[Exchanges] set fetch_stop_order_in_different_request

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:
@@ -286,7 +286,7 @@ def get_order_additional_params(self, order) -> dict:
             params["reduceOnly"] = order.reduce_only
         return params
 
-    def _order_request_kwargs_factory(
+    def order_request_kwargs_factory(
         self, 
         exchange_order_id: str, 
         order_type: typing.Optional[trading_enums.TraderOrderType] = None, 
@@ -311,6 +311,11 @@ def _order_request_kwargs_factory(
             )
         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:

Trading/Exchange/kucoin/kucoin_exchange.py

@@ -393,19 +393,18 @@ 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(

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:
@@ -313,7 +314,7 @@ async def get_order(
                 return await self.get_order_from_open_and_closed_orders(exchange_order_id, symbol=symbol, **kwargs)
             raise
 
-    def _order_request_kwargs_factory(
+    def order_request_kwargs_factory(
         self, 
         exchange_order_id: str, 
         order_type: typing.Optional[trading_enums.TraderOrderType] = None,