2025.12.01

changelog.txt

@@ -1,3 +1,41 @@
+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.

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

@@ -19,7 +19,7 @@ class Broker:
         #Default values
         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",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)
@@ -51,7 +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)
 
 
@@ -224,6 +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
@@ -694,6 +695,8 @@ class Broker:
             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)
+                    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=={}:
@@ -707,8 +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}")                    
+                    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:
@@ -786,7 +789,7 @@ class Broker:
                 
                 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)
@@ -985,7 +988,7 @@ 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"])+.25)/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"])+.1)/self.get_ticker_price(pair)
         elif self.get_exchange_name()=="binance":
@@ -1049,7 +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()
 
@@ -1065,6 +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

main.py

@@ -18,7 +18,7 @@ import exchange_wrapper
 import trader
 
 
-version = "2025.10.03"
+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
@@ -1308,6 +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():
     '''
@@ -1627,7 +1642,7 @@ def unwrapped_switch_to_long(base,quote,calculate_profits):
     for instance in running_traders:
         if f"{base}/{quote}"==instance.status.get_pair():
             instance.set_pause(True, "Switching to long mode")
-            if instance.switch_to_long(ignore_old_long=ignore_old_long)==1:
+            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
@@ -1795,8 +1810,7 @@ def unwrapped_add_safety_orders(base,quote,amount):
         for instance in running_traders:
             if symbol==instance.status.get_pair():
                 instance.set_pause(True, "Adding safety orders")
-                #x.no_of_safety_orders += int(amount)
-                instance.config.set_no_of_safety_orders(instance.config.get_no_of_safety_orders()+int(amount))
+                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)
@@ -2266,6 +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.
@@ -2459,6 +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.

trader.py

@@ -42,8 +42,8 @@ class trader:
         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)
                 
@@ -171,6 +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
@@ -202,7 +204,6 @@ class trader:
                
         self.status.set_pause_reason("start_trader - after slippage")
 
-        
         #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.
@@ -280,6 +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())
@@ -293,11 +299,6 @@ 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.set_pause(False)
@@ -449,14 +450,10 @@ class trader:
             self.broker.logger.log_this("Can't fetch free base",1,self.status.get_pair())
             return 1
 
-        #If the balance is greater than the size of the first safety order, sell the difference.
-        # Sometimes when an order is filled the balance is not updated immediately, so having a bit of a buffer irons out a couple of issues.
-        min_size = self.status.get_safety_orders()[0]["amount"]
-        
-        if (balance_in_account-min_size)*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-min_size} {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_in_account-min_size,"sell",self.status.get_take_profit_price(),no_retries=True,log="cleanup")         
+            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
@@ -575,8 +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())
 
@@ -609,17 +606,19 @@ class trader:
         
         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())
@@ -627,6 +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:
@@ -635,18 +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:
@@ -668,6 +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
 
 
@@ -804,11 +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.",1,self.status.get_pair())
+                    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):
@@ -1017,24 +1021,23 @@ 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_before_new_safety_order())
+        #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)
@@ -1196,9 +1199,9 @@ class trader:
             filled_orders = []
             for id in filled_ids:
                 order = self.broker.get_order(id, self.status.get_pair())
-                time.sleep(self.broker.get_wait_time())
                 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)
@@ -1542,8 +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())
         

utils/commander.py

@@ -44,6 +44,7 @@ INSTANCE
 13) paused_traders      14) fetch_log           15) edit_cooldown_multiplier
 16) get_balance         17) cancel_global_last_call
 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
@@ -347,7 +348,13 @@ if __name__=="__main__":
                 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