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[Exchanges] handle MAX_FETCHED_OHLCV_COUNT #1398

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merged 3 commits into from
Dec 26, 2024
Merged

[Exchanges] handle MAX_FETCHED_OHLCV_COUNT #1398

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b53329f
[Exchanges] handle MAX_FETCHED_OHLCV_COUNT
GuillaumeDSM Dec 18, 2024
ede03ac
[Kucoin] fix parsing
GuillaumeDSM Dec 26, 2024
79892f5
[TV] handle reduce_only quantity
GuillaumeDSM Dec 26, 2024
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2 changes: 1 addition & 1 deletion Trading/Exchange/kucoin/kucoin_exchange.py
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Original file line number Diff line number Diff line change
Expand Up @@ -483,7 +483,7 @@ def fix_order(self, raw, symbol=None, **kwargs):
fixed = super().fix_order(raw, symbol=symbol, **kwargs)
self._ensure_fees(fixed)
if self.connector.exchange_manager.is_future and \
fixed[trading_enums.ExchangeConstantsOrderColumns.COST.value] is not None:
fixed.get(trading_enums.ExchangeConstantsOrderColumns.COST.value) is not None:
fixed[trading_enums.ExchangeConstantsOrderColumns.COST.value] = \
fixed[trading_enums.ExchangeConstantsOrderColumns.COST.value] * \
float(raw_order_info.get(self.KUCOIN_LEVERAGE, 1))
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4 changes: 4 additions & 0 deletions Trading/Exchange/okx/okx_exchange.py
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Expand Up @@ -112,6 +112,10 @@ class Okx(exchanges.RestExchange):
DEFAULT_CONNECTOR_CLASS = OkxConnector
MAX_PAGINATION_LIMIT: int = 100 # value from https://www.okex.com/docs/en/#spot-orders_pending

# set when the exchange returns nothing when fetching historical candles with a too early start time
# (will iterate historical OHLCV requests over this window)
MAX_FETCHED_OHLCV_COUNT = 100

# Okx default take profits are market orders
# note: use BUY_MARKET and SELL_MARKET since in reality those are conditional market orders, which behave the same
# way as limit order but with higher fees
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16 changes: 8 additions & 8 deletions Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
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Expand Up @@ -278,18 +278,18 @@ async def _parse_order_details(self, ctx, parsed_data):
ctx, parsed_data, f"{TradingViewSignalsTradingMode.TAKE_PROFIT_PRICE_KEY}_", math.nan
)
allow_holdings_adaptation = parsed_data.get(TradingViewSignalsTradingMode.ALLOW_HOLDINGS_ADAPTATION_KEY, False)

reduce_only = parsed_data.get(TradingViewSignalsTradingMode.REDUCE_ONLY_KEY, False)
amount = await self._parse_volume(
ctx, parsed_data, parsed_side, target_price, allow_holdings_adaptation, reduce_only
)
order_data = {
TradingViewSignalsModeConsumer.PRICE_KEY: target_price,
TradingViewSignalsModeConsumer.VOLUME_KEY: await self._parse_volume(
ctx, parsed_data, parsed_side, target_price, allow_holdings_adaptation
),
TradingViewSignalsModeConsumer.VOLUME_KEY: amount,
TradingViewSignalsModeConsumer.STOP_PRICE_KEY: stop_price,
TradingViewSignalsModeConsumer.STOP_ONLY: order_type == TradingViewSignalsTradingMode.STOP_SIGNAL,
TradingViewSignalsModeConsumer.TAKE_PROFIT_PRICE_KEY: tp_price,
TradingViewSignalsModeConsumer.ADDITIONAL_TAKE_PROFIT_PRICES_KEY: additional_tp_prices,
TradingViewSignalsModeConsumer.REDUCE_ONLY_KEY:
parsed_data.get(TradingViewSignalsTradingMode.REDUCE_ONLY_KEY, False),
TradingViewSignalsModeConsumer.REDUCE_ONLY_KEY: reduce_only,
TradingViewSignalsModeConsumer.TAG_KEY:
parsed_data.get(TradingViewSignalsTradingMode.TAG_KEY, None),
TradingViewSignalsModeConsumer.EXCHANGE_ORDER_IDS:
Expand All @@ -313,15 +313,15 @@ async def _parse_price(self, ctx, parsed_data, key, default):
)
return target_price

async def _parse_volume(self, ctx, parsed_data, side, target_price, allow_holdings_adaptation):
async def _parse_volume(self, ctx, parsed_data, side, target_price, allow_holdings_adaptation, reduce_only):
user_volume = str(parsed_data.get(TradingViewSignalsTradingMode.VOLUME_KEY, 0))
if user_volume == "0":
return trading_constants.ZERO
return await script_keywords.get_amount_from_input_amount(
context=ctx,
input_amount=user_volume,
side=side,
reduce_only=False,
reduce_only=reduce_only,
is_stop_order=False,
use_total_holding=False,
target_price=target_price,
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