Merge pull request #1671 from Drakkar-Software/dev

Master merge

Author: GuillaumeDSM

Trading/Exchange/binance/binance_exchange.py

@@ -20,6 +20,7 @@
 import ccxt
 
 import octobot_commons.constants as commons_constants
+import octobot_commons.symbols as symbols
 
 import octobot_trading.enums as trading_enums
 import octobot_trading.exchanges as exchanges
@@ -145,7 +146,6 @@ def supports_native_edit_order(self, order_type: trading_enums.TraderOrderType)
         if self.exchange_manager.is_future:
             # replace not supported in futures stop orders
             return not is_stop
-        return True
 
     async def get_account_id(self, **kwargs: dict) -> str:
         try:
@@ -286,6 +286,36 @@ def get_order_additional_params(self, order) -> dict:
             params["reduceOnly"] = order.reduce_only
         return params
 
+    def order_request_kwargs_factory(
+        self, 
+        exchange_order_id: str, 
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None, 
+        **kwargs
+    ) -> dict:
+        params = kwargs or {}
+        try:
+            if "stop" not in params:
+                order_type = (
+                    order_type or 
+                    self.exchange_manager.exchange_personal_data.orders_manager.get_order(
+                        None, exchange_order_id=exchange_order_id
+                    ).order_type
+                )
+                params["stop"] = (
+                    personal_data.is_stop_order(order_type)
+                    or personal_data.is_take_profit_order(order_type)
+                )
+        except KeyError as err:
+            self.logger.warning(
+                f"Order {exchange_order_id} not found in order manager: considering it a regular (no stop/take profit) order {err}"
+            )
+        return params
+
+    def fetch_stop_order_in_different_request(self, symbol: str) -> bool:
+        # Override in tentacles when stop orders need to be fetched in a separate request from CCXT
+        # Binance futures uses the algo orders endpoint for stop orders (but not for inverse orders)
+        return self.exchange_manager.is_future and not symbols.parse_symbol(symbol).is_inverse()
+
     async def _create_market_sell_order(
         self, symbol, quantity, price=None, reduce_only: bool = False, params=None
         ) -> dict:
@@ -365,11 +395,12 @@ def fix_order(self, raw, symbol=None, **kwargs):
         return fixed
 
     def _adapt_order_type(self, fixed):
-        if order_type := fixed.get(ccxt_enums.ExchangeOrderCCXTColumns.TYPE.value, None):
-            is_stop = order_type.lower() in self.STOP_ORDERS
-            is_tp = order_type.lower() in self.TAKE_PROFITS_ORDERS
-            if is_stop or is_tp:
-                stop_price = fixed.get(ccxt_enums.ExchangeOrderCCXTColumns.STOP_PRICE.value, None)
+        order_info = fixed.get(ccxt_enums.ExchangeOrderCCXTColumns.INFO.value, {})
+        info_order_type = (order_info.get("type", {}) or order_info.get("orderType", None) or "").lower()
+        is_stop = info_order_type in self.STOP_ORDERS
+        is_tp = info_order_type in self.TAKE_PROFITS_ORDERS
+        if is_stop or is_tp:
+            if trigger_price := fixed.get(ccxt_enums.ExchangeOrderCCXTColumns.TRIGGER_PRICE.value, None):
                 selling = (
                     fixed.get(ccxt_enums.ExchangeOrderCCXTColumns.SIDE.value, None)
                     == trading_enums.TradeOrderSide.SELL.value
@@ -378,13 +409,15 @@ def _adapt_order_type(self, fixed):
                 trigger_above = False
                 if is_stop:
                     updated_type = trading_enums.TradeOrderType.STOP_LOSS.value
+                    # force price to trigger price
+                    fixed[trading_enums.ExchangeConstantsOrderColumns.PRICE.value] = trigger_price
                     trigger_above = not selling # sell stop loss triggers when price is lower than target
                 elif is_tp:
                     # updated_type = trading_enums.TradeOrderType.TAKE_PROFIT.value
                     # take profits are not yet handled as such: consider them as limit orders
                     updated_type = trading_enums.TradeOrderType.LIMIT.value # waiting for TP handling
                     if not fixed[trading_enums.ExchangeConstantsOrderColumns.PRICE.value]:
-                        fixed[trading_enums.ExchangeConstantsOrderColumns.PRICE.value] = stop_price # waiting for TP handling
+                        fixed[trading_enums.ExchangeConstantsOrderColumns.PRICE.value] = trigger_price # waiting for TP handling
                     trigger_above = selling # sell take profit triggers when price is higher than target
                 else:
                     self.logger.error(
@@ -393,6 +426,11 @@ def _adapt_order_type(self, fixed):
                 # stop loss and take profits are not tagged as such by ccxt, force it
                 fixed[trading_enums.ExchangeConstantsOrderColumns.TYPE.value] = updated_type
                 fixed[trading_enums.ExchangeConstantsOrderColumns.TRIGGER_ABOVE.value] = trigger_above
+            else:
+                self.logger.error(
+                    f"Unknown [{self.connector.exchange_manager.exchange_name}] order: stop order "
+                    f"with no trigger price, order: {fixed}"
+                )
         return fixed
 
     def fix_trades(self, raw, **kwargs):

Trading/Exchange/bitmart/bitmart_exchange.py

@@ -14,6 +14,8 @@
 #  You should have received a copy of the GNU Lesser General Public
 #  License along with this library.
 import typing
+import ccxt.async_support
+
 import octobot_trading.exchanges as exchanges
 import octobot_trading.exchanges.connectors.ccxt.constants as ccxt_constants
 import octobot_trading.enums as trading_enums
@@ -27,7 +29,43 @@ def _client_factory(
         force_unauth,
         keys_adapter: typing.Callable[[exchanges.ExchangeCredentialsData], exchanges.ExchangeCredentialsData]=None
     ) -> tuple:
-        return super()._client_factory(force_unauth, keys_adapter=self._keys_adapter)
+        client, is_authenticated = super()._client_factory(force_unauth, keys_adapter=self._keys_adapter)
+        if client:
+            client.handle_errors = self._patched_handle_errors_factory(client)
+        return client, is_authenticated
+
+    def _patched_handle_errors_factory(self, client: ccxt.async_support.Exchange):
+        self = client # set self to the client to use the client methods
+        def _patched_handle_errors(code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
+            # temporary patch waiting for CCXT fix (issue in ccxt 4.5.28)
+            if response is None:
+                return None
+            #
+            # spot
+            #
+            #     {"message":"Bad Request [to is empty]","code":50000,"trace":"f9d46e1b-4edb-4d07-a06e-4895fb2fc8fc","data":{}}
+            #     {"message":"Bad Request [from is empty]","code":50000,"trace":"579986f7-c93a-4559-926b-06ba9fa79d76","data":{}}
+            #     {"message":"Kline size over 500","code":50004,"trace":"d625caa8-e8ca-4bd2-b77c-958776965819","data":{}}
+            #     {"message":"Balance not enough","code":50020,"trace":"7c709d6a-3292-462c-98c5-32362540aeef","data":{}}
+            #     {"code":40012,"message":"You contract account available balance not enough.","trace":"..."}
+            #
+            # contract
+            #
+            #     {"errno":"OK","message":"INVALID_PARAMETER","code":49998,"trace":"eb5ebb54-23cd-4de2-9064-e090b6c3b2e3","data":null}
+            #
+            message = self.safe_string_lower(response, 'message') # PATCH
+            isErrorMessage = (message is not None) and (message != 'ok') and (message != 'success')
+            errorCode = self.safe_string(response, 'code')
+            isErrorCode = (errorCode is not None) and (errorCode != '1000')
+            if isErrorCode or isErrorMessage:
+                feedback = self.id + ' ' + body
+                self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
+                self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
+                self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
+                self.throw_broadly_matched_exception(self.exceptions['broad'], errorCode, feedback)
+                raise ccxt.ExchangeError(feedback)  # unknown message
+            return None
+        return _patched_handle_errors
 
     def _keys_adapter(self, creds: exchanges.ExchangeCredentialsData) -> exchanges.ExchangeCredentialsData:
         # use password as uid

Trading/Exchange/bybit/bybit_exchange.py

@@ -168,7 +168,13 @@ async def get_open_orders(self, symbol: str = None, since: int = None,
             orders += await super().get_open_orders(symbol=symbol, since=since, limit=limit, **kwargs)
         return orders
 
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
         # regular get order is not supported
         return await self.get_order_from_open_and_closed_orders(exchange_order_id, symbol=symbol, **kwargs)
 

Trading/Exchange/coinbase/coinbase_exchange.py

@@ -496,9 +496,15 @@ async def get_open_orders(self, symbol=None, since=None, limit=None, **kwargs) -
         return await super().get_open_orders(symbol=symbol, since=since, limit=limit, **kwargs)
 
     @_coinbase_retrier
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
         # override for retrier
-        return await super().get_order(exchange_order_id, symbol=symbol, **kwargs)
+        return await super().get_order(exchange_order_id, symbol=symbol, order_type=order_type, **kwargs)
 
     async def _create_market_stop_loss_order(self, symbol, quantity, price, side, current_price, params=None) -> dict:
         # warning coinbase only supports stop limit orders, stop markets are not available

Trading/Exchange/kucoin/kucoin_exchange.py

@@ -393,23 +393,28 @@ async def get_balance(self, **kwargs: dict):
             return balance
         return await super().get_balance(**kwargs)
 
+    def fetch_stop_order_in_different_request(self, symbol: str) -> bool:
+        # Override in tentacles when stop orders need to be fetched in a separate request from CCXT
+        # Kucoin uses the algo orders endpoint for all stop orders
+        return True
+
     @_kucoin_retrier
     async def get_open_orders(self, symbol=None, since=None, limit=None, **kwargs) -> list:
         if limit is None:
             # default is 50, The maximum cannot exceed 1000
             # https://www.kucoin.com/docs/rest/futures-trading/orders/get-order-list
             limit = 200
-        regular_orders = await super().get_open_orders(symbol=symbol, since=since, limit=limit, **kwargs)
-        stop_orders = []
-        if "stop" not in kwargs:
-            # add untriggered stop orders (different api endpoint)
-            kwargs["stop"] = True
-            stop_orders = await super().get_open_orders(symbol=symbol, since=since, limit=limit, **kwargs)
-        return regular_orders + stop_orders
+        return await super().get_open_orders(symbol=symbol, since=since, limit=limit, **kwargs)
 
     @_kucoin_retrier
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
-        return await super().get_order(exchange_order_id, symbol=symbol, **kwargs)
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
+        return await super().get_order(exchange_order_id, symbol=symbol, order_type=order_type, **kwargs)
 
     async def create_order(self, order_type: trading_enums.TraderOrderType, symbol: str, quantity: decimal.Decimal,
                            price: decimal.Decimal = None, stop_price: decimal.Decimal = None,

Trading/Exchange/mexc/mexc_exchange.py

@@ -245,10 +245,16 @@ async def get_closed_orders(self, symbol: str = None, since: int = None, limit:
             False
         )
 
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
         try:
             return await super().get_order(
-                exchange_order_id, symbol=symbol, **kwargs
+                exchange_order_id, symbol=symbol, order_type=order_type, **kwargs
             )
         except octobot_trading.errors.FailedRequest as err:
             if "Order does not exist" in str(err):

Trading/Exchange/okx/okx_exchange.py

@@ -267,6 +267,7 @@ def get_bundled_order_parameters(self, order, stop_loss_price=None, take_profit_
         return params
 
     async def _get_all_typed_orders(self, method, symbol=None, since=None, limit=None, **kwargs) -> list:
+        # todo replace by settings fetch_stop_order_in_different_request method when OKX will be stable again
         limit = self._fix_limit(limit)
         is_stop_order = kwargs.get("stop", False)
         if is_stop_order and self.connector.adapter.OKX_ORDER_TYPE not in kwargs:
@@ -294,10 +295,17 @@ async def get_closed_orders(self, symbol=None, since=None, limit=None, **kwargs)
             super().get_closed_orders, symbol=symbol, since=since, limit=limit, **kwargs
         )
 
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
         try:
-            kwargs = self._get_okx_order_params(exchange_order_id, **kwargs)
-            order = await super().get_order(exchange_order_id, symbol=symbol, **kwargs)
+            order = await super().get_order(
+                exchange_order_id, symbol=symbol, order_type=order_type, **kwargs
+            )
             return order
         except trading_errors.NotSupported:
             if kwargs.get("stop", False):
@@ -306,35 +314,31 @@ async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs:
                 return await self.get_order_from_open_and_closed_orders(exchange_order_id, symbol=symbol, **kwargs)
             raise
 
-    async def cancel_order(
-        self, exchange_order_id: str, symbol: str, order_type: trading_enums.TraderOrderType, **kwargs: dict
-    ) -> trading_enums.OrderStatus:
-        return await super().cancel_order(
-            exchange_order_id, symbol, order_type, **self._get_okx_order_params(exchange_order_id, order_type, **kwargs)
-        )
-
-    def _get_okx_order_params(self, exchange_order_id, order_type=None, **kwargs):
+    def order_request_kwargs_factory(
+        self, 
+        exchange_order_id: str, 
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None, 
+        **kwargs
+    ) -> dict:
         params = kwargs or {}
         try:
             if "stop" not in params:
-                order_type = order_type or \
-                             self.exchange_manager.exchange_personal_data.orders_manager.get_order(
-                                 None, exchange_order_id=exchange_order_id
-                             ).order_type
-                params["stop"] = trading_personal_data.is_stop_order(order_type) \
+                order_type = (
+                    order_type or 
+                    self.exchange_manager.exchange_personal_data.orders_manager.get_order(
+                        None, exchange_order_id=exchange_order_id
+                    ).order_type
+                )
+                params["stop"] = (
+                    trading_personal_data.is_stop_order(order_type)
                     or trading_personal_data.is_take_profit_order(order_type)
-        except KeyError:
-            pass
+                )
+        except KeyError as err:
+            self.logger.warning(
+                f"Order {exchange_order_id} not found in order manager: considering it a regular (no stop/take profit) order {err}"
+            )
         return params
 
-    async def _verify_order(self, created_order, order_type, symbol, price, quantity, side, get_order_params=None):
-
-        if trading_personal_data.is_stop_order(order_type) or trading_personal_data.is_take_profit_order(order_type):
-            get_order_params = get_order_params or {}
-            get_order_params["stop"] = True
-        return await super()._verify_order(created_order, order_type, symbol, price, quantity, side,
-                                           get_order_params=get_order_params)
-
     def _is_oco_order(self, params):
         return all(
             oco_order_param in (params or {})

Trading/Exchange/phemex/phemex_exchange.py

@@ -86,8 +86,16 @@ async def cancel_order(
             order_status = trading_enums.OrderStatus.CANCELED
         return order_status
 
-    async def get_order(self, exchange_order_id: str, symbol: str = None, **kwargs: dict) -> dict:
-        if order := await self.connector.get_order(symbol=symbol, exchange_order_id=exchange_order_id, **kwargs):
+    async def get_order(
+        self,
+        exchange_order_id: str,
+        symbol: typing.Optional[str] = None,
+        order_type: typing.Optional[trading_enums.TraderOrderType] = None,
+        **kwargs: dict
+    ) -> dict:
+        if order := await self.connector.get_order(
+            symbol=symbol, exchange_order_id=exchange_order_id, order_type=order_type, **kwargs
+        ):
             return order
         # try from closed orders (get_order is not returning filled or cancelled orders)
         if order := await self.get_order_from_open_and_closed_orders(exchange_order_id, symbol):

Trading/Exchange/polymarket/__init__.py

@@ -0,0 +1,18 @@
+#  Drakkar-Software OctoBot-Tentacles
+#  Copyright (c) Drakkar-Software, All rights reserved.
+#
+#  This library is free software; you can redistribute it and/or
+#  modify it under the terms of the GNU Lesser General Public
+#  License as published by the Free Software Foundation; either
+#  version 3.0 of the License, or (at your option) any later version.
+#
+#  This library is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+#  Lesser General Public License for more details.
+#
+#  You should have received a copy of the GNU Lesser General Public
+#  License along with this library.
+
+from .ccxt import CCXTPolymarketExchange, CCXTAsyncPolymarketExchange, CCXTProPolymarketExchange
+from .polymarket_exchange import Polymarket