Merge pull request #1632 from Drakkar-Software/dev

Master update

Author: GuillaumeDSM

Services/Interfaces/web_interface/static/js/components/configuration.js

@@ -720,6 +720,7 @@ function updated_validated_updated_global_config(updated_data){
 }
 
 function fetch_currencies(){
+    const maxDisplayedOptions = 2000;  // display only the first 2000 options to avoid select performance issues
     const getCurrencyOption = (addCurrencySelect, details) => {
         return new Option(`${details.n} - ${details.s}`, details.i, false, false);
     }
@@ -732,7 +733,7 @@ function fetch_currencies(){
         success: function (data) {
             const addCurrencySelect = $("#AddCurrencySelect");
             const options = [];
-            data.forEach((element) => {
+            data.slice(0, maxDisplayedOptions).forEach((element) => {
                 if(!currencyDetailsById.hasOwnProperty(element.i)){
                     currencyDetailsById[element.i] = element
                 }

Trading/Mode/index_trading_mode/index_trading.py

@@ -78,7 +78,11 @@ async def create_new_orders(self, symbol, _, state, **kwargs):
         details = kwargs[self.CREATE_ORDER_DATA_PARAM]
         dependencies = kwargs.get(self.CREATE_ORDER_DEPENDENCIES_PARAM, None)
         if state == trading_enums.EvaluatorStates.NEUTRAL.value:
-            return await self._rebalance_portfolio(details, dependencies)
+            try:
+                self.trading_mode.is_processing_rebalance = True
+                return await self._rebalance_portfolio(details, dependencies)
+            finally:
+                self.trading_mode.is_processing_rebalance = False
         self.logger.error(f"Unknown index state: {state}")
         return []
 
@@ -409,6 +413,11 @@ async def _check_index_if_necessary(self):
         ) >= self.trading_mode.refresh_interval_days * commons_constants.DAYS_TO_SECONDS:
             if self.trading_mode.automatically_update_historical_config_on_set_intervals():
                 self.trading_mode.update_config_and_user_inputs_if_necessary()
+            if self.trading_mode.is_processing_rebalance:
+                self.logger.info(
+                    f"[{self.exchange_manager.exchange_name}] Index is already being rebalanced, skipping index check"
+                )
+                return
             if len(self.trading_mode.indexed_coins) < self.MIN_INDEXED_COINS:
                 self.logger.error(
                     f"At least {self.MIN_INDEXED_COINS} coin is required to maintain an index. Please "
@@ -717,6 +726,7 @@ async def cancel_traded_pairs_open_orders_if_any(self) -> typing.Optional[common
             order
             for order in self.exchange_manager.exchange_personal_data.orders_manager.get_open_orders()
             if order.symbol in self.exchange_manager.exchange_config.traded_symbol_pairs
+            and not isinstance(order, trading_personal_data.MarketOrder) # market orders can't be cancelled
         ]:
             self.logger.info(
                 f"Cancelling {len(symbol_open_orders)} open orders"
@@ -751,7 +761,8 @@ def __init__(self, config, exchange_manager):
         self.synchronization_policy: SynchronizationPolicy = SynchronizationPolicy.SELL_REMOVED_INDEX_COINS_AS_SOON_AS_POSSIBLE
         self.requires_initializing_appropriate_coins_distribution = False
         self.indexed_coins = [] 
-
+        self.is_processing_rebalance = False
+    
     def init_user_inputs(self, inputs: dict) -> None:
         """
         Called right before starting the tentacle, should define all the tentacle's user inputs unless

Trading/Mode/index_trading_mode/tests/test_index_trading_mode.py

@@ -1156,15 +1156,18 @@ async def test_create_new_orders(tools):
     with mock.patch.object(
             consumer, "_rebalance_portfolio", mock.AsyncMock(return_value="plop")
     ) as _rebalance_portfolio_mock:
+        assert mode.is_processing_rebalance is False
         with pytest.raises(KeyError):
             # missing "data"
             await consumer.create_new_orders(None, None, None)
         assert await consumer.create_new_orders(None, None, None, data="hello", dependencies=trading_signals.get_orders_dependencies([mock.Mock(order_id="123")])) == []
+        assert mode.is_processing_rebalance is False
         _rebalance_portfolio_mock.assert_not_called()
         assert await consumer.create_new_orders(
             None, None, trading_enums.EvaluatorStates.NEUTRAL.value, data="hello", dependencies=trading_signals.get_orders_dependencies([mock.Mock(order_id="123")])
         ) == "plop"
         _rebalance_portfolio_mock.assert_called_once_with("hello", trading_signals.get_orders_dependencies([mock.Mock(order_id="123")]))
+        assert mode.is_processing_rebalance is False
 
 
 async def test_rebalance_portfolio(tools):