2.1.2

CHANGELOG.md

@@ -1,12 +1,18 @@
+## 2.1.2 - 2024-02-17
+### Fix
+* Create limit order error handler
+* Start simulate mode from saved state
+
 ## 2.1.1 - 2024-02-16
 ### Fix
 * `check_min_amount()`
 * `restore_strategy_state()`
+* Fix issue with csv empty lines on windows (#71)
 
 ## 2.1.0 - 2024-02-16
 ### Added for new features
 :rocket: Complete cyclic optimization of strategy parameters based on [`optuna` framework](https://optuna.readthedocs.io/en/stable/index.html)
-For reference see [Back testing and parameters optimization](https://github.com/DogsTailFarmer/martin-binance/wiki/Back-testing-and-parameters-optimization)
+For reference see [Parameters optimization](https://github.com/DogsTailFarmer/martin-binance/wiki/Back-testing-and-parameters-optimization#parameters-optimization)
 
 ### Update
 * `cancel_order_call`: added timeout handler

martin_binance/__init__.py

@@ -6,7 +6,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.1"
+__version__ = "2.1.2"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 

martin_binance/executor.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.1"
+__version__ = "2.1.2"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = 'https://github.com/DogsTailFarmer'
 ##################################################################
@@ -2801,48 +2801,21 @@ def on_place_order_success(self, place_order_id: int, order: Order) -> None:
         else:
             self.message_log(f"Did not have waiting order id for {place_order_id}", LogLevel.ERROR)
 
-    def on_place_order_error_string(self, place_order_id: int, error: str) -> None:
+    def on_place_order_error(self, place_order_id: int, error: str) -> None:
         # Check all orders on exchange if exists required
         self.message_log(f"On place order {place_order_id} error: {error}", LogLevel.ERROR, tlg=True)
-        open_orders = self.get_buffered_open_orders()
-        order = None
         if self.orders_init.exist(place_order_id):
-            order = self.orders_init.find_order(open_orders, place_order_id)
+            _order = self.orders_init.get_by_id(place_order_id)
+            self.orders_init.remove(place_order_id)
+            self.orders_hold.orders_list.append(_order)
+            self.orders_hold.sort(self.cycle_buy)
+            if self.cancel_grid_hold:
+                self.message_log('Continue remove grid orders', color=Style.B_WHITE)
+                self.cancel_grid_hold = False
+                self.cancel_grid()
         elif place_order_id == self.tp_wait_id:
-            for k, o in enumerate(open_orders):
-                if (o.buy == self.tp_order[0] and
-                        o.amount == self.tp_order[1] and
-                        o.price == self.tp_order[2]):
-                    order = open_orders[k]
-        if order:
-            self.message_log(f"Order {place_order_id} placed", tlg=True)
-            self.on_place_order_success(place_order_id, order)
-        else:
-            self.message_log(f"Trying place order {place_order_id} one more time", tlg=True)
-            if self.orders_init.exist(place_order_id):
-                _order = self.orders_init.get_by_id(place_order_id)
-                self.orders_init.remove(place_order_id)
-                if self.cancel_grid_hold:
-                    self.message_log('Continue remove grid orders', color=Style.B_WHITE)
-                    self.cancel_grid_hold = False
-                    self.cancel_grid()
-                if self.check_min_amount(_order['amount'], _order['price'], for_tp=False):
-                    waiting_order_id = self.place_limit_order_check(
-                        _order['buy'],
-                        _order['amount'],
-                        _order['price'],
-                        check=True,
-                        price_limit_rules=True
-                    )
-                    if waiting_order_id:
-                        _order['id'] = waiting_order_id
-                        self.orders_init.orders_list.append(_order)
-                else:
-                    self.message_log(f"Too small amount for order: {place_order_id}", color=Style.B_WHITE)
-                    self.grid_update(force=True)
-            elif place_order_id == self.tp_wait_id:
-                self.tp_wait_id = None
-                self.tp_error = True
+            self.tp_wait_id = None
+            self.tp_error = True
 
     def on_cancel_order_success(self, order_id: int, cancel_all=False) -> None:
         if order_id == self.cancel_grid_order_id:

martin_binance/margin_wrapper.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "2.1.0"
+__version__ = "2.1.2"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -23,6 +23,7 @@
 import queue
 import pyarrow as pa
 import pyarrow.parquet as pq
+from shutil import rmtree
 
 from colorama import init as color_init
 from decimal import Decimal, ROUND_FLOOR, ROUND_CEILING, ROUND_HALF_EVEN
@@ -1447,12 +1448,14 @@ async def create_limit_order(_id: int, buy: bool, amount: str, price: str) -> No
             if _id in cls.wait_order_id:
                 # Supress call strategy handler
                 cls.wait_order_id.remove(_id)
+
             _level = LogLevel.CRITICAL
         else:
             _fetch_order = True
             _level = LogLevel.ERROR
-        cls.strategy.message_log(f"Exception creating order {_id}: {status_code.name}, {ex.details()}",
-                                 log_level=_level)
+
+        cls.strategy.on_place_order_error(_id, f"{status_code.name}, {ex.details()}")
+
     except Exception as _ex:
         _fetch_order = True
         cls.strategy.message_log(f"Exception creating order {_id}: {_ex}")
@@ -1503,7 +1506,7 @@ async def place_limit_order_timeout(_id):
     await asyncio.sleep(ORDER_TIMEOUT)
     if _id in cls.wait_order_id:
         cls.wait_order_id.remove(_id)
-        cls.strategy.on_place_order_error_string(_id, 'Place order timeout')
+        cls.strategy.on_place_order_error(_id, 'Place order timeout')
 
 
 async def cancel_order_call(_id: int, cancel_all=False, count=0):
@@ -1750,7 +1753,8 @@ def _back_test_handler_ext(cls):
     df_grid_sell.to_pickle(Path(session_path, "sell.pkl"))
     df_grid_buy.to_pickle(Path(session_path, "buy.pkl"))
     copy(ms.PARAMS, Path(session_path, Path(ms.PARAMS).name))
-    print(f"Session data saved to: {session_path}")
+    if ms.LOGGING:
+        print(f"Session data saved to: {session_path}")
 
 
 def order_book_prepare(_order_book: {}) -> {}:
@@ -2057,6 +2061,7 @@ async def main(_symbol):
             #
             if ms.MODE == 'TC':
                 BACKTEST_PATH.mkdir(parents=True, exist_ok=True)
+                rmtree(cls.session_root, ignore_errors=True)
                 cls.session_root.mkdir(parents=True, exist_ok=True)
                 # noinspection PyUnboundLocalVariable
                 raw_path.mkdir(parents=True, exist_ok=True)
@@ -2153,8 +2158,7 @@ async def main(_symbol):
                 cls.strategy.cycle_time = datetime.utcnow()
                 if cls.state_file.exists():
                     restore_state_before_backtesting(cls)
-                else:
-                    cls.strategy.start()
+                cls.strategy.start()
         if restored:
             loop.create_task(heartbeat(cls.session))
             loop.create_task(save_to_csv())