def test_add_select_trade_in_history(self):
_, exchange_inst, trader_inst, trades_manager_inst = self.init_default()
self.stop(trader_inst)
assert len(trades_manager_inst.get_trade_history()) == 0
symbol = "BTC/USD"
new_order = SellLimitOrder(trader_inst)
new_order.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT], symbol, 90, 4, 90)
new_trade = Trade(exchange_inst, new_order)
# add new trade
trades_manager_inst.add_new_trade_in_history(new_trade)
assert len(trades_manager_inst.get_trade_history()) == 1
assert trades_manager_inst.get_trade_history()[0] == new_trade
# doesn't add an existing trade
trades_manager_inst.add_new_trade_in_history(new_trade)
assert len(trades_manager_inst.get_trade_history()) == 1
assert trades_manager_inst.get_trade_history()[0] == new_trade
# select trade
assert trades_manager_inst.select_trade_history() == trades_manager_inst.get_trade_history()
new_order2 = SellLimitOrder(trader_inst)
new_order2.new(OrderConstants.TraderOrderTypeClasses[TraderOrderType.SELL_LIMIT], "BTC/EUR", 90, 4, 90)
new_trade2 = Trade(exchange_inst, new_order2)
trades_manager_inst.add_new_trade_in_history(new_trade2)
assert len(trades_manager_inst.get_trade_history()) == 2
assert trades_manager_inst.select_trade_history(symbol) == [new_trade]
def notify_order_close(self,
order,
cancel=False,
cancel_linked_only=False):
# Cancel linked orders
for linked_order in order.get_linked_orders():
self.cancel_order(linked_order)
# If need to cancel the order call the method and no need to update the portfolio (only availability)
if cancel:
order_closed = None
orders_canceled = order.get_linked_orders() + [order]
self.cancel_order(order)
_, profitability_percent, profitability_diff = self.get_trades_manager(
).get_profitability_without_update()
elif cancel_linked_only:
order_closed = None
orders_canceled = order.get_linked_orders()
_, profitability_percent, profitability_diff = self.get_trades_manager(
).get_profitability_without_update()
else:
order_closed = order
orders_canceled = order.get_linked_orders()
# update portfolio with ended order
with self.get_order_portfolio(order) as pf:
pf.update_portfolio(order)
# debug purpose
profitability, profitability_percent, profitability_diff = self.get_trades_manager(
).get_profitability()
self.logger.info("Current portfolio profitability : {0}".format(
PrettyPrinter.portfolio_profitability_pretty_print(
profitability, profitability_percent,
self.get_trades_manager().get_reference())))
# add to trade history
self.trades_manager.add_new_trade_in_history(
Trade(self.exchange, order))
# remove order to open_orders
self.order_manager.remove_order_from_list(order)
profitability_activated = order_closed is not None
# update current order list with exchange
if not self.simulate:
self.update_open_orders(order.get_order_symbol())
# notification
order.get_order_notifier().end(order_closed, orders_canceled,
order.get_profitability(),
profitability_percent,
profitability_diff,
profitability_activated)
def create_order(self, order, portfolio, loaded=False):
linked_to = None
new_order = order
is_to_keep = True
is_already_in_history = False
# if this order is linked to another (ex : a sell limit order with a stop loss order)
if new_order.linked_to is not None:
new_order.linked_to.add_linked_order(new_order)
linked_to = new_order.linked_to
if not loaded:
if not self.simulate and not self.check_if_self_managed(new_order.get_order_type()):
created_order = self.exchange.create_order(new_order.get_order_type(),
new_order.get_order_symbol(),
new_order.get_origin_quantity(),
new_order.get_origin_price(),
new_order.origin_stop_price)
# get real order from exchange
new_order = self.parse_exchange_order_to_order_instance(created_order)
# rebind order notifier and linked portfolio to new order instance
new_order.order_notifier = order.get_order_notifier()
new_order.get_order_notifier().set_order(new_order)
new_order.linked_portfolio = portfolio
# update the availability of the currency in the portfolio
portfolio.update_portfolio_available(new_order, is_new_order=True)
title = "Order creation"
else:
new_order.set_is_from_this_octobot(False)
title = "Order loaded"
is_already_in_history = self.trades_manager.is_in_history(new_order)
if is_already_in_history or \
(new_order.get_status() != OrderStatus.OPEN and
new_order.get_status() != OrderStatus.PARTIALLY_FILLED):
is_to_keep = False
self.logger.info(f"{title} : {new_order.get_order_symbol()} | "
f"{new_order.get_order_type()} | "
f"Price : {new_order.get_origin_price()} | "
f"Quantity : {new_order.get_origin_quantity()} | "
f"Status : {new_order.get_status()} "
f"{'' if is_to_keep else ': will be archived in trades history if not already'}")
if is_to_keep:
# notify order manager of a new open order
self.order_manager.add_order_to_list(new_order)
elif not is_already_in_history:
self.trades_manager.add_new_trade_in_history(Trade(self.exchange, new_order))
# if this order is linked to another
if linked_to is not None:
new_order.add_linked_order(linked_to)
return new_order
async def test_get_total_paid_fees(self):
_, exchange_inst, trader_inst, trades_manager_inst = await self.init_default(
)
self.stop(trader_inst)
symbol = "BTC/USD"
new_order = SellLimitOrder(trader_inst)
new_order.new(TraderOrderType.SELL_LIMIT, symbol, 90, 4, 90)
new_order.fee = {
FeePropertyColumns.COST.value: 100,
FeePropertyColumns.CURRENCY.value: "BTC"
}
new_trade = Trade(exchange_inst, new_order)
trades_manager_inst.add_new_trade_in_history(new_trade)
assert trades_manager_inst.get_total_paid_fees() == {"BTC": 100}
new_order2 = SellLimitOrder(trader_inst)
new_order2.new(TraderOrderType.SELL_LIMIT, symbol, 90, 4, 90)
new_order2.fee = {
FeePropertyColumns.COST.value: 200,
FeePropertyColumns.CURRENCY.value: "PLOP"
}
new_trade2 = Trade(exchange_inst, new_order2)
trades_manager_inst.add_new_trade_in_history(new_trade2)
assert trades_manager_inst.get_total_paid_fees() == {
"BTC": 100,
"PLOP": 200
}
new_order3 = SellLimitOrder(trader_inst)
new_order3.new(TraderOrderType.SELL_LIMIT, symbol, 90, 4, 90)
new_order3.fee = {
FeePropertyColumns.COST.value: 0.01111,
FeePropertyColumns.CURRENCY.value: "PLOP"
}
new_trade3 = Trade(exchange_inst, new_order3)
trades_manager_inst.add_new_trade_in_history(new_trade3)
assert trades_manager_inst.get_total_paid_fees() == {
"BTC": 100,
"PLOP": 200.01111
}
def create_order(self, order, portfolio, loaded=False):
linked_to = None
new_order = order
is_to_keep = True
is_already_in_history = False
# if this order is linked to another (ex : a sell limit order with a stop loss order)
if new_order.linked_to is not None:
new_order.linked_to.add_linked_order(new_order)
linked_to = new_order.linked_to
if not loaded:
new_order = self._create_not_loaded_order(order, new_order,
portfolio)
title = "Order creation"
else:
new_order.set_is_from_this_octobot(False)
title = "Order loaded"
is_already_in_history = self.trades_manager.is_in_history(
new_order)
if is_already_in_history or \
(new_order.get_status() != OrderStatus.OPEN and
new_order.get_status() != OrderStatus.PARTIALLY_FILLED):
is_to_keep = False
self.logger.info(
f"{title} : {new_order.get_order_symbol()} | "
f"{new_order.get_order_type()} | "
f"Price : {new_order.get_origin_price()} | "
f"Quantity : {new_order.get_origin_quantity()} | "
f"Status : {new_order.get_status()} "
f"{'' if is_to_keep else ': will be archived in trades history if not already'}"
)
if is_to_keep:
# notify order manager of a new open order
self.order_manager.add_order_to_list(new_order)
elif not is_already_in_history:
self.trades_manager.add_new_trade_in_history(
Trade(self.exchange, new_order))
# if this order is linked to another
if linked_to is not None:
new_order.add_linked_order(linked_to)
return new_order
def notify_order_close(self, order):
# Cancel linked orders
for linked_order in order.get_linked_orders():
linked_order.cancel_order()
self.order_manager.remove_order_from_list(linked_order)
# update portfolio with ended order
self.portfolio.update_portfolio_available(order, False)
_, profitability_percent, profitability_diff = self.portfolio.update_portfolio(
order)
# add to trade history
self.trades_manager.add_new_trade(Trade(self.exchange, order))
# remove order to open_orders
self.order_manager.remove_order_from_list(order)
# notification
order.get_order_notifier().end(order, order.get_linked_orders(),
profitability_diff,
profitability_percent)
def parse_exchange_order_to_trade_instance(self, order):
order_inst = self.parse_exchange_order_to_order_instance(order)
trade = Trade(self.exchange, order_inst)
self.trades_manager.add_new_trade_in_history(trade)
