3.0.20

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 3.0.20 - 2025-02-06
+### Update
+* `Bybit`: checking for the minimum/maximum Buy/Sell orders price is [excluded](https://announcements.bybit.com/article/title-adjustments-to-bybit-s-spot-trading-limit-order-mechanism-blt786c0c5abf865983/)
+* Bump requirements
+* Some minor improvements
+
 ## 3.0.19 - 2025-01-27
 ### Fix
 * `on_balance_update_ex`: calculating initial balance for opposite coin in Reverse cycle

README.md

@@ -26,6 +26,7 @@ All risks and possible losses associated with use of this strategy lie with you.
 Strongly recommended that you test the strategy in the demo mode before using real bidding.
 
 ## Important notices
+* After update to `3.0.20` the config files `cli_XX_AAABBB.py` must be updated from [template](https://github.com/DogsTailFarmer/martin-binance/tree/public/martin_binance/templates)
 * After update to `3.0.17`, the configuration file `exch_srv_cfg.toml` for [exchanges-wrapper](https://github.com/DogsTailFarmer/exchanges-wrapper) must be updated. [Use templates for reference.](https://github.com/DogsTailFarmer/exchanges-wrapper/blob/master/exchanges_wrapper/exch_srv_cfg.toml.template)
 * After update to `3.0.17`, the configuration file `ms_cfg.toml` must be updated. [Use templates for reference.](https://github.com/DogsTailFarmer/martin-binance/blob/f0a0e5f9a7ceba3919ea0087f1b9f4e0d1bc95b6/martin_binance/templates/ms_cfg.toml)
 * The config files `cli_XX_AAABBB.py` also must be updated from [template](https://github.com/DogsTailFarmer/martin-binance/tree/public/martin_binance/templates)

martin_binance/__init__.py

@@ -6,7 +6,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.19"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 

martin_binance/executor.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021-2025 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.19"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = 'https://github.com/DogsTailFarmer'
 ##################################################################
@@ -129,6 +129,7 @@ def __init__(self, call_super=True):
         self.tp_part_free = False  # + Can use TP part amount for converting to grid orders
         self.ts_grid_update = self.get_time()  # - When updated grid
         self.wait_wss_refresh = {}  # -
+        self.place_grid_part_after_tp = True  # -
         #
         schedule.every(5).minutes.do(self.event_grid_update)
         schedule.every(5).seconds.do(self.event_processing)
@@ -460,8 +461,13 @@ def event_processing(self):
                 self.start_reverse_time = self.get_time()
 
     def event_update_tp(self):
-        if ADAPTIVE_TRADE_CONDITION and self.stable_state() \
-              and self.tp_order_id and not self.tp_part_amount_first and self.get_time() - self.tp_order[3] > 60 * 15:
+        if (
+            ADAPTIVE_TRADE_CONDITION
+            and self.stable_state()
+            and self.tp_order_id
+            and self.get_time() - self.tp_order[3] > TP_REFRESH
+            and not self.tp_part_amount_first
+        ):
             self.message_log("Update TP order", color=Style.B_WHITE)
             self.place_profit_order()
 
@@ -502,6 +508,7 @@ def _common_stable_conditions(self):
             and not self.start_after_shift
             and not self.tp_hold
             and not self.tp_order_hold
+            and not self.tp_wait_id
             and not self.orders_init
             and self.command != 'stopped'
         )
@@ -620,10 +627,24 @@ def restore_strategy_state(self, strategy_state: Dict[str, str] = None, restore=
                 self.message_log("Continue update grid", tlg=True)
                 self.grid_remove = True
                 self.cancel_grid()
-            elif not self.orders_grid and not self.orders_hold and not self.orders_save and not self.tp_order_id:
+            elif (
+                    not self.orders_grid
+                    and not self.orders_hold
+                    and not self.orders_save
+                    and not self.orders_init
+                    and not self.tp_order_id
+                    and not self.tp_wait_id
+            ):
                 self.message_log("Restore, Restart", tlg=True)
                 self.start()
-            if not self.tp_order_id and self.stable_state():
+            if self.orders_init:
+                for order_id in self.orders_init.get_id_list():
+                    self.message_log("Restore, wait grid orders", tlg=True)
+                    self.check_created_order(order_id, "Grid order event was missed into reload")
+            if self.tp_wait_id:
+                self.message_log("Restore, wait TP order", tlg=True)
+                self.check_created_order(self.tp_wait_id, "TP order event was missed into reload")
+            elif not self.tp_order_id and self.stable_state():
                 self.message_log("Restore, no TP order, replace", tlg=True)
                 self.place_profit_order()
 
@@ -1857,8 +1878,7 @@ def place_grid_part(self) -> None:
                         i['buy'],
                         i['amount'],
                         i['price'],
-                        check=True,
-                        price_limit_rules=True
+                        check=True
                     )
                     if waiting_order_id:
                         self.orders_init.append_order(waiting_order_id, i['buy'], i['amount'], i['price'])
@@ -2137,30 +2157,12 @@ def check_min_amount(self, amount=O_DEC, price=O_DEC, for_tp=True, by_market=Fal
                     _amount = self.deposit_first
         return self.round_truncate(_amount, base=True) >= min_trade_amount
 
-    def place_limit_order_check(
-            self,
-            buy: bool,
-            amount: Decimal,
-            price: Decimal,
-            check=False,
-            price_limit_rules=False
-    ) -> int:
+    def place_limit_order_check(self, buy: bool, amount: Decimal, price: Decimal, check=False) -> int:
         """
         Before place limit order checking trade conditions and correct price
         """
         if self.command == 'stopped':
             return 0
-        if price_limit_rules:
-            tcm = self.get_trading_capability_manager()
-            _price = self.get_buffered_ticker().last_price or self.avg_rate
-            if ((buy and price < tcm.get_min_buy_price(_price)) or
-                    (not buy and price > tcm.get_max_sell_price(_price))):
-                self.message_log(
-                    f"{'Buy' if buy else 'Sell'} price {price} is out of trading range, will try later",
-                    log_level=logging.WARNING,
-                    color=Style.YELLOW
-                )
-                return 0
         _price = price
         if check:
             order_book = self.get_buffered_order_book()
@@ -2572,7 +2574,7 @@ def on_place_order_success(self, place_order_id: int, order: Order) -> None:
             if self.tp_hold or self.tp_cancel or self.tp_cancel_from_grid_handler:
                 self.cancel_order_id = self.tp_order_id
                 self.cancel_order(self.tp_order_id)
-            else:
+            elif self.place_grid_part_after_tp:
                 self.place_grid_part()
         else:
             self.message_log(f"Did not have waiting order {place_order_id}", logging.ERROR)
@@ -2585,6 +2587,7 @@ def on_place_order_error(self, place_order_id: int, error: str) -> None:
             self.orders_init.remove(place_order_id)
             self.orders_hold.orders_list.append(_order)
             self.orders_hold.sort(self.cycle_buy)
+            self.place_grid_part_after_tp = False
             if self.cancel_grid_hold:
                 self.message_log('Continue remove grid orders', color=Style.B_WHITE)
                 self.cancel_grid_hold = False

martin_binance/lib.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.2"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -354,7 +354,7 @@ class TradingCapabilityManager:
         "max_price",
     )
 
-    def __init__(self, _exchange_info_symbol, price_limit_rules):
+    def __init__(self, _exchange_info_symbol):
         self.base_asset_precision = int(_exchange_info_symbol.get('baseAssetPrecision'))
         self.quote_asset_precision = int(_exchange_info_symbol.get('quoteAssetPrecision'))
         self.min_qty = Decimal(_exchange_info_symbol['filters']['lotSize']['minQty'])
@@ -367,12 +367,8 @@ def __init__(self, _exchange_info_symbol, price_limit_rules):
         self.tick_size = Decimal(_exchange_info_symbol['filters']['priceFilter']['tickSize'].rstrip('0'))
         self.min_price = Decimal(_exchange_info_symbol['filters']['priceFilter']['minPrice'])
         self.max_price = Decimal(_exchange_info_symbol['filters']['priceFilter']['maxPrice'])
-        if price_limit_rules:
-            self.multiplier_up = 1 + price_limit_rules / 100
-            self.multiplier_down = 1 - price_limit_rules / 100
-        else:
-            self.multiplier_up = Decimal(_exchange_info_symbol['filters']['percentPrice']['multiplierUp'])
-            self.multiplier_down = Decimal(_exchange_info_symbol['filters']['percentPrice']['multiplierDown'])
+        self.multiplier_up = Decimal(_exchange_info_symbol['filters']['percentPrice']['multiplierUp'])
+        self.multiplier_down = Decimal(_exchange_info_symbol['filters']['percentPrice']['multiplierDown'])
 
     def __call__(self):
         return self

martin_binance/params.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021-2025 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.17"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -15,9 +15,9 @@
 __all__ = [
     'SYMBOL', 'EXCHANGE', 'ID_EXCHANGE', 'FEE_MAKER', 'FEE_TAKER', 'FEE_FIRST', 'FEE_SECOND', 'FEE_BNB',
     'SAVE_ASSET', 'GRID_MAX_COUNT', 'START_ON_BUY', 'AMOUNT_FIRST', 'USE_ALL_FUND', 'AMOUNT_SECOND',
-    'PRICE_SHIFT', 'PRICE_LIMIT_RULES', 'ROUND_BASE', 'ROUND_QUOTE', 'PROFIT', 'PROFIT_MAX', 'OVER_PRICE', 'ORDER_Q',
+    'PRICE_SHIFT', 'ROUND_BASE', 'ROUND_QUOTE', 'PROFIT', 'PROFIT_MAX', 'OVER_PRICE', 'ORDER_Q',
     'MARTIN', 'SHIFT_GRID_DELAY', 'GRID_UPDATE_INTERVAL', 'STATUS_DELAY', 'GRID_ONLY', 'LOG_LEVEL',
-    'HOLD_TP_ORDER_TIMEOUT', 'COLLECT_ASSETS', 'GRID_ONLY_DELAY', 'ADAPTIVE_TRADE_CONDITION',
+    'HOLD_TP_ORDER_TIMEOUT', 'COLLECT_ASSETS', 'GRID_ONLY_DELAY', 'TP_REFRESH', 'ADAPTIVE_TRADE_CONDITION',
     'BB_CANDLE_SIZE_IN_MINUTES', 'BB_NUMBER_OF_CANDLES', 'KBB', 'LINEAR_GRID_K', 'ADX_CANDLE_SIZE_IN_MINUTES',
     'ADX_NUMBER_OF_CANDLES', 'ADX_PERIOD', 'ADX_THRESHOLD', 'ADX_PRICE_THRESHOLD', 'REVERSE', 'REVERSE_TARGET_AMOUNT',
     'REVERSE_INIT_AMOUNT', 'REVERSE_STOP', 'HEAD_VERSION', 'LOAD_LAST_STATE', 'LAST_STATE_FILE', 'VPS_NAME', 'PARAMS',
@@ -48,7 +48,6 @@
 USE_ALL_FUND = bool()
 AMOUNT_SECOND = Decimal()
 PRICE_SHIFT = Decimal()
-PRICE_LIMIT_RULES = Decimal()
 # Round pattern
 ROUND_BASE = str()
 ROUND_QUOTE = str()
@@ -67,6 +66,7 @@
 HOLD_TP_ORDER_TIMEOUT = 30
 COLLECT_ASSETS = bool()
 GRID_ONLY_DELAY = 150  # sec delay before try restart GRID_ONLY cycle
+TP_REFRESH = 60 * 10  # sec between TP refresh
 #
 ADAPTIVE_TRADE_CONDITION = bool()
 BB_CANDLE_SIZE_IN_MINUTES = int()

martin_binance/strategy_base.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021-2025 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.19"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -262,6 +262,9 @@ def place_limit_order(self, buy: bool, amount: Decimal, price: Decimal) -> int:
     def cancel_order(self, order_id: int, cancel_all=False) -> None:
         self.tasks_manage(self.cancel_order_call(order_id, cancel_all))
 
+    def check_created_order(self, order_id: int, msg: str) -> None:
+        self.tasks_manage(self.fetch_created_order(order_id, msg))
+
     def message_log(self, msg: str, log_level=logging.INFO, tlg=False, color=Style.WHITE, tlg_inline=False) -> None:
         if prm.LOGGING:
             if tlg and color == Style.WHITE:
@@ -277,8 +280,8 @@ def message_log(self, msg: str, log_level=logging.INFO, tlg=False, color=Style.W
                     tqdm.write(f"{datetime.fromtimestamp(self.get_time()).strftime('%H:%M:%S.%f')[:-3]} {color_msg}")
             if prm.MODE in ('T', 'TC'):
                 logger.log(log_level, msg)
+                self.status_time = self.get_time()
                 if tlg and self.tlg_client:
-                    self.status_time = self.get_time()
                     self.tasks_manage(
                         self.tlg_client.post_message(msg, inline_buttons=tlg_inline and prm.TLG_INLINE)
                     )
@@ -1013,7 +1016,7 @@ async def get_exchange_info(self, _request, _symbol):
                 self.message_log(f"Exception get_exchange_info: {_ex}")
             else:
                 self.info_symbol = _exchange_info_symbol.to_pydict()
-                self.tcm = TradingCapabilityManager(self.info_symbol, prm.PRICE_LIMIT_RULES)
+                self.tcm = TradingCapabilityManager(self.info_symbol)
                 if prm.MODE == 'S':
                     break
             await asyncio.sleep(600)
@@ -1131,15 +1134,18 @@ async def create_limit_order(self, _id: int, buy: bool, amount: str, price: str)
         finally:
             if prm.MODE in ('T', 'TC') and _fetch_order:
                 await asyncio.sleep(HEARTBEAT)
-                res = await self.fetch_order(0, str(_id), _filled_update_call=True)
-                if res.get('status') in ('NEW', 'PARTIALLY_FILLED', 'FILLED'):
-                    await self.create_order_handler(_id, res)
-                else:
-                    self.on_place_order_error(_id, msg)
+                await self.fetch_created_order(_id, msg)
+
+    async def fetch_created_order(self, _id, msg):
+        res = await self.fetch_order(0, str(_id), _filled_update_call=True)
+        if res.get('status') in ('NEW', 'PARTIALLY_FILLED', 'FILLED'):
+            await self.create_order_handler(_id, res)
+        else:
+            self.on_place_order_error(_id, msg)
 
     async def create_order_handler(self, _id, result):
         # print(f"create_order_handler.result: {result}")
-        if self.order_init_exist(_id) and not self.order_exist(result['orderId']):
+        if self.order_init_exist(_id):  # and not self.order_exist(result['orderId']):
             order = Order(result)
             self.orders[order.id] = order
             self.on_place_order_success(_id, order)
@@ -1437,8 +1443,13 @@ async def buffered_orders(self):
                     self.message_log(f"Trying set RATE_LIMITER to {self.rate_limiter}s", log_level=logging.WARNING)
                     await asyncio.sleep(ORDER_TIMEOUT)
                     try:
-                        await self.send_request(self.stub.reset_rate_limit, mr.OpenClientConnectionId,
-                                                rate_limiter=self.rate_limiter)
+                        res = await self.send_request(
+                            self.stub.reset_rate_limit,
+                            mr.OpenClientConnectionId,
+                            rate_limiter=self.rate_limiter
+                        )
+                        if res and res.success:
+                            self.message_log(f"RATE_LIMITER was set to {self.rate_limiter}s", log_level=logging.INFO)
                     except Exception as ex_4:
                         self.message_log(f"Exception buffered_orders 4: Set RATE_LIMITER failed: {ex_4}",
                                          log_level=logging.WARNING)
@@ -1505,7 +1516,7 @@ async def wss_init(self):
                 await self.wss_wait_init()
         else:
             self.message_log("Init WSS failed, retry", log_level=logging.WARNING)
-            await asyncio.sleep(random.randint(HEARTBEAT, HEARTBEAT * 5))  # /NOSONAR
+            await asyncio.sleep(random.randint(HEARTBEAT, HEARTBEAT * 5))  # NOSONAR python:S2245
             self.wss_fire_up = True
 
     def wss_cancel_tasks(self):
@@ -1560,8 +1571,8 @@ async def main(self, _symbol):  # /NOSONAR
                     else:
                         active_orders = list(map(json.loads, _active_orders.orders))
                         for order in active_orders:
-                            print(f"Order: {order['orderId']}, side: {order['side']}, amount: {order['origQty']}"
-                                  f" price:{order['price']}, status: {order['status']}")
+                            print(f"Order: {order['orderId']}({order['clientOrderId']}), side: {order['side']},"
+                                  f" amount: {order['origQty']}, price:{order['price']}, status: {order['status']}")
                     # Try load last strategy state from saved files
                     last_state = load_last_state(prm.LAST_STATE_FILE)
                     restore_state = bool(last_state)
@@ -1696,9 +1707,8 @@ async def main(self, _symbol):  # /NOSONAR
                     )
 
                     self.orders = jsonpickle.decode(last_state.pop(MS_ORDERS, '{}'), keys=True)
-                    orders_keys = self.orders.keys()
                     for _id in exch_orders_ids:
-                        if _id not in orders_keys:
+                        if _id not in self.orders.keys():
                             _order = next((_o for _o in active_orders if int(_o["orderId"]) == _id))
                             self.orders[_id] = Order(_order)
                             self.message_log(

martin_binance/telegram_proxy/tlg_client.py

@@ -19,7 +19,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2025 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.17"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -107,6 +107,9 @@ async def connect(self):
                 delay += random.randint(1, 15)  # NOSONAR python:S2245
                 logger.warning(f"Try connecting to Telegram proxy, retrying in {delay} second... ")
                 await asyncio.sleep(delay)
+            except ssl.SSLCertVerificationError as e:
+                logger.error(f"Connect to Telegram proxy failed: {e}")
+                break
 
     async def post_message(self, text, inline_buttons=False, reraise=False) -> tlg.Response:
         try:
@@ -125,6 +128,8 @@ async def post_message(self, text, inline_buttons=False, reraise=False) -> tlg.R
                 self.tasks_manage(self.connect())
             elif reraise:
                 raise
+        except ssl.SSLCertVerificationError as e:
+            logger.error(f"Post message to Telegram proxy failed: {e}")
         except (asyncio.CancelledError, KeyboardInterrupt):
             pass  # user interrupt
 
@@ -141,6 +146,8 @@ async def get_update(self) -> tlg.Response:
                 self.tasks_manage(self.connect())
         except (asyncio.CancelledError, KeyboardInterrupt):
             pass  # user interrupt
+        except ssl.SSLCertVerificationError as e:
+            logger.error(f"Get update from Telegram proxy failed: {e}")
 
     def close(self):
         self.channel.close()

martin_binance/templates/cli_0_BTCUSDT.py

@@ -7,7 +7,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021-2025 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.17"
+__version__ = "3.0.20"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 """
@@ -57,8 +57,6 @@
 ex.USE_ALL_FUND = False  # Use all available fund for initial cycle or alltime for GRID_ONLY
 ex.AMOUNT_SECOND = Decimal('1000.0')  # Deposit for Buy cycle in second currency
 ex.PRICE_SHIFT = Decimal('0.01')  # 'No market' shift price in % from current bid/ask price
-# Search next parameter on Bybit https://www.bybit.com/en/announcement-info/spot-trading-rules/
-ex.PRICE_LIMIT_RULES = Decimal('0')  # +-% from last ticker price. Use on Bybit only. 0 - disable
 # Round pattern, set pattern 1.0123456789 or if not set used exchange settings
 ex.ROUND_BASE = str()
 ex.ROUND_QUOTE = str()