complete order list

changelog.txt

@@ -1,3 +1,6 @@
+2024.11.17:
+. The trader is supplied with a complete open order list, instead of only the ids.
+
 2024.11.13: 
 . Fixed bug handling timestamps.
 . Added a couple of pauses for OKX.

exchange_wrapper.py

@@ -486,14 +486,15 @@ class broker:
         if pairs is None:
             pairs = []
         try:
-            id_list = []
+            #id_list = []
             if self.read_config["exchange"]=="binance":
-                orders = self.get_opened_orders_binance(pairs)
-            else:
-                orders = self.get_opened_orders()
-            if orders!=[]:
-                id_list.extend(x["id"] for x in orders)
-            return id_list
+                return self.get_opened_orders_binance(pairs)
+            return self.get_opened_orders()
+            #else:
+            #    orders = self.get_opened_orders()
+            #if orders!=[]:
+            #    id_list.extend(x["id"] for x in orders)
+            #return id_list
         except Exception as e:
             self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
             return []

main.py

@@ -22,7 +22,7 @@ In case the permissions of the certificate changes, reset them this way:
 # ll /etc/letsencrypt/
 '''
 
-version = "2024.11.13"
+version = "2024.11.17"
 
 '''
 Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors

todo.txt

@@ -2,12 +2,11 @@ Mandatory:
 =========
 0. Mobile app.
 1. Stats webpage.
-2. Instead of providing a list of order_ids to each trader, provide a list of the open orders for easier future development, including partial order fills.
-3. Maintain local orderbooks for each trading pair, which enables:
-    3a. Smart order pricing: Prioritization of fill speed over instant profit or vice versa
-4. Consolidate vocabulary (trader, pair and bot; instance & trader)
-5. Base add for short traders.
-6. Proper handling of order price too high/low in OKX (rare, it happens when under heavy volatility).
+2. Maintain local orderbooks for each trading pair, which enables:
+    2a. Smart order pricing: Prioritization of fill speed over instant profit or vice versa
+3. Consolidate vocabulary (trader, pair and bot; instance & trader)
+4. Base add for short traders.
+5. Proper handling of order price too high/low in OKX (rare, it happens when under heavy volatility).
 
 
 Would be nice to have:

trader.py

@@ -1100,6 +1100,9 @@ class trader:
             self.update_status(False)
             return 0
 
+        #Extract ids from order list
+        open_orders_ids = [order["id"] for order in open_orders if order["symbol"]==self.pair]
+
         #Checks if the orders are valid
         if self.tp_order is None:
             self.broker.logger.log_this("Take profit order is None",1,self.pair)
@@ -1121,7 +1124,7 @@ class trader:
             return 1            
         
         #Checks if the take profit order is filled
-        if self.tp_order["id"] not in open_orders:
+        if self.tp_order["id"] not in open_orders_ids:
             tp_status = self.broker.get_order(self.tp_order["id"],self.pair)
             if tp_status["status"]=="closed":
                 if tp_status["filled"]>0:
@@ -1150,7 +1153,7 @@ class trader:
                 return 1
 
         # Check if safety order is filled
-        if self.so["id"] not in open_orders and self.safety_order_index<=self.config_dict["no_of_safety_orders"]:
+        if self.so["id"] not in open_orders_ids and self.safety_order_index<=self.config_dict["no_of_safety_orders"]:
             #so_status = self.so
             #if self.so["id"]!="":
             so_status = self.broker.get_order(self.so["id"],self.pair)