2025.12.01

changelog.txt

@@ -1,3 +1,88 @@
+2025.12.01:
+. Modified log output of new_market_order.
+. Modified Kucoin's case in min_amount_of_base.
+
+2025.11.11:
+. deals_cache and log_list cache are now 20 items long.
+. Less log spam.
+
+2025.11.08:
+. broker.set_default_order_size() now saves the config file to disk after changing the value.
+. Variable renaming and other small stuff.
+
+2025.10.24:
+. Toggling liquidate_after_switch now writes the config file to disk so the setting persists between trades.
+. Manually switching to long now sets double_check_price to false.
+. Added a few comments to switch_to_long.
+
+2025.10.12:
+. do_cleanup relocated after generating the safety orders' prices.
+
+2025.10.11:
+. Minor simplification in do_cleanup.
+. Removed a couple of (no longer needed?) pauses.
+
+2025.10.10:
+. New endpoint: /refresh_log_cache.
+. Fixed an error in /add_so endpoint that incremented the config setting but not the status setting.
+
+2025.10.09:
+. Cleanup is done as soon as the trader starts, rather than after sending the take profit and safety orders.
+
+2025.10.07:
+. In short traders, if there are too few safety orders (less than 67% of the max amount), safety_order_deviance is increased from 2% to 3%.
+
+2025.10.04:
+. Fixed error while logging orders in new_simulated_market_order.
+. renew_tp_and_so_routine now send the take profit order first, and then the safety orders.
+
+2025.10.03:
+. New broker config option: log_orders. If set to True, the orders will be logged in orders.log under logs directory.
+. New API endpoint: /toggle_log_orders.
+
+2025.10.01:
+. Fixed base fees not being taken into account.
+
+2025.09.27:
+. Added notes in every entry of deal_order_history.
+. Minor refactor in renew_tp_and_so_routine.
+. Added another cooldown before sending a take profit order (To give the exchange a bit more time to reflect correctly the amount of base present in the account)
+. Updated cleanup routine to leave some change in the account.
+
+2025.09.25:
+. Added a pause after getting filled orders in check_status.
+. Added an extra logging line in take_profit_routine.
+
+2025.09.24:
+. Added a new config option: wait_after_initial_market_order. If specifies in seconds the amount of wait time after sending the initial market order.
+ It should help the exchanges to report correctly the recently filled market order.
+. Removed the "PAUSED" notice in the screen output that was unused.
+
+2025.09.21:
+. Fixed a bug that caused short traders to have an incorrect order size.
+
+2025.09.20:
+. Fixed bug that caused short traders to initialize using the same workflow as a long one.
+
+2025.09.19:
+. Added pageSize parameter to the open order requests when querying Kucoin.
+
+2025.09.18:
+. do_cleanup now uses get_min_quote_size.
+. Added an extra price check to switch_to_long.
+. Removed old check_old_long_price method.
+
+2025.09.14:
+. Refactored full order list fetching.
+. Minor refactor of restart_pair_no_json.
+. Pausing the trader is now done via set_pause() method.
+. Reverted modification of wait time after initial market order.
+. wait_time now present in broker config file.
+. Minor refactorings.
+
+2025.09.13:
+. Increased wait time after initial market order.
+
 2025.09.12:
 . No retries when sending a cleanup order.
 . Removed redundant try...except blocks in switch_to_long.

config_handler.py

@@ -252,6 +252,7 @@ class ConfigHandler:
         #     self.broker.logger.log_this(f"liquidate_after_switch must be a boolean",1,self.get_pair())
         #     return 1
         self.config_dictionary["liquidate_after_switch"] = liquidate_after_switch
+        self.save_to_file()
         return 0
     
     def set_tp_mode(self, tp_mode: int):

exchange_wrapper.py

@@ -14,17 +14,19 @@ class Broker:
         self.broker_config = broker_config
         self.exchange = exchange
         self.last_price = 0
-        self.wait_time = .5                  #Default wait time for API breathing room
         self.empty_order = {"id": "", "status": "", "filled": 0, "remaining": 0, "price": 0, "cost": 0, "fees": [], "symbol": ""}
-        
+
         #Default values
-        self.cooldown_multiplier = self.broker_config["cooldown_multiplier"] if "cooldown_multiplier" in self.broker_config else 2
-        self.wait_before_new_safety_order = self.broker_config["wait_before_new_safety_order"] if "wait_before_new_safety_order" in self.broker_config else 1
-        self.retries = self.broker_config["retries"] if "retries" in self.broker_config else 5
-        self.slippage_default_threshold = self.broker_config["slippage_default_threshold"] if "slippage_default_threshold" in self.broker_config else .03
-        self.follow_order_history = self.broker_config["follow_order_history"] if "follow_order_history" in self.broker_config else False
-        self.write_order_history = self.broker_config["write_order_history"] if "write_order_history" in self.broker_config else False
+        self.wait_time = self.broker_config.get("wait_time",.5)
+        self.cooldown_multiplier = self.broker_config.get("cooldown_multiplier",2)
+        self.wait_after_initial_market_order = self.broker_config.get("wait_after_initial_market_order",1)
+        self.wait_before_new_safety_order = self.broker_config.get("wait_before_new_safety_order",1)
+        self.retries = self.broker_config.get("retries",5)
+        self.slippage_default_threshold = self.broker_config.get("slippage_default_threshold",.03)
+        self.follow_order_history = self.broker_config.get("follow_order_history",False)
+        self.write_order_history = self.broker_config.get("write_order_history", False)
         self.logger = Logger(self.broker_config)
+        self.log_orders = self.broker_config.get("log_orders",False)
         
         #Initialize database
         self.profits_database_filename = "profits/profits_database.db"
@@ -49,7 +51,7 @@ class Broker:
         self.markets = self.exchange.load_markets()
         
         #Populates deals cache
-        self.deals_cache_length = 10
+        self.deals_cache_length = 20
         self.deals_list = self.preload_deals(amount_to_preload=self.deals_cache_length)
 
 
@@ -80,6 +82,16 @@ class Broker:
     def get_deals_cache(self):
         return self.deals_list
     
+    
+    def get_log_orders(self):
+        return self.log_orders
+    
+    
+    def set_log_orders(self,log_orders:bool):
+        self.log_orders = log_orders
+        return 0
+
+
     def get_symbol(self,pair):
         if "/" in pair:
             return pair
@@ -192,6 +204,13 @@ class Broker:
         self.cooldown_multiplier = value
         return 0
     
+    def get_wait_after_initial_market_order(self):
+        return self.wait_after_initial_market_order
+    
+    def set_wait_after_initial_market_order(self, value:float):
+        self.wait_after_initial_market_order = value
+        return 0
+    
     def get_wait_before_new_safety_order(self):
         return self.wait_before_new_safety_order
     
@@ -205,6 +224,7 @@ class Broker:
     def set_default_order_size(self,size):
         try:
             self.broker_config["default_order_size"] = float(size)
+            self.rewrite_config_file()
         except Exception as e:
             self.logger.log_this(f"Exception in set_default_order_size: {e}",1)
             return 1
@@ -458,7 +478,7 @@ class Broker:
         try:
             return orderbook["bids"][0][0]
         except Exception as e:
-            self.logger.log_this(f"Exception getting top mid price: {e}",1,symbol)
+            self.logger.log_this(f"Exception getting top bid price: {e}",1,symbol)
         return self.get_ticker_price(symbol)
 
 
@@ -503,28 +523,6 @@ class Broker:
         return []
 
 
-    def fetch_full_orders(self,pairs=None) -> list:
-        '''
-        Returns a list of all orders on the exchange
-        
-        :param pairs: list of pairs to get orders for
-        :return: list of orders
-        '''
-        
-        if pairs is None:
-            pairs = []
-        try:
-            orders = []
-            if self.get_exchange_name()=="binance":
-                orders = self.get_opened_orders_binance(pairs)
-            else:
-                orders = self.get_opened_orders()
-            return [] if orders is None else orders
-        except Exception as e:
-            self.logger.log_this(f"Exception in fetch_full_orders: {e}",2)
-            return []
-
-
     def fetch_open_orders(self,pairs=None) -> list:
         '''
         Returns a list of all open orders on the exchange
@@ -536,9 +534,18 @@ class Broker:
         if pairs is None:
             pairs = []
         try:
-            if self.get_exchange_name()in ["binance","kucoin"]:
-                return self.get_opened_orders_binance(pairs)
-            return self.get_opened_orders()
+            if self.get_exchange_name()=="binance":
+                if self.broker_config.get("unified_order_query"):
+                    return self.exchange.fetch_open_orders()
+                result = []
+                for pair in pairs:
+                    a = self.exchange.fetch_open_orders(pair)
+                    result.extend(iter(a))
+                return result
+            elif self.get_exchange_name()=="kucoin":
+                return self.exchange.fetch_open_orders(params={"pageSize": "500"})
+            else:
+                return self.exchange.fetch_open_orders()
         except Exception as e:
             self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
             return []
@@ -559,31 +566,10 @@ class Broker:
                 return self.get_closed_orders_binance(pairs)
             return self.get_closed_orders()
         except Exception as e:
-            self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
+            self.logger.log_this(f"Exception in fetch_closed_orders: {e}",2)
             return []
 
 
-    def get_opened_orders(self,no_retries=False):    #It should return a list of all opened orders
-        '''
-        Returns a list of all the open orders on the exchange
-        
-        :param pairs: list of pairs
-        :return: list of all the open orders on the exchange
-        '''
-        
-        retries = self.retries
-        while retries>0:
-            try:
-                return self.exchange.fetch_open_orders()
-            except Exception as e:
-                self.logger.log_this(f"Exception in get_opened_orders: {e}",1)
-                if no_retries:
-                    break
-                time.sleep(self.wait_time)
-                retries-=1
-        return []
-
-
     def get_closed_orders(self,pair=None,no_retries=False):    #It should return a list of all opened orders
         '''
         Returns a list of all the open orders on the exchange
@@ -605,27 +591,6 @@ class Broker:
         return []
 
 
-    def get_opened_orders_binance(self,pairs):
-        '''
-        Returns a list of all the open orders on the exchange
-        
-        :param pairs: list of pairs
-        :return: list of all the open orders on the exchange
-        '''
-        
-        try:
-            if "unified_order_query" in self.broker_config and self.broker_config["unified_order_query"] is True:
-                return self.exchange.fetch_open_orders()
-            result = []
-            for pair in pairs:
-                a = self.exchange.fetch_open_orders(pair)
-                result.extend(iter(a))
-            return result
-        except Exception as e:
-            self.logger.log_this(f"Exception in get_opened_orders_binance: {e}",1)
-            return []
-
-
     def get_closed_orders_binance(self,pairs):
         '''
         Returns a list of all the closed orders on the exchange
@@ -635,7 +600,7 @@ class Broker:
         '''
         
         try:
-            if "unified_order_query" in self.broker_config and self.broker_config["unified_order_query"] is True:
+            if self.broker_config.get("unified_order_query"):
                 return self.exchange.fetch_closed_orders()
             result = []
             for pair in pairs:
@@ -699,7 +664,7 @@ class Broker:
             return amount        
 
 
-    def new_simulated_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False):
+    def new_simulated_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False,log=""):
         '''
         TODO: Emulating Market Orders With Limit Orders
 
@@ -729,7 +694,9 @@ class Broker:
         while retries>0:
             try:
                 if self.get_exchange_name()=="gateio" and side=="buy" and not amount_in_base:
-                    new_order = self.exchange.create_market_buy_order_with_cost(symbol, size) 
+                    new_order = self.exchange.create_market_buy_order_with_cost(symbol, size)
+                    if self.log_orders:
+                        self.logger.log_order(f"New simulated market order: Symbol: {symbol} - Side: {side} - Size: {size} - ID: {new_order['id']} - Origin: {log}")                     
                 else:
                     order_book = self.get_order_book(symbol)
                     if order_book=={}:
@@ -743,6 +710,8 @@ class Broker:
                     price = self.find_minimum_viable_price(order_book,base_amount,side)
                     #Maybe check for slippage here instead of within the trader itself? idk
                     new_order = self.exchange.create_order(symbol,"limit",side,base_amount,price)
+                    if self.log_orders:
+                        self.logger.log_order(f"New simulated market order: Symbol: {symbol} - Side: {side} - Size: {size} - Price: {price} - ID: {new_order['id']} - Origin: {log}")                    
                 time.sleep(self.wait_time)     
                 return self.get_order(new_order["id"],symbol)
             except Exception as e:
@@ -789,7 +758,7 @@ class Broker:
         return None
 
 
-    def new_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False):     #It should send a new market order to the exchange
+    def new_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False, log=""):     #It should send a new market order to the exchange
         '''
         Sends a new market order to the exchange.
         
@@ -814,12 +783,13 @@ class Broker:
                     amount = self.amount_to_precision(symbol,size)       #Market sell orders are always nominated in base currency
 
                 order_to_send = self.exchange.create_order(symbol,"market",side,amount)
+                if self.log_orders:
+                    self.logger.log_order(f"New market order: Symbol: {symbol} - Side: {side} - Size: {size} - ID: {order_to_send['id']} - Origin: {log}")
                 time.sleep(self.wait_time)
-                # Wait a bit more when dealing with Kucoin
                 
                 return self.get_order(order_to_send["id"],symbol)
             except Exception as e:
-                self.logger.log_this(f"Exception in new_market_order: {e}",1,symbol)
+                self.logger.log_this(f"Exception in new_market_order: {e} - Side: {side} - Size: {size}",1,symbol)
                 if no_retries:
                     break
                 time.sleep(self.wait_time)
@@ -901,7 +871,7 @@ class Broker:
     #     return returned_orders
     
 
-    def new_limit_order(self,symbol,size,side,price,no_retries=False):
+    def new_limit_order(self,symbol,size,side,price,no_retries=False,log=""):
         '''
         Sends a new limit order.
         
@@ -917,6 +887,8 @@ class Broker:
             try:
                 order_to_send = self.exchange.create_order(symbol,"limit",side,self.amount_to_precision(symbol,size),price)
                 time.sleep(self.wait_time)
+                if self.log_orders:
+                    self.logger.log_order(f"New limit order: Symbol: {symbol} - Side: {side} - Size: {size} - Price: {price} - ID: {order_to_send['id']} - Notes: {log}")
                 return self.get_order(order_to_send["id"],symbol)
             except Exception as e:
                 self.logger.log_this(f"Exception in new_limit_order - Side: {side} - Size: {size} - {self.amount_to_precision(symbol,size)} - Exception: {e}",1,symbol)
@@ -1016,9 +988,9 @@ class Broker:
         if self.get_exchange_name() in ["okex","bybit"]:
             return float(market["limits"]["amount"]["min"])
         elif self.get_exchange_name() in ["kucoin"]:
-            return (float(market["limits"]["cost"]["min"])+.1)/self.get_ticker_price(pair)
+            return max(float(market["limits"]["amount"]["min"]),(float(market["limits"]["cost"]["min"])+.25)/self.get_ticker_price(pair))
         elif self.get_exchange_name() in ["gateio"]:
-            return (float(market["limits"]["cost"]["min"])+.25)/self.get_ticker_price(pair)
+            return (float(market["limits"]["cost"]["min"])+.1)/self.get_ticker_price(pair)
         elif self.get_exchange_name()=="binance":
             for line in market["info"]["filters"]:
                 if line["filterType"] == "NOTIONAL":
@@ -1080,7 +1052,7 @@ class Logger:
         self.broker_config = broker_config
         self.exchange_name = self.broker_config["exchange"]
         self.tg_credentials = credentials.get_credentials("telegram")
-        self.log_list_max_length = 10
+        self.log_list_max_length = 20   # log cache
         self.log_list = collections.deque(maxlen=self.log_list_max_length)
         self.preload_logs()
 
@@ -1096,6 +1068,16 @@ class Logger:
             return 1
     
     
+    def refresh_logs(self):
+        try:
+            self.log_list.clear()
+            self.preload_logs()
+            return 0
+        except Exception as e:
+            print(e)
+            return 1
+            
+    
     def set_log_list_max_length(self, amount):
         self.log_list_max_length = amount
         return self.log_list_max_length
@@ -1132,6 +1114,9 @@ class Logger:
             self.log_this(f"Error in send_tg_message: {e}",1)
             return 1
     
+    def log_order(self,message):
+        with open(f"logs/orders.log","a") as log_file:
+            log_file.write(time.strftime(f"[%Y/%m/%d %H:%M:%S] | {message}\n"))
     
     def log_this(self,message,level=2,pair=None):
         '''
@@ -1153,8 +1138,6 @@ class Logger:
                 #Write to log file
                 with open(f"logs/{self.exchange_name}.log","a") as log_file:
                     log_file.write(text+"\n")
-                log_file.close()
-                
                 #Append to log list
                 self.log_list.append(text)
             except Exception as e:

main.py

@@ -18,7 +18,7 @@ import exchange_wrapper
 import trader
 
 
-version = "2025.09.12"
+version = "2025.12.01"
 
 '''
 Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors
@@ -41,7 +41,7 @@ executor = None
 
 #Shutdown handler
 def shutdown_handler(signum, _):
-    broker.logger.log_this(f"Received signal {signum}, shutting down as gracefully as possible...", 2)
+    broker.logger.log_this(f"Received signal {signum}, shutting down.", 2)
     if executor:
         executor.shutdown(wait=True, timeout=5)
     os_exit(0)
@@ -246,20 +246,26 @@ def restart_pair_no_json(base: str, quote: str) -> int:
     
     try:
         symbol = f"{base}/{quote}"
-        order_list = broker.fetch_full_orders(tickers)
         for instance in running_traders:
             if symbol==instance.status.get_pair():
-                instance.pause = True
+                instance.set_pause(True, "Restarting trader")
                 #Backing up old status file
                 instance.status.save_to_file(is_backup=True)
-                #Here, we could open a duster (if needed)
-                for order in order_list:
-                    if order["symbol"]==symbol and instance.config.get_is_short() and order["side"]=="sell":
-                        broker.logger.log_this(f"Cancelling old sell orders",2,symbol)
-                        broker.cancel_order(order["id"],order["symbol"]) 
-                    elif order["symbol"]==symbol and not instance.config.get_is_short() and order["side"]=="buy":
-                        broker.logger.log_this(f"Cancelling old buy orders",2,symbol)
-                        broker.cancel_order(order["id"],order["symbol"])                                        
+            
+                broker.logger.log_this(f"Cancelling old take profit order",2,symbol)
+                try:
+                    old_tp_order = instance.status.get_take_profit_order()
+                    broker.cancel_order(old_tp_order["id"],old_tp_order["symbol"])
+                except Exception as e:
+                    broker.logger.log_this(f"Error canceling old take profit order: {e}",2,symbol)
+
+                broker.logger.log_this(f"Cancelling old take safety orders",2,symbol)
+                for item in instance.status.get_safety_orders():
+                    try:
+                        broker.cancel_order(item["id"],item["symbol"])
+                    except Exception as e:
+                        broker.logger.log_this(f"Error canceling old safety order: {e}",2,symbol)
+                                    
                 try:
                     running_traders.remove(instance)
                 except ValueError:
@@ -1232,6 +1238,20 @@ def switch_quote_currency():
         return jsonify({'Error': 'Halp'})
 
 
+@base_api.route("/toggle_log_orders", methods=['POST'])
+def toggle_log_orders():
+    '''
+    POST request
+    
+    Parameters:
+        None
+    '''
+    
+    if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in valid_keys:
+        return jsonify({'Error': 'API key invalid'}), 401
+    return unwrapped_toggle_log_orders()
+
+
 @base_api.route("/toggle_restart", methods=['POST'])
 def toggle_restart():
     '''
@@ -1288,6 +1308,21 @@ def get_log_list():
     return unwrapped_get_log_list()
 
 
+@base_api.route("/refresh_log_cache", methods=['POST'])
+def refresh_log_cache():
+    '''
+    POST request
+    '''
+    
+    if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in valid_keys:
+        return jsonify({'Error': 'API key invalid'}), 401
+    try:
+        return unwrapped_refresh_log_cache()
+    except Exception as e:
+        print(e)
+        return jsonify({'Error': 'Halp'})
+
+
 @base_api.route("/get_balance", methods=['GET'])
 def get_balance():
     '''
@@ -1606,8 +1641,8 @@ def unwrapped_switch_to_long(base,quote,calculate_profits):
         return jsonify({"Error": "Pair not running"})
     for instance in running_traders:
         if f"{base}/{quote}"==instance.status.get_pair():
-            instance.pause = True
-            if instance.switch_to_long(ignore_old_long=ignore_old_long)==1:
+            instance.set_pause(True, "Switching to long mode")
+            if instance.switch_to_long(ignore_old_long=ignore_old_long,double_check_price=False)==1:
                 return jsonify({"Error": "Error in switch_to_long()"})
             if instance.start_trader()==1:
                 instance.quit = True
@@ -1774,14 +1809,13 @@ def unwrapped_add_safety_orders(base,quote,amount):
         symbol = f"{base}/{quote}"
         for instance in running_traders:
             if symbol==instance.status.get_pair():
-                instance.pause = True
-                #x.no_of_safety_orders += int(amount)
-                instance.config.set_no_of_safety_orders(instance.config.get_no_of_safety_orders()+int(amount))
+                instance.set_pause(True, "Adding safety orders")
+                instance.status.set_no_of_safety_orders(instance.status.get_no_of_safety_orders()+int(amount))                
                 broker.logger.log_this("Recalculating safety price table...",1,symbol)
                 instance.status.set_safety_price_table(instance.calculate_safety_prices(instance.status.get_start_price(),instance.config.get_no_of_safety_orders(),instance.config.get_safety_order_deviance()))
                 broker.logger.log_this(f"Done. Added {amount} safety orders",1,symbol)
                 instance.update_status(True)
-                instance.pause = False
+                instance.set_pause(False)
                 return jsonify({"Success": f"Done. Added {amount} safety orders"})
         return jsonify({"Error": "Pair not found"})
     except Exception as e:
@@ -2097,24 +2131,24 @@ def unwrapped_add_quote(base,quote,amount):
         if f"{base}/{quote}"==instance.status.get_pair():
             if instance.config.get_is_short():
                 return jsonify({"Error": "Quote can't be added to short traders"})
-            instance.pause = True
+            instance.set_pause(True, "Adding quote")
             new_average_price = (instance.status.get_quote_spent()+float(amount))/(instance.status.get_base_bought()+(float(amount)/instance.status.get_price()))
             broker.logger.log_this(f"Your new average buy price will be {new_average_price} {quote}",2,instance.status.get_pair())
             broker.logger.log_this(f"Your new take profit price price will be {new_average_price*instance.get_tp_level()} {quote}",2,instance.status.get_pair())
             new_order = broker.new_market_order(instance.status.get_pair(),float(amount),"buy")
             if new_order is None:
                 broker.logger.log_this("Error: Market order returned None",2,instance.status.get_pair())
-                instance.pause = False
+                instance.set_pause(False)
                 return jsonify({"Error": "Market order returned None"})
             while True:
                 time.sleep(broker.get_wait_time())
                 returned_order = broker.get_order(new_order["id"],instance.status.get_pair())
                 if returned_order==broker.empty_order:
                     broker.logger.log_this("Problems sending the order",2,instance.status.get_pair())
-                    instance.pause = False
+                    instance.set_pause(False)
                     return jsonify({"Error": "Problems sending the order"})
                 elif returned_order["status"]=="expired":
-                    instance.pause = False
+                    instance.set_pause(False)
                     return jsonify({"Error": "New order expired"})
                 elif returned_order["status"]=="closed":
                     broker.logger.log_this("Order sent",2,instance.status.get_pair())
@@ -2131,7 +2165,7 @@ def unwrapped_add_quote(base,quote,amount):
                         attempts-=1
                         if attempts==0:
                             broker.logger.log_this("Can't cancel old take profit order, cancelling...",2,instance.status.get_pair())
-                            instance.pause = False
+                            instance.set_pause(False)
                             return jsonify({"Error": "Can't cancel old take profit order."})
                     instance.status.set_take_profit_price(instance.status.get_quote_spent()/instance.status.get_base_bought()*instance.get_tp_level())
                     instance.status.set_take_profit_order(broker.new_limit_order(instance.status.get_pair(),instance.status.get_base_bought(),"sell",instance.status.get_take_profit_price()))
@@ -2141,7 +2175,7 @@ def unwrapped_add_quote(base,quote,amount):
                     broker.logger.log_this("Waiting for initial order to get filled",2,instance.status.get_pair())
                     broker.logger.log_this(f"{returned_order}",2,instance.status.get_pair())
                     time.sleep(broker.get_wait_time())
-            instance.pause = False
+            instance.set_pause(False)
             broker.logger.log_this("Done",2,instance.status.get_pair())
             return jsonify({"Success": "Quote added successfully"})
     return jsonify({"Error": "Something horrible happened :S"})    
@@ -2246,6 +2280,7 @@ def unwrapped_toggle_autoswitch(base,quote):
         broker.logger.log_this(f"Exception while toggling autoswitch: {e}",1,symbol)
         return jsonify({"Error": "Halp"})    
 
+
 def unwrapped_toggle_liquidate_after_switch(base,quote):
     '''
     Signals a trader to enable or disable quitting after switching from short to long.
@@ -2324,14 +2359,14 @@ def unwrapped_switch_quote_currency(base,quote,new_quote):
         for trader in running_traders:
             if symbol==trader.status.get_pair():
                 #Pause the trader
-                trader.pause = True
+                trader.set_pause(True, "Switching quote currency")
 
                 #Call x.switch_quote_currency
                 if trader.switch_quote_currency(new_quote)==1:
                     return jsonify({"Error": "Swap failed. Check log files for details."})
 
                 #Resume the trader
-                trader.pause = False
+                trader.set_pause(False)
                 return jsonify({"Success": "Mission successful"})
         return jsonify({"Error": "Trader not found"})
     except Exception as e:
@@ -2354,6 +2389,20 @@ def unwrapped_toggle_restart():
     return jsonify({"Success": "attempt_to_restart disabled"})    
 
 
+def unwrapped_toggle_log_orders():
+    '''
+    Toggles on or off the logging of orders.
+    
+    Returns:
+        jsonify: A jsonified dictionary detailing the outcome of the operation.
+    '''
+    
+    broker.set_log_orders(not broker.get_log_orders())
+    if broker.get_log_orders():
+        return jsonify({"Success": "log_orders enabled"})
+    return jsonify({"Success": "log_orders disabled"})  
+
+
 def unwrapped_toggle_telegram():
     '''
     Switches on or off the Telegram notifications
@@ -2425,6 +2474,22 @@ def unwrapped_get_log_list():
     return jsonify({"Logs": broker.logger.get_log_list()})
 
 
+def unwrapped_refresh_log_cache():
+    '''
+    Reloads the log file cache.
+    
+    Parameters:
+        None
+        
+    Returns:
+        jsonify: A jsonified dictionary containing the last n entries from the log file.
+    '''
+    if broker.logger.refresh_logs()==0:
+        return jsonify({"Success": "Logs refreshed"})    
+    else:
+        return jsonify({"Error": "Error while refreshing logs"})
+
+
 def unwrapped_get_deals_cache():
     '''
     Retrieves the last n entries from the broker's logger.

status_handler.py

@@ -418,11 +418,11 @@ class StatusHandler:
         self.status_dictionary["deal_order_history"] = []
         return 0
     
-    def update_deal_order_history(self, new_deal: dict):
+    def update_deal_order_history(self, new_deal: dict, note: str = ""):
         # if not isinstance(new_deal, dict):
         #     self.broker.logger.log_this(f"value provided is not a dict",1,self.get_pair())
         id = new_deal["id"] if "id" in new_deal else None
-        self.status_dictionary["deal_order_history"].append(id)
+        self.status_dictionary["deal_order_history"].append(f"{note} - {id}")
         return 0
     
     def save_to_file(self, file_path = None, is_backup = False):

trader.py

@@ -11,14 +11,16 @@ class trader:
         self.pause = True
         self.quit = False
         self.restart = False                                                    
-        self.warnings = {
-            "short_price_exceeds_old_long": False,
-            "speol_notified": False
-        }
         self.trader_restart_errors = {1: "start_trader returned error #1. Trader will be restarted",
                                     2: "start_trader returned error #2: Initial order never got filled. Trader will be restarted",
                                     3: "start_trader returned error #3: Slippage threshold exceeded. Trader will be restarted"}      
 
+        #Status string caches
+        self.low_price_cache = None
+        self.mid_price_cache = None
+        self.high_price_cache = None
+        self.concurrent_so_amount_cache = None
+
         self.broker = broker
         self.config = ConfigHandler(pair,broker)
         base_quote = self.config.get_pair()
@@ -30,17 +32,18 @@ class trader:
         self.status.set_start_time(int(time.time()))
         self.last_time_seen = time.time()
         
-        #Status string caches
-        self.low_price_cache = None
-        self.mid_price_cache = None
-        self.high_price_cache = None
-        self.concurrent_so_amount_cache = None
+        self.base_diff_check = False        
+        self.min_base_difference = .1   #Percentage difference between base in the tp order and its adjusted amount that triggers a recheck.
+                                        #The exchanges sometimes take a few seconds to update the balance after an order is closed.
+        self.base_check_interval = 60   #In seconds
+        self.base_check_time = 0
+        self.base_amount_missing = 0
             
         if self.config.get_is_short():
             #Check if there is an old_long file. If so, load it.
             try:
-                with open(f"status/{self.base}{self.quote}.oldlong") as ol:
-                    self.status.set_old_long(load(ol))
+                with open(f"status/{self.base}{self.quote}.oldlong") as old_long_file_handler:
+                    self.status.set_old_long(load(old_long_file_handler))
             except Exception as e:
                 self.broker.logger.log_this(f"Exception: No old_long file. {e}",1,base_quote)
                 
@@ -67,12 +70,12 @@ class trader:
             self.quit = True
         elif start_result==2:       #Retries exceeded
             if self.config.get_force_restart_if_retries_exhausted():
-                self.pause = False
+                self.set_pause(False)
                 self.restart = True
             else:
                 self.quit = True
         elif start_result==3:       #Not enough liquidity
-            self.pause = False
+            self.set_pause(False)
             self.restart = True
 
     
@@ -127,10 +130,9 @@ class trader:
         if new_market_data is not None:
             self.market = new_market_data
         
-        self.pause = True
-        self.status.set_pause_reason("start_trader")
+        self.set_pause(True, "start_trader")
         
-        if self.status.get_is_short():
+        if self.config.get_is_short():
             self.broker.logger.log_this("Calculating optimal order size...",2,self.status.get_pair())
             
             #Get minimum order size from exchange
@@ -153,7 +155,7 @@ class trader:
                 if self.status.get_old_long()["tp_amount"]-free_base>min_base_size:
                     amount_to_buy = self.broker.amount_to_precision(self.status.get_pair(),self.status.get_old_long()["tp_amount"]-free_base)
                     self.broker.logger.log_this(f"Buying missing {amount_to_buy} {self.base}",1,self.status.get_pair())
-                    self.broker.new_market_order(self.status.get_pair(),amount_to_buy,"buy",amount_in_base=True)
+                    self.broker.new_market_order(self.status.get_pair(),amount_to_buy,"buy",amount_in_base=True,log="start_trader-missing_base")
                     time.sleep(self.broker.get_wait_time()*2)
                     #Re-querying for the amount of base currency on the exchange
                     free_base = self.fetch_free_base()
@@ -169,6 +171,8 @@ class trader:
                 return 1
             self.status.set_order_size(order_size)
             self.status.set_no_of_safety_orders(no_of_safety_orders)
+            if no_of_safety_orders<self.config.get_max_short_safety_orders()*.67:
+                self.config.set_safety_order_deviance(3)
             self.broker.logger.log_this(f"Order size: {self.broker.amount_to_precision(self.status.get_pair(),order_size)}. Amount of safety orders: {no_of_safety_orders}",2,self.status.get_pair())
             
             #Write the changes to the config file
@@ -196,15 +200,19 @@ class trader:
                     #Slippage threshold exceeded
                     self.broker.logger.log_this("Slippage threshold exceeded",1,self.status.get_pair())
                     return 3
-        
+            self.status.set_order_size(self.config.get_order_size())     
+               
         self.status.set_pause_reason("start_trader - after slippage")
-        self.status.set_order_size(self.config.get_order_size())
-        
+
         #Sending initial order
+        #
+        # Here, if the amount of the initial order is already available in the account, don't send a market order; just pull the current price and simulate that the order was sent and filled.
+        # Cleanup probably would have to be disabled for this to make sense.
+        #
         self.status.set_pause_reason("start_trader - sending first order")
         self.broker.logger.log_this("Sending first order...",2,self.status.get_pair())
         action = "sell" if self.config.get_is_short() else "buy"
-        first_order = self.broker.new_market_order(self.status.get_pair(),self.status.get_order_size(),action)
+        first_order = self.broker.new_market_order(self.status.get_pair(),self.status.get_order_size(),action,log="start_trader")
         #self.broker.logger.log_this(f"First order id: {first_order}",1,self.status.get_pair())
         if first_order in [None,self.broker.get_empty_order()]:
             self.broker.logger.log_this(f"Error sending the first order. Market order returned {first_order}",1,self.status.get_pair())
@@ -217,7 +225,7 @@ class trader:
             #Wait a bit longer, sometimes a recently filled market order is not updated quickly enough.
             # When that happens, the amount of base taken into account by the trader is lower than the amount bought,
             # which ends up misrepresenting the trade cost per unit of base, which causes the take profit price to skyrocket.
-            time.sleep(self.broker.get_wait_time()*2)       
+            time.sleep(self.broker.get_wait_after_initial_market_order())       
             returned_order = self.broker.get_order(first_order["id"],self.status.get_pair())
             if returned_order==self.broker.get_empty_order():
                 self.broker.logger.log_this("Problems with the initial order",1,self.status.get_pair())
@@ -242,7 +250,7 @@ class trader:
         #Save the order
         if self.broker.follow_order_history:
             self.status.set_pause_reason("start_trader - saving the order in deal_order_history")
-            self.status.update_deal_order_history(returned_order)
+            self.status.update_deal_order_history(returned_order, "init")
         
         # Reset the fee count and sum fees from the first order
         self.status.set_fees_paid_in_base(self.parse_fees(returned_order)[0])
@@ -273,6 +281,11 @@ class trader:
         self.status.set_start_price(self.broker.price_to_precision(self.status.get_pair(),self.status.get_quote_spent()/self.status.get_base_bought()))
         self.status.set_safety_price_table(self.calculate_safety_prices(self.status.get_start_price(),self.status.get_no_of_safety_orders(),self.config.get_safety_order_deviance()))
 
+        # Send cleanup order (if cleanup)
+        self.status.set_pause_reason("start_trader - doing cleanup (if needed)")
+        if self.config.get_cleanup() and not self.config.get_is_short():   #Short traders do not need cleanup.
+            self.do_cleanup()
+
         # Send the initial batch of safety orders
         self.status.set_pause_reason("start_trader - sending safety orders")
         self.broker.logger.log_this("Sending safety orders...",2,self.status.get_pair())
@@ -286,15 +299,9 @@ class trader:
             self.broker.cancel_order(self.status.get_take_profit_order()["id"],self.status.get_pair())
             return 1
 
-        # Send cleanup order (if cleanup)
-        self.status.set_pause_reason("start_trader - doing cleanup (if needed)")
-        if self.config.get_cleanup() and not self.config.get_is_short():   #Short traders do not need cleanup.
-            self.do_cleanup()
-
         self.status.set_deal_start_time(int(time.time()))
         self.update_status(True)
-        self.pause = False
-        self.status.set_pause_reason("")
+        self.set_pause(False)
         return 0
 
 
@@ -438,18 +445,15 @@ class trader:
         if self.config.get_is_short():   #Short traders do not need cleanup
             return 0
         
-        balance_to_clean = self.fetch_free_base()
-        if balance_to_clean is None:
+        balance_in_account = self.fetch_free_base()
+        if balance_in_account 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.
-        min_base_size = self.broker.get_min_base_size(self.status.get_pair())
-        #minimum_cleanup_size = self.status.get_safety_orders()[0]["amount"]*2 
-                
-        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())
+
+        if balance_in_account*self.status.get_start_price()>self.broker.get_min_quote_size(self.status.get_pair()):
+            self.broker.logger.log_this(f"Balance to clean: {balance_in_account} {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,"sell",self.status.get_take_profit_price(),no_retries=True)         
+            cleanup_order = self.broker.new_limit_order(self.status.get_pair(),balance_in_account,"sell",self.status.get_take_profit_price(),no_retries=True,log="cleanup")         
             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
@@ -478,13 +482,11 @@ class trader:
             amount_of_so-=1
         if optimal_order_size==0:
             self.broker.logger.log_this("Not enough base to switch. Order size would be too small",1,self.status.get_pair())
-            self.pause = False
-            self.status.set_pause_reason("")
+            self.set_pause(False)
             return None,None
         if optimal_order_size<min_base_size: #Sometimes amount_to_precision rounds to a value less than the minimum
             self.broker.logger.log_this("Optimal order size is smaller than the minimum order size",1,self.status.get_pair())
-            self.pause = False
-            self.status.set_pause_reason("")
+            self.set_pause(False)
             return None,None
         return optimal_order_size,amount_of_so
 
@@ -522,8 +524,7 @@ class trader:
             return 1
         
         #Pauses trader
-        self.pause = True
-        self.status.set_pause_reason("switch_to_short")
+        self.set_pause(True,"switch_to_short")
 
         #Fetch the real amount of available base
         self.broker.logger.log_this(f"Fetching available {self.base}",2,self.status.get_pair())
@@ -535,15 +536,13 @@ class trader:
         min_base_size = self.broker.get_min_base_size(self.status.get_pair())
         if min_base_size is None:
             self.broker.logger.log_this("Error. Can't fetch market info from the exchange",1,self.status.get_pair())
-            self.pause = False
-            self.status.set_pause_reason("")
+            self.set_pause(False)
             return 1
 
         #Check if there is enough base
         if self.broker.amount_to_precision(self.status.get_pair(),free_base+self.status.get_take_profit_order()["amount"])<=min_base_size:
             self.broker.logger.log_this("Error. Not enough base currency",1,self.status.get_pair())
-            self.pause = False
-            self.status.set_pause_reason("")
+            self.set_pause(False)
             return 1
         
         #Calculate order size
@@ -559,8 +558,7 @@ class trader:
         self.broker.logger.log_this("Closing orders...",2,self.status.get_pair())
         if self.broker.cancel_order(self.status.get_take_profit_order()["id"],self.status.get_pair())==1:
             self.broker.logger.log_this("Can't cancel the take profit order. Can't switch mode",1,self.status.get_pair())
-            self.pause = False
-            self.status.set_pause_reason("")
+            self.set_pause(False)
             return 1
         if self.status.get_take_profit_order()["id"]!="":   
             self.broker.cancel_order(self.status.get_take_profit_order()["id"],self.status.get_pair())
@@ -574,8 +572,8 @@ class trader:
                     "datetime": time.strftime("[%Y/%m/%d %H:%M:%S]")
                     })
         try:
-            with open(f"status/{self.base}{self.quote}.oldlong","w") as s:
-                s.write(dumps(self.status.get_old_long(),indent=4))
+            with open(f"status/{self.base}{self.quote}.oldlong","w") as old_long_file_handler:
+                old_long_file_handler.write(dumps(self.status.get_old_long(),indent=4))
         except Exception as e:
             self.broker.logger.log_this(f"Exception while saving old_long file: {e}",1,self.status.get_pair())
 
@@ -588,7 +586,6 @@ class trader:
             self.broker.logger.log_this("Config file updated",2,self.status.get_pair())
         except Exception as e:
             self.broker.logger.log_this(f"Error. Can't write the config file. Exception: {e}",1,self.status.get_pair())
-            #self.pause = False
             return 1
         self.status.set_stop_when_profit(False)
         #self.config.set_is_short(True)
@@ -596,7 +593,7 @@ class trader:
         return 0
 
 
-    def switch_to_long(self, ignore_old_long: bool = False, already_received_quote: float = 0) -> int:
+    def switch_to_long(self, ignore_old_long: bool = False, already_received_quote: float = 0, double_check_price: bool = True) -> int:
         '''
         Takes a short trader and changes the mode to long.
         Only does it if the current trader was previously a long one.
@@ -606,13 +603,22 @@ class trader:
             self.broker.logger.log_this("Trader already in long mode, nothing to do",1,self.status.get_pair())
             return 1
         self.broker.logger.log_this("Attempting to switch to long trader",0,self.status.get_pair())
-
+        
+        if double_check_price:
+            #Waits a moment to see if the price has moved too much
+            self.broker.logger.log_this("Confirming price...",2,self.status.get_pair())
+            time.sleep(self.broker.get_wait_time()*4)
+            if not self.check_old_long(True):
+                self.broker.logger.log_this("False positive. Nothing to do.",1,self.status.get_pair())
+                return 2
+        
         #Check old_long data
+        self.broker.logger.log_this("Checking if old long data is valid.",2,self.status.get_pair())
         if not ignore_old_long and self.status.get_old_long()=={}:
             self.broker.logger.log_this("Can't find old long info on status_dict, searching for oldlong file",1,self.status.get_pair())
             try:
-                with open(f"status/{self.base}{self.quote}.oldlong") as f:
-                    self.status.set_old_long(load(f))
+                with open(f"status/{self.base}{self.quote}.oldlong") as old_long_file_handler:
+                    self.status.set_old_long(load(old_long_file_handler))
             except Exception as e:
                 #self.write_to_log(time.strftime(f"[%Y/%m/%d %H:%M:%S] | {self.status.get_pair()} | Can't find old long file"))
                 self.broker.logger.log_this(f"Can't file oldlong file. Exception: {e}",1,self.status.get_pair())
@@ -620,6 +626,7 @@ class trader:
                 return 1
 
         #Cancel open orders
+        self.broker.logger.log_this("Cancelling open orders",2,self.status.get_pair())
         for order in self.status.get_safety_orders():
             self.broker.cancel_order(order["id"],self.status.get_pair())
         if self.status.get_take_profit_order() is not None:
@@ -628,18 +635,21 @@ class trader:
             self.broker.logger.log_this("Safety order is None",1,self.status.get_pair())
 
         #Sell all base currency
+        self.broker.logger.log_this(f"Selling {self.status.get_pair().split('/')[0]}",2,self.status.get_pair())
         self.liquidate_base(ignore_profits=ignore_old_long, already_received_quote=already_received_quote)
         
         if self.config.get_liquidate_after_switch():
+            self.broker.logger.log_this("Liquidate after switch active. Raising quit flag.",1,self.status.get_pair())
             self.quit = True
-            return 1
+            return 0
 
         #Rewrite config file (if it exists)
         if path.isfile(f"configs/{self.base}{self.quote}.bak") and path.isfile(f"configs/{self.base}{self.quote}.json"):
-            with open(f"configs/{self.base}{self.quote}.bak") as c:
-                old_config = load(c)
-            with open(f"configs/{self.base}{self.quote}.json","w") as c:
-                c.write(dumps(old_config, indent=4))
+            self.broker.logger.log_this("Restoring config file from backup",2,self.status.get_pair())
+            with open(f"configs/{self.base}{self.quote}.bak") as backup_config_file_handler:
+                old_config = load(backup_config_file_handler)
+            with open(f"configs/{self.base}{self.quote}.json","w") as config_file_handler:
+                config_file_handler.write(dumps(old_config, indent=4))
             if self.config.load_from_file()==1:
                 self.config.reset_to_default()
         else:
@@ -661,6 +671,7 @@ class trader:
         self.status.set_so_amount(0)
 
         #Done. Ready for start_trader
+        self.broker.logger.log_this("Finished setting up the switch to long.",2,self.status.get_pair())
         return 0
 
 
@@ -676,7 +687,7 @@ class trader:
             self.broker.logger.log_this("Can't fetch free base",1,self.status.get_pair())
             return 1
         #send market order selling the total amount of base in the last take profit short order
-        order = self.broker.new_market_order(self.status.get_pair(),free_base,"sell")
+        order = self.broker.new_market_order(self.status.get_pair(),free_base,"sell",log="liquidate_base")
         time.sleep(self.broker.get_wait_time()*2)
         tries = self.broker.get_retries()
         while True:
@@ -709,15 +720,14 @@ class trader:
         but KuCoin only supports order editing on high frequency orders.
         '''
         
-        self.pause = True
-        self.status.set_pause_reason("force_close - order handling")
+        self.set_pause(True,"force_close - order handling")
         
         #Close the take profit order
         self.broker.cancel_order(self.status.get_take_profit_order()["id"],self.status.get_pair())
         
         #Send the market order
         amount = self.status.get_take_profit_order()["amount"]
-        market_order = self.broker.new_market_order(self.status.get_pair(),amount,"sell",amount_in_base=True)
+        market_order = self.broker.new_market_order(self.status.get_pair(),amount,"sell",amount_in_base=True,log="force_close")
         time.sleep(self.broker.get_wait_time()*2)
         
         #Wait for it to be filled
@@ -743,8 +753,7 @@ class trader:
         the reporting and the restart of the trader.
         '''
         
-        self.pause = True                                       #To stop the main thread to iterate through this trader's orders (just in case)
-        self.status.set_pause_reason("take_profit_routine - order handling")     #start_trader will set this flag to False again once it starts
+        self.set_pause(True,"take_profit_routine - order handling") #To stop the main thread to iterate through this trader's orders (just in case)
         
         #Add the timestamp to the deals cache and trims it
         self.deals_timestamps.append(time.time())
@@ -760,7 +769,7 @@ class trader:
         
         #Save the order in history.
         if self.broker.get_follow_order_history():
-            self.status.update_deal_order_history(filled_order)
+            self.status.update_deal_order_history(filled_order, "tp")
         
         #Cancel all the safety orders ASAP
         for order in self.status.get_safety_orders():
@@ -777,18 +786,19 @@ class trader:
             partial_filled_price.append(closed_order["average"])
             self.broker.logger.log_this(f"Old safety order is partially filled, ID: {closed_order['id']}, {closed_order['filled']}/{closed_order['amount']} {self.base} filled",1,self.status.get_pair())     
             if self.broker.get_follow_order_history():
-                self.status.update_deal_order_history(closed_order)
+                self.status.update_deal_order_history(closed_order, "partial_fill")
             if closed_order["remaining"]!=0:    #If this order is not completely filled, it is safe to assume that no order coming after this one was partially filled.
                 break              
         #Now we can clear the safety order list
         self.status.set_safety_orders([])
     
         #Handle the partial fills
-        if not self.status.get_is_short():
+        if not self.config.get_is_short():
             #With short traders is just an accounting issue, since when the trader restarts it will be buying cheaper what it sold more expensive in the partially filled safety order(s)
             if partial_filled_amount!=0 and len(partial_filled_price)>0 and partial_filled_amount>self.broker.get_min_base_size(self.status.get_pair()):
                 #send a market order and sum the profits and wait for it to be filled
-                market_order = self.broker.new_market_order(self.status.get_pair(),partial_filled_amount,"sell",amount_in_base=True)
+                self.broker.logger.log_this("Sending partial fill sell order...",1,self.status.get_pair())
+                market_order = self.broker.new_market_order(self.status.get_pair(),partial_filled_amount,"sell",amount_in_base=True,log="take_profit_routine-partial_fill")
                 time.sleep(self.broker.get_wait_time()*2)
                 tries = self.broker.get_retries()
                 while True:
@@ -798,10 +808,11 @@ class trader:
                         partial_profit = market_order["cost"]-(avg_buy_price*partial_filled_amount)-self.parse_fees(market_order)[1]
                         self.status.set_partial_profit(self.status.get_partial_profit()+partial_profit)
                         break                     
+                    self.broker.logger.log_this("Waiting for partial fill sell order to fill.",2,self.status.get_pair())
                     tries-=1
                     time.sleep(self.broker.get_wait_time())
                     if tries==0:
-                        self.broker.logger.log_this("Partial fill sell order not filling.",1,self.status.get_pair())
+                        self.broker.logger.log_this("Partial fill sell order not filled.",1,self.status.get_pair())
                         break
     
         if not self.broker.check_for_duplicate_profit_in_db(filled_order):
@@ -853,13 +864,13 @@ class trader:
             if abs(filled_order["price"]-price_to_compare)/filled_order["price"]>self.broker.get_slippage_default_threshold():
                 self.broker.logger.log_this(f"Slippage threshold exceeded, waiting for cooldown and restarting trader",1,self.status.get_pair())
                 time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
-                self.pause = False
+                self.set_pause(False)
                 self.restart = True        
                 return 1
             elif self.check_orderbook_depth(self.broker.get_slippage_default_threshold(),self.status.get_order_size(),filled_order["price"]):
                 self.broker.logger.log_this(f"Orderbook depth not sufficient, waiting for cooldown and restarting trader",1,self.status.get_pair())
                 time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
-                self.pause = False
+                self.set_pause(False)
                 self.restart = True
                 return 1
         
@@ -868,7 +879,7 @@ class trader:
         restart_trader = self.start_trader()
         self.status.set_pause_reason("take_profit_routine - restart_trader call - start_trader() called")
         if restart_trader in self.trader_restart_errors.keys():
-            self.pause = False
+            self.set_pause(False)
             self.restart = True
             self.status.save_to_file(is_backup=True)
             self.broker.logger.log_this(self.trader_restart_errors[restart_trader],1,self.status.get_pair())
@@ -918,9 +929,9 @@ class trader:
             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())
             if self.config.get_is_short():
-                new_order = self.broker.new_limit_order(self.status.get_pair(),so_size,"sell",self.status.get_safety_price_table()[self.status.get_so_amount()+1])
+                new_order = self.broker.new_limit_order(self.status.get_pair(),so_size,"sell",self.status.get_safety_price_table()[self.status.get_so_amount()+1], log="send_new_safety_order_batch")
             else:
-                new_order = self.broker.new_limit_order(self.status.get_pair(),so_size/self.status.get_safety_price_table()[self.status.get_so_amount()+1],"buy",self.status.get_safety_price_table()[self.status.get_so_amount()+1])           
+                new_order = self.broker.new_limit_order(self.status.get_pair(),so_size/self.status.get_safety_price_table()[self.status.get_so_amount()+1],"buy",self.status.get_safety_price_table()[self.status.get_so_amount()+1],log="send_new_safety_order_batch")           
 
             if new_order==1:
                 self.broker.logger.log_this("Not enough balance to send a new safety order",1,self.status.get_pair())
@@ -955,21 +966,26 @@ class trader:
             return 1      
           
         #Pause the trader
-        self.pause = True
-        self.status.set_pause_reason("renew_tp_and_so_routine")
+        self.set_pause(True, "renew_tp_and_so_routine")
                 
         #Save the order
         if self.broker.get_follow_order_history():
             for item in filled_safety_orders:
-                self.status.update_deal_order_history(item)
+                self.status.update_deal_order_history(item, "so")
         
         #Add the amount filled in the last safety orders to the totals
+        previous_base = self.status.get_base_bought()
+        previous_quote = self.status.get_quote_spent()
+        previous_fees_paid_in_quote = self.status.get_fees_paid_in_quote()
         for order in filled_safety_orders:
             safety_orders_to_remove_by_id.append(order["id"])
-            new_fees_base,new_fees_quote = self.parse_fees(order)
-            self.status.set_fees_paid_in_quote(self.status.get_fees_paid_in_quote() + new_fees_quote)
-            self.status.set_base_bought(self.status.get_base_bought() + order["filled"] - new_fees_base)
-            self.status.set_quote_spent(self.status.get_quote_spent() + order["cost"])            
+            new_fees_base, new_fees_quote = self.parse_fees(order)
+            previous_fees_paid_in_quote += new_fees_quote
+            previous_base = previous_base + order["filled"] - new_fees_base
+            previous_quote += order["cost"]
+        self.status.set_base_bought(previous_base)
+        self.status.set_quote_spent(previous_quote)
+        self.status.set_fees_paid_in_quote(previous_fees_paid_in_quote)
         
         #Remove the filled safety orders from the list
         if safety_orders_to_remove_by_id!=[]:
@@ -992,7 +1008,7 @@ class trader:
         if old_tp_order["filled"]>0:
             self.broker.logger.log_this(f"Old take profit order is partially filled, id {old_tp_order['id']}",1,self.status.get_pair())
             if self.broker.get_follow_order_history():
-                self.status.update_deal_order_history(old_tp_order)
+                self.status.update_deal_order_history(old_tp_order, "old_tp")
             #self.status.set_base_bought(old_tp_order["remaining"])
             # Partial profit calculation
             if not self.config.get_is_short():
@@ -1005,56 +1021,33 @@ class trader:
             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())
-        
-        #Send new SO(s)
-        #Do not send new orders if the max amount is reached or surpassed.
-        #It can happen if the max amount of concurrent orders is modified through an API call.
-        max_orders = self.config.get_concurrent_safety_orders() if not self.status.get_is_boosted() else self.config.get_boosted_concurrent_safety_orders()
-        if len(self.status.get_safety_orders())<max_orders:
-            self.send_new_safety_order_batch(max_orders-len(self.status.get_safety_orders()))      
-            #Cooldown
-            time.sleep(self.broker.get_wait_time())
+        #time.sleep(self.broker.get_wait_before_new_safety_order())
         
         #Send new TP order
         if self.send_new_tp_order()==1:
             error_string = "Problems sending the new take profit order"
             self.broker.logger.log_this("Problems sending the new take profit order",1,self.status.get_pair())
             self.status.set_pause_reason(error_string)
-            return 4        
+            return 4            
+        
+        #Cooldown
+        #time.sleep(self.broker.get_wait_before_new_safety_order())
+        
+        #Send new safety order(s)
+        #Do not send new orders if the max amount is reached or surpassed.
+        max_orders = self.config.get_concurrent_safety_orders() if not self.status.get_is_boosted() else self.config.get_boosted_concurrent_safety_orders()
+        if len(self.status.get_safety_orders())<max_orders:
+            self.send_new_safety_order_batch(max_orders-len(self.status.get_safety_orders()))      
         
         #Update status dict
         self.update_status(True)
         
         #Toggle the pause flag
-        self.pause = False
-        self.status.set_pause_reason("")
+        self.set_pause(False)
                 
         #Done
         return 0
     
-
-    def check_old_long_price(self) -> int:
-        '''
-        Checks if short price exceeds old long price. If so, send a Telegram message
-        '''
-        
-        price_exceeds = False
-        if self.status.get_old_long()!={}:
-            price_exceeds = self.status.get_price()>float(self.status.get_old_long()["tp_price"])
-        if price_exceeds:
-            self.warnings["short_price_exceeds_old_long"] = True
-        else:
-            self.warnings["short_price_exceeds_old_long"] = False
-            self.warnings["speol_notified"] = False
-        if not self.warnings["speol_notified"] and price_exceeds:
-            #Only notify one time AND if autoswitch is off
-            self.warnings["speol_notified"] = True
-            if not self.config.get_autoswitch():
-                message = f"{self.base}@{self.status.get_price()} ({str(self.broker.exchange)}), exceeds old long price of {self.status.get_old_long()['tp_price']}"
-                self.broker.logger.log_this(message,0,self.status.get_pair())
-        return 0
-    
     
     def check_orderbook_depth(self, threshold: float, order_size: float, old_price: float = 0, size_in_quote = True) -> bool:
         '''
@@ -1099,6 +1092,21 @@ class trader:
             return False
 
 
+    def check_old_long(self, fetch_price=False):
+        '''
+        Check if it is profitable to switch to back to long.
+        Returns True if it is profitable, False otherwise.
+        
+        If selling the base currency left at the current market price plus the quote already received turns out to be more than the old long deal target, 
+         it means that we already are in profit territory, switch back to long.
+        A more conservative approach would be old_target = self.status.get_old_long()["quote_spent"], just breaking even.        
+        '''
+        price = self.status.get_price() if not fetch_price else self.broker.get_top_bid_price(self.status.get_pair())
+        old_target = self.status.get_old_long()["tp_price"]*self.status.get_old_long()["tp_amount"]
+        base_left = self.status.get_old_long()["tp_amount"]-self.status.get_base_bought()
+        return (base_left*price)+self.status.get_quote_spent()>=old_target
+        
+
     def check_status(self,open_orders: list) -> int:         #Should I change the order? Check the SO first?
         '''
         Main routine. It checks for closed orders and proceeds accordingly.
@@ -1109,25 +1117,16 @@ class trader:
             self.update_status(False)
             return 0
 
-        #Check if short price exceeds old long price. If so, send a Telegram message
-        if self.config.get_is_short() and self.status.get_old_long()!={} and self.config.get_check_old_long_price():
-            self.check_old_long_price()
-        
         self.status.set_pause_reason("check for autoswitch")
         #If it's a short trader that used to be long AND autoswitch is enabled
         if self.config.get_is_short() and self.config.get_autoswitch() and self.status.get_old_long()!={}:
-            #If selling the base currency left at the current market price plus the quote already received turns out to be more than the old long deal target, 
-            # it means that we already are in profit territory, switch back to long.
-            #A more conservative approach would be old_target = self.status.get_old_long()["quote_spent"], just breaking even.
-            old_target = self.status.get_old_long()["tp_price"]*self.status.get_old_long()["tp_amount"]
-            base_left = self.status.get_old_long()["tp_amount"]-self.status.get_base_bought()
-            if (base_left*self.status.get_price())+self.status.get_quote_spent()>=old_target:
+            if self.check_old_long():
                 #Sell all base (market), report the profits and restart the trader
                 self.status.set_pause_reason("automatic_switch")
-                self.switch_to_long(already_received_quote=self.status.get_quote_spent())
-                if not self.config.get_liquidate_after_switch():
-                    self.restart = True
-                return 1  
+                if self.switch_to_long(already_received_quote=self.status.get_quote_spent())!=2:
+                    if not self.config.get_liquidate_after_switch():
+                        self.restart = True
+                    return 1  
         #Check for autoswitch (long->short)
         if not self.config.get_is_short() and self.status.get_so_amount()==self.status.get_no_of_safety_orders() and self.config.get_autoswitch():
             self.switch_to_short()
@@ -1161,17 +1160,6 @@ 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:
-            # Check if the order has a wrong id. If so, update the order.
-            # To cover a very rare case that happens if the trader sends a new take profit order but is interrupted before saving the status.
-            # Not sure if it is worth to keep this code.
-            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()}",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:
@@ -1208,13 +1196,12 @@ class trader:
                 filled_ids.append(order["id"])
         
         if filled_ids!=[]:
-            #closed_orders = self.broker.get_closed_orders(self.status.get_pair())
-            #filled_orders = [item for item in closed_orders if item["id"] in filled_ids and item["status"]=="closed"]
             filled_orders = []
             for id in filled_ids:
                 order = self.broker.get_order(id, self.status.get_pair())
                 if order["status"]=="closed":
                     filled_orders.append(order)
+                time.sleep(self.broker.get_wait_time())                    
             if len(filled_orders)>0: #To make sure that the safety orders are actually filled (Kucoin sometimes sends incomplete order lists)
                 self.status.set_safety_orders_filled(self.status.get_safety_orders_filled()+len(filled_orders))
                 renew_outcome = self.renew_tp_and_so_routine(filled_orders)
@@ -1234,8 +1221,7 @@ class trader:
                     return 1                
                 elif renew_outcome==3:
                     self.broker.logger.log_this(f"Can't cancel old take profit order. renew_tp_and_so_routine returned 3",1,self.status.get_pair())
-                    self.pause = False
-                    self.status.set_pause_reason("")
+                    self.set_pause(False)
                     if self.config.get_attempt_restart():
                         self.status.save_to_file(is_backup=True)
                         self.restart = True                    
@@ -1255,11 +1241,15 @@ class trader:
         
         if condition_a and condition_b:
             amount_to_send = max_concurrent_safety_orders-len(self.status.get_safety_orders())
-            self.pause = True
+            self.set_pause(True, "sending safety order batch")
             self.send_new_safety_order_batch(amount_to_send)
-            self.pause = False
+            self.set_pause(False)
             self.update_status(True)
 
+        #Base check
+        if self.base_diff_check and time.time()>self.base_check_time+self.base_check_interval:
+            self.base_check()
+
         #Render status line(s)
         self.status.set_status_string(self.generate_status_strings())
         
@@ -1272,6 +1262,14 @@ class trader:
         return 0
 
 
+    def base_check(self):
+        self.base_check_time = time.time()
+        current_base_balance = self.fetch_free_base()
+        #3. If self.base_amount_missing==current_base_balance: replace take profit order
+        #4. Set self.base_diff_check to False
+            
+
+
     def check_boosted(self):
         '''
         Checks if the trader qualifies for boost:
@@ -1353,15 +1351,21 @@ class trader:
                 return 1
             if self.config.get_is_short():
                 self.status.set_take_profit_price(self.status.get_quote_spent()/self.status.get_base_bought()*(1-(self.get_tp_level(self.status.get_so_amount())-1)))
-                self.status.set_take_profit_order(self.broker.new_limit_order(self.status.get_pair(),self.status.get_base_bought(),"buy",self.status.get_take_profit_price()))
+                self.status.set_take_profit_order(self.broker.new_limit_order(self.status.get_pair(),self.status.get_base_bought(),"buy",self.status.get_take_profit_price(),log="new_tp_order"))
             else:
                 self.status.set_take_profit_price(self.status.get_quote_spent()/self.status.get_base_bought()*self.get_tp_level(self.status.get_so_amount()))
-                self.status.set_take_profit_order(self.broker.new_limit_order(self.status.get_pair(),self.status.get_base_bought(),"sell",self.status.get_take_profit_price()))
-            if self.status.get_take_profit_order()==1: #This means that there was a miscalculation of base currency amount, let's correct it.
+                self.status.set_take_profit_order(self.broker.new_limit_order(self.status.get_pair(),self.status.get_base_bought(),"sell",self.status.get_take_profit_price(),log="new_tp_order"))
+            if self.status.get_take_profit_order()==1: #This means that there was a miscalculation of base currency amount
                 if self.config.get_is_short(): #If in short mode, we don't recalculate anything.
                     return 1
                 adjusted = self.adjust_base()
                 if adjusted is not None:
+                    # if self.status.get_base_bought()-adjusted>=adjusted*self.min_base_difference:
+                    #     #Enabling base check
+                    #     self.broker.logger.log_this("Enabling base check",1,self.status.get_pair())
+                    #     self.base_diff_check = True
+                    #     self.base_check_time = time.time()
+                    #     self.base_amount_missing = self.status.get_base_bought()-adjusted
                     self.status.set_base_bought(adjusted)
                 self.status.set_take_profit_order(None)    #Just to be able to iterate
             if self.status.get_take_profit_order() not in [None,self.broker.get_empty_order()]:
@@ -1514,7 +1518,7 @@ class trader:
             return self.broker.get_empty_order()
         
         #Sends the new order
-        return self.broker.new_limit_order(f"{self.base}/{new_quote}",old_order["amount"],old_order["side"],old_order["price"])
+        return self.broker.new_limit_order(f"{self.base}/{new_quote}",old_order["amount"],old_order["side"],old_order["price"],log="quote_currency_replace_order")
 
 
     def quote_currency_switch_configs(self, new_quote: str) -> int:
@@ -1541,8 +1545,8 @@ class trader:
         #If there is an old_long file, also copy it
         if self.config.get_is_short() and self.status.get_old_long()!={}:
             try:
-                with open(f"status/{self.base}{self.quote}.oldlong","w") as c:
-                    c.write(dumps(self.status.get_old_long(), indent=4))
+                with open(f"status/{self.base}{self.quote}.oldlong","w") as old_long_file_handler:
+                    old_long_file_handler.write(dumps(self.status.get_old_long(), indent=4))
             except Exception as e:
                 self.broker.logger.log_this(f"Exception while writing new old_long file: {e}",1,self.status.get_pair())
         
@@ -1647,7 +1651,6 @@ class trader:
             line3 = ""
             if self.status.get_base_bought()!=0:
                 line3 = draw_line(mid_price,low_price,high_price,self.status.get_quote_spent()/self.status.get_base_bought())
-            p = "*PAUSED*" if self.pause==True else ""
             low_boundary_color = self.get_color("red")
             price_color = self.get_color("white")
             target_price_color = self.get_color("green")
@@ -1687,7 +1690,7 @@ class trader:
 
             safety_order_string = f"{self.status.get_safety_orders_filled()}/{self.get_color('cyan')}{concurrent_so_amount}{self.get_color('white')}/{self.status.get_no_of_safety_orders()}".rjust(27)
             prices = f"{low_boundary_color}{low_boundary}{self.get_color('white')}|{price_color}{mid_boundary}{self.get_color('white')}|{target_price_color}{high_boundary}{self.get_color('white')}|{pct_color}{pct_to_profit_str}%{self.get_color('white')}"
-            line1 = f"{p}{pair_color}{self.status.get_pair().center(13)}{self.get_color('white')}| {safety_order_string} |{prices}| Uptime: {self.seconds_to_time(self.status.get_deal_uptime())}"
+            line1 = f"{pair_color}{self.status.get_pair().center(13)}{self.get_color('white')}| {safety_order_string} |{prices}| Uptime: {self.seconds_to_time(self.status.get_deal_uptime())}"
             if self.status.get_is_boosted():
                 line1 = f"{line1} | BOOSTED"
             if self.config.get_autoswitch():
@@ -1708,6 +1711,16 @@ class trader:
         return status_string
 
 
+    def set_pause(self, pause: bool, msg: str = "") -> None:
+        '''
+        Sets the pause state and reason
+        '''
+        
+        self.pause = pause
+        self.status.set_pause_reason(msg)
+        return
+    
+
     def load_imported_trader(self) -> int:
         '''
         Loads status dictionary, orders and sets up variables
@@ -1729,8 +1742,7 @@ class trader:
             return 1
 
         #Done
-        self.pause = False
-        self.status.set_pause_reason("")                                                                                                                                          
+        self.set_pause(False)                                                                                                                                    
         self.update_status(True)
         return 0
     

utils/commander.py

@@ -43,7 +43,8 @@ INSTANCE
 10) edit_call_wait_time 11) reload_markets      12) fetch_full_log
 13) paused_traders      14) fetch_log           15) edit_cooldown_multiplier
 16) get_balance         17) cancel_global_last_call
-18) mod_default_order_size
+18) mod_default_order_size                      19) toggle_log_orders
+20) refresh_log_cache
 
 EARN
 31) toggle_pause        32) get_step_size       33) set_step_size
@@ -341,6 +342,19 @@ if __name__=="__main__":
                 print(json.loads(requests.post(url, headers=headers, json=parameters).content))
                 input("Press ENTER to continue ")        
         
+        elif command==19:
+            print("toggle_log_orders turns on or off the logging of orders")
+            if input("Proceed? (Y/n) ") in ["Y","y",""]:
+                url = f"{base_url}{port}/toggle_log_orders"            
+                print(json.loads(requests.post(url, headers=headers).content))
+                input("Press ENTER to continue ")        
+       
+        elif command==20:
+            print("refresh_log_cache refreshes the log cache")
+            if input("Proceed? (Y/n) ") in ["Y","y",""]:
+                url = f"{base_url}{port}/refresh_log_cache"            
+                print(json.loads(requests.post(url, headers=headers).content))
+                input("Press ENTER to continue ")           
         
         ######################
         ######## EARN ########

utils/statistics_server_v3.py

@@ -5,10 +5,8 @@ import calendar
 import logging
 import threading
 import os
-from collections import deque
-from typing import Iterable, List, Tuple
 from contextlib import contextmanager
-from flask import Flask, jsonify, request, Response
+from flask import Flask, jsonify, request
 from waitress import serve