omg

config_handler.py

@@ -37,6 +37,9 @@ class ConfigHandler:
             "force_restart_if_retries_exhausted": False,
             "check_old_long_price": False      #switch_to_short should flip this to True unless stated
         }
+        if self.broker.get_exchange_name()=="kucoin":
+            self.default_config_dictionary["concurrent_safety_orders"]=1
+            self.default_config_dictionary["boosted_concurrent_safety_orders"]=1
         self.config_file_path = f"configs/{pair.split('/')[0]}{pair.split('/')[1]}.json"
         self.config_dictionary = self.default_config_dictionary.copy()        
         

exchange_wrapper.py

@@ -379,6 +379,11 @@ class Broker:
                 if self.get_exchange_name()=="binance":
                     a = self.exchange.fetch_last_prices(pair_list)
                     return {x: a[x]["price"] for x in a.keys()}
+                elif self.get_exchange_name()=="kucoin":
+                    a = self.exchange.fetch_tickers(pair_list)
+                    if pair_list is None:
+                        return {x: a[x]["close"] for x in a.keys()}
+                    return {x: a[x]["close"] for x in a.keys() if x in pair_list}                    
                 else:
                     a = self.exchange.fetch_tickers()
                     if pair_list is None:

main.py

@@ -18,7 +18,7 @@ import exchange_wrapper
 import trader
 
 
-version = "2025.09.02"
+version = "2025.09.03"
 
 '''
 Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors
@@ -277,7 +277,7 @@ def main_routine():
     global reload_interval
     global screen_buffer
     
-    executor = ThreadPoolExecutor(max_workers=len(running_traders)+worker_threads_overprovisioning)
+    executor = ThreadPoolExecutor(max_workers=len(broker.get_config()["pairs"])+worker_threads_overprovisioning)
     is_testnet = "TESTNET " if broker.get_config()["is_sandbox"] else ""    
     exchange_version_label = f"{bright_white}{broker.get_config()['exchange'].upper()} {is_testnet}{white}| DCAv2 {version} | CCXT v{ccxt.__version__}"
     separator_line = blue + "="*80 + white
@@ -325,7 +325,6 @@ def main_routine():
         price_list = broker.get_prices(pairs_to_fetch)
         #Here, assign the prices to the dusters (if any)
                 
-
         for future in as_completed(futures):
             try:
                 future.result()

todo.txt

@@ -7,8 +7,7 @@ Mandatory:
 3. API documentation.
 4. Implement api key hashing.
 5. Dockerize.
-6. When autoswitching to long, instead of using a big market order, the last safety order should be a sell order of all the available funds.
+6. Earn should be integrated into the instance, in order to be able to invest the idle funds from the short traders.
-7. Earn should be integrated into the instance, in order to be able to invest the idle funds from the short traders.
 
 
 Would be nice to have:
@@ -16,7 +15,8 @@ Would be nice to have:
 0. Trader order: alphabetical; by uptime; by safety orders, by percentage_to_completion. (Although this may be more suitable for the web and mobile apps)
 1. Local implementation of amount_to_precision, cost_to_precision and price_to_precision. (Unless the plan is to continue to use CCXT forever)
 2. Instead of cancelling and resending the take profit order, edit it (Kucoin only supports editing on high frequency orders)
-3. Round-robin trading pairs: Instead of a fixed list of trading pairs, after n closed deals the trader is terminated and a new one spawns, picking the trading pair
+3. When autoswitching to long, instead of using a big market order, the last safety order should be a sell order of all the available funds.
+4. Round-robin trading pairs: Instead of a fixed list of trading pairs, after n closed deals the trader is terminated and a new one spawns, picking the trading pair
     from a pre-populated list (the trading pairs can be selected by using Yang-Zhang, Parkinson or another volatility indicator)
     This could be very benefitial, since it limits the long time commitment to a small list of trading pairs, enabling the instance to react to market trends very 
     rapidly.

trader.py

@@ -1150,14 +1150,14 @@ class trader:
                     self.broker.logger.log_this("Take profit order closed but not filled, trader restart disabled.",1,self.status.get_pair())
                 return 1
             elif tp_status["status"]=="canceled":
-                #TODO: Here, if the safety order is still open, we could resend the tp order.
+               #TODO: Here, if the safety order is still open, we could resend the tp order.
-                if self.config.get_attempt_restart():
+               if self.config.get_attempt_restart():
-                    self.broker.logger.log_this("Take profit order canceled. Restarting the trader.",1,self.status.get_pair())
+                   self.broker.logger.log_this("Take profit order canceled. Restarting the trader.",1,self.status.get_pair())
-                    self.status.save_to_file(is_backup=True)
+                   self.status.save_to_file(is_backup=True)
-                    self.restart = True
+                   self.restart = True
-                else:
+               else:
-                    self.broker.logger.log_this("Take profit order canceled. Trader restart disabled.",1,self.status.get_pair())
+                   self.broker.logger.log_this("Take profit order canceled. Trader restart disabled.",1,self.status.get_pair())
-                return 1       
+               return 1       
             elif tp_status["status"]=="":
                 self.broker.logger.log_this(f"Take profit order search returned empty order. Order ID: {tp_status['id']}",1,self.status.get_pair())
                 return 1