_no_of_safety_orders()-self.status.get_so_amount(),amount)
         if orders_to_place<1:
             return 0
+        
         orders_placed = 0
+        # if self.broker.get_exchange_name()!="binance":   #Binance does not support sending multiple orders at once in Spot.
+        #     self.broker.logger.log_this(f"Sending {orders_to_place} safety orders",2,self.status.get_pair())
+        #     orders_to_send = []
+        #     for i in range(orders_to_place):
+        #         order_index = self.status.get_so_amount()+i+1
+        #         so_size = self.gib_so_size(self.status.get_order_size(),order_index,self.config.get_safety_order_scale())
+        #         if self.config.get_is_short():
+        #             orders_to_send.append({"symbol": self.status.get_pair(),
+        #                         "type": "limit",
+        #                         "side": "sell",
+        #                         "amount": so_size,
+        #                         "price": self.status.get_safety_price_table()[order_index]})
+        #         else:
+        #             orders_to_send.append({"symbol": self.status.get_pair(),
+        #                         "type": "limit",
+        #                         "side": "buy",
+        #                         "amount": so_size/self.status.get_safety_price_table()[order_index],
+        #                         "price": self.status.get_safety_price_table()[order_index]})
+        #     sent_orders = self.broker.new_limit_orders(orders_to_send)
+        #     self.status.set_so_amount(self.status.get_so_amount()+len(sent_orders))
+        #     for item in sent_orders:
+        #         self.status.add_safety_order(item)
+        # else:
         for i in range(orders_to_place):
             self.broker.logger.log_this(f"Sending a new safety order ({i+1}/{orders_to_place})",2,self.status.get_pair())
             so_size = self.gib_so_size(self.status.get_order_size(),self.status.get_so_amount()+1,self.config.get_safety_order_scale())
@@ -911,7 +935,7 @@ class trader:
             self.status.set_base_bought(self.status.get_base_bought() - old_tp_order["filled"] - self.parse_fees(old_tp_order)[0])
             self.status.set_quote_spent(self.status.get_quote_spent() - old_tp_order["cost"])
             self.status.set_fees_paid_in_quote(self.status.get_fees_paid_in_quote() + self.parse_fees(old_tp_order)[1])
-            #self.status.set_fees_paid_in_base(self.status.get_fees_paid_in_base() + self.parse_fees(old_tp_order)[0])        
+            self.status.set_fees_paid_in_base(self.status.get_fees_paid_in_base() + self.parse_fees(old_tp_order)[0])        
 
         #Cooldown
         time.sleep(self.broker.get_wait_before_new_safety_order())