 }})
-
+
{{ m_editable_config.editable_key( config_symbols, crypto_currency, "crypto-currencies_" + crypto_currency, diff --git a/Services/Interfaces/web_interface/templates/components/config/exchange_card.html b/Services/Interfaces/web_interface/templates/components/config/exchange_card.html index 58a885fb9..20fe60fe5 100644 --- a/Services/Interfaces/web_interface/templates/components/config/exchange_card.html +++ b/Services/Interfaces/web_interface/templates/components/config/exchange_card.html @@ -6,7 +6,7 @@
-
+
{{exchange}}
diff --git a/Services/Interfaces/web_interface/templates/components/config/service_card.html b/Services/Interfaces/web_interface/templates/components/config/service_card.html
index 01c37edbb..4e7a5b9e5 100644
--- a/Services/Interfaces/web_interface/templates/components/config/service_card.html
+++ b/Services/Interfaces/web_interface/templates/components/config/service_card.html
@@ -5,7 +5,7 @@
{{exchange}}
diff --git a/Services/Interfaces/web_interface/templates/components/config/service_card.html b/Services/Interfaces/web_interface/templates/components/config/service_card.html
index 01c37edbb..4e7a5b9e5 100644
--- a/Services/Interfaces/web_interface/templates/components/config/service_card.html
+++ b/Services/Interfaces/web_interface/templates/components/config/service_card.html
@@ -5,7 +5,7 @@
-
+
diff --git a/Services/Interfaces/web_interface/templates/index.html b/Services/Interfaces/web_interface/templates/index.html
index 4b0682451..839ae6c88 100644
--- a/Services/Interfaces/web_interface/templates/index.html
+++ b/Services/Interfaces/web_interface/templates/index.html
@@ -25,7 +25,14 @@
{% endif %}
{% if not IS_CLOUD %}
- Good news ! OctoBot version is available.
+
+ Good news !
+ OctoBot version
+ is available.
+
+
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/layout.html b/Services/Interfaces/web_interface/templates/layout.html
index 840702896..58816a23e 100644
--- a/Services/Interfaces/web_interface/templates/layout.html
+++ b/Services/Interfaces/web_interface/templates/layout.html
@@ -61,7 +61,7 @@
{% if IS_DEMO or IS_CLOUD or IS_ALLOWING_TRACKING%}
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/trading.html b/Services/Interfaces/web_interface/templates/trading.html
index a738a0d8a..39f93af8f 100644
--- a/Services/Interfaces/web_interface/templates/trading.html
+++ b/Services/Interfaces/web_interface/templates/trading.html
@@ -8,7 +8,13 @@
{% set vars = {'exchange_overload': False} %}
{% macro exchange_overload_warning(exchange, load) -%}
- {% if load["overloaded"] %}
+ {% if load["has_reached_websocket_limit"] %}
+
+ {{ exchange }} exchange websocket can't handle the required
+ {{load["load"]}} simultaneous feed. Exchange maximum is {{load["max_load"]}}. Falling back to the
+ slower "REST" connection.
+
+ {% elif load["overloaded"] %}
{{ exchange }} exchange is overloaded by
{{ (load["load"] * 100 / load["max_load"] - 100) | round | int }}%.
diff --git a/Services/Interfaces/web_interface/templates/trading_type_selector.html b/Services/Interfaces/web_interface/templates/trading_type_selector.html
index 9ef0ef290..65642ffa1 100644
--- a/Services/Interfaces/web_interface/templates/trading_type_selector.html
+++ b/Services/Interfaces/web_interface/templates/trading_type_selector.html
@@ -65,7 +65,7 @@ Trade using
-
+
{{enabled_exchanges[0]}}
diff --git a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
index dbe9383f4..a46971ac8 100644
--- a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
+++ b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
@@ -48,6 +48,10 @@ class KucoinCCXTWebsocketConnector(exchanges.CCXTWebsocketConnector):
Feeds.TICKER: [Feeds.KLINE]
}
+ # Feeds to create above which not to use websockets
+ # Kucoin raises "exceed max permits per second" when subscribing to more than 100 feeds
+ MAX_HANDLED_FEEDS = 100
+
RECREATE_CLIENT_ON_DISCONNECT = True # when True, a new ccxt websocket client will replace the previous
# one when the exchange is disconnected
diff --git a/Trading/Mode/dca_trading_mode/dca_trading.py b/Trading/Mode/dca_trading_mode/dca_trading.py
index b09e6ca4f..d3f01cc18 100644
--- a/Trading/Mode/dca_trading_mode/dca_trading.py
+++ b/Trading/Mode/dca_trading_mode/dca_trading.py
@@ -896,6 +896,11 @@ def get_current_state(self) -> (str, float):
async def single_exchange_process_optimize_initial_portfolio(
self, sellable_assets, target_asset: str, tickers: dict
) -> list:
+ traded_coins = [
+ symbol.base
+ for symbol in self.exchange_manager.exchange_config.traded_symbols
+ ]
+ sellable_assets = sorted(list(set(sellable_assets + traded_coins)))
self.logger.info(f"Optimizing portfolio: selling {sellable_assets} to buy {target_asset}")
return await trading_modes.convert_assets_to_target_asset(
self, sellable_assets, target_asset, tickers
diff --git a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
index ab5efe594..3506b608d 100644
--- a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
+++ b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
@@ -1000,6 +1000,17 @@ async def test_single_exchange_process_optimize_initial_portfolio(tools):
orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
convert_assets_to_target_asset_mock.assert_called_once_with(mode, ["BTC", "ETH"], "USDT", {})
assert orders == ["order_1"]
+ convert_assets_to_target_asset_mock.reset_mock()
+
+ mode.exchange_manager.exchange_config.traded_symbols = [
+ commons_symbols.parse_symbol("SOL/USDT"),
+ commons_symbols.parse_symbol("BCC/ATOM"),
+ ]
+ orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
+ convert_assets_to_target_asset_mock.assert_called_once_with(
+ mode, ["BCC", "BTC", "ETH", "SOL"], "USDT", {}
+ )
+ assert orders == ["order_1"]
async def test_single_exchange_process_health_check(tools):
diff --git a/Trading/Mode/grid_trading_mode/grid_trading.py b/Trading/Mode/grid_trading_mode/grid_trading.py
index 2fcbae67f..777a409d8 100644
--- a/Trading/Mode/grid_trading_mode/grid_trading.py
+++ b/Trading/Mode/grid_trading_mode/grid_trading.py
@@ -59,7 +59,7 @@ def init_user_inputs(self, inputs: dict) -> None:
default_config[self.CONFIG_PAIR], inputs,
other_schema_values={"minLength": 3, "pattern": "([a-zA-Z]|\\d){2,}\\/([a-zA-Z]|\\d){2,}"},
parent_input_name=self.CONFIG_PAIR_SETTINGS,
- title="Name of the traded pair."),
+ title="Name of the traded pair.")
self.UI.user_input(
self.CONFIG_FLAT_SPREAD, commons_enums.UserInputTypes.FLOAT,
default_config[self.CONFIG_FLAT_SPREAD], inputs,
diff --git a/Trading/Mode/index_trading_mode/index_trading.py b/Trading/Mode/index_trading_mode/index_trading.py
index d5deea211..d64ced33d 100644
--- a/Trading/Mode/index_trading_mode/index_trading.py
+++ b/Trading/Mode/index_trading_mode/index_trading.py
@@ -20,6 +20,7 @@
import octobot_commons.constants as commons_constants
import octobot_commons.enums as commons_enums
import octobot_commons.symbols.symbol_util as symbol_util
+import octobot_commons.authentication as authentication
import octobot_trading.constants as trading_constants
import octobot_trading.enums as trading_enums
import octobot_trading.errors as trading_errors
@@ -245,6 +246,13 @@ async def stop(self):
async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
time_frame: str, candle: dict, init_call: bool = False):
+ await self._check_index_if_necessary()
+
+ async def kline_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
+ time_frame, kline: dict):
+ await self._check_index_if_necessary()
+
+ async def _check_index_if_necessary(self):
current_time = self.exchange_manager.exchange.get_exchange_current_time()
if (
current_time - self._last_trigger_time
@@ -259,7 +267,8 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency:
else:
self._notify_if_missing_too_many_coins()
await self.ensure_index()
- self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
+ if not self.trading_mode.is_updating_at_each_price_change():
+ self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
self._last_trigger_time = current_time
async def ensure_index(self):
@@ -436,7 +445,17 @@ def _resolve_swaps(self, details: dict):
return
def get_channels_registration(self):
- return [self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value]]
+ # use candles to trigger at each candle interval and when initializing
+ topics = [
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value],
+ ]
+ if self.trading_mode.is_updating_at_each_price_change():
+ # use kline to trigger at each price change
+ self.logger.info(f"Using price change bound update instead of time-based update.")
+ topics.append(
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.IN_CONSTRUCTION_CANDLES.value]
+ )
+ return topics
class IndexTradingMode(trading_modes.AbstractTradingMode):
@@ -459,11 +478,12 @@ def init_user_inputs(self, inputs: dict) -> None:
Called right before starting the tentacle, should define all the tentacle's user inputs unless
those are defined somewhere else.
"""
- self.refresh_interval_days = int(self.UI.user_input(
- IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.INT,
+ self.refresh_interval_days = float(self.UI.user_input(
+ IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.FLOAT,
self.refresh_interval_days, inputs,
min_val=0,
- title="Trigger period: Days to wait between each rebalance.",
+ title="Trigger period: Days to wait between each rebalance. Can be a fraction of a day. "
+ "When set to 0, every new price will trigger a rebalance check.",
))
self.rebalance_trigger_min_ratio = decimal.Decimal(str(self.UI.user_input(
IndexTradingModeProducer.REBALANCE_TRIGGER_MIN_PERCENT, commons_enums.UserInputTypes.FLOAT,
@@ -476,8 +496,30 @@ def init_user_inputs(self, inputs: dict) -> None:
IndexTradingModeProducer.SELL_UNINDEXED_TRADED_COINS,
self.sell_unindexed_traded_coins
)
+ if not self.exchange_manager.is_backtesting and \
+ authentication.Authenticator.instance().has_open_source_package():
+ self.UI.user_input(IndexTradingModeProducer.INDEX_CONTENT, commons_enums.UserInputTypes.OBJECT_ARRAY,
+ self.trading_config.get(IndexTradingModeProducer.INDEX_CONTENT, None), inputs,
+ item_title="Coin",
+ other_schema_values={"minItems": 0, "uniqueItems": True},
+ title="Custom distribution: when used, only coins listed in this distribution and "
+ "in your profile traded pairs will be traded. "
+ "Leave empty to evenly allocate funds in each traded coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_NAME, commons_enums.UserInputTypes.TEXT,
+ "BTC", inputs,
+ other_schema_values={"minLength": 1},
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Name of the coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_VALUE, commons_enums.UserInputTypes.FLOAT,
+ 50, inputs,
+ min_val=0,
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Weight of the coin within this distribution.")
self._update_coins_distribution()
+ def is_updating_at_each_price_change(self):
+ return self.refresh_interval_days == 0
+
def _update_coins_distribution(self):
distribution = self._get_supported_distribution()
self.ratio_per_asset = {
@@ -591,7 +633,7 @@ def get_current_state(self) -> tuple:
return trading_enums.EvaluatorStates.NEUTRAL.name, f"Indexing {len(self.indexed_coins)} coins"
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
symbol_open_orders = [
order
diff --git a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
index f2f6c284f..0500b2ebe 100644
--- a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
+++ b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
@@ -12,7 +12,8 @@ Example:
- Your reference market is USDT
- Your traded pairs are BTC/USDT, ETH/USDT, SOL/USDT, ADA/USDT
Then your index will be made of 25% BTC, 25% ETH, 25% SOL and 25% ADA. Each coin's holding % will be computed
-against USDT and checked on a regular basis.
+against USDT and checked on a regular basis. You can also specify a specific % for each coin using a Custom
+distribution using the [Premium OctoBot extension](extensions).
When starting the Index trading mode with a new configuration, or if your current portfolio doesn't reflect
the target of the index, your portfolio will automatically be adapted to reproduce the index at the best
@@ -25,10 +26,14 @@ Once your Index trading mode has started, OctoBot will maintain the index conten
automatically checking the content of your portfolio of a regular basis and will trigger a rebalance
if necessary.
-Your portfolio content is checked every configured `Trigger period` days. If during an index check,
+Your portfolio content is checked every configured `Trigger period` days. Decimal values can be used to check multiple
+times a day. If during an index check,
your OctoBot detects that your portfolio content doesn't comply with your index configuration, it will
trigger a rebalance.
+If `Trigger period` is set to `0`, then each new price of any indexed coin will trigger an index checkup and a rebalance
+if conditions are met.
+
### Rebalance cap
When checking for rebalance, the Index trading mode also uses your `Rebalance cap` configuration before
considering your portfolio out of synch with your index configuration.
@@ -38,6 +43,17 @@ Example:
An index on 3 coins with a 33.33% target on each coin and a Rebalance cap of 5% will trigger a rebalance if
the holding if any of those 3 coins takes more than 38.33% or less than 28.33% of the portfolio
+Warning on high Rebalance caps: When your index Rebalance cap is higher or equal to the target holding % of a coin, no rebalance
+will be triggered if your holdings of this coin become very low, rebalances will only be triggered when holdings are
+getting too high. This is a special case that can happen when using a large Rebalance cap.
+Example:
+Let's take an index on 10 coins using a 10% target for each coin. Using a Rebalance cap of 11% will only trigger a
+rebalance if any of those 10 coins take more than 21% of the portfolio (10% + 11%). The other side: 10% - 11% = -1%
+is negative and therefore can't happen, which means rebalances won't be triggered from lower holdings in this
+configuration. Using a 9% rebalance cap however would trigger a rebalance at 1% holdings (10% - 9%).
+
+Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring Rebalance cap.
+
### Minimum funds
To use the Index Trading Mode, the minimum required funds are twice the minimum exchange order amount for every
traded coin. This means that when trading 3 coins on Binance, at least 3 times $5 x2, which is $30 is required.
@@ -45,16 +61,6 @@ Please note that this is the bare minimum, it's better to have at least twice th
the Index Trading Mode will stop updating its portfolio according to the index until the value of the portfolio
raises back above the required minimum.
-
-Warning: When your index Rebalance cap is higher or equal to the target holdings of each coin, no rebalance
-will be triggered if your holdings of a coin become very low, rebalances will only be triggered when holdings are
-getting to high.
-Example:
-An index on 10 coins uses a 10% target on each coin. Using a Rebalance cap of 11% will only trigger a
-rebalance if any of those 3 coins takes more than 21% of the portfolio (the other side: 10-11 = -1% is incoherent).
-
-Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring the Rebalance cap.
-
### OctoBot cloud indexes
The [Premium OctoBot extension](extensions) enables your open source OctoBot to use and customize OctoBot cloud's
automatically configured indexes.
diff --git a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
index e15d34a0f..c8ef3ef58 100644
--- a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
+++ b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
@@ -272,7 +272,7 @@ async def _should_rebalance_orders(self):
return False
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
portfolio = self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio
producer = self.producers[0]
diff --git a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
index d2844916b..a76a9979d 100644
--- a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
+++ b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
@@ -44,6 +44,7 @@ class TradingViewSignalsTradingMode(trading_modes.AbstractTradingMode):
TAG_KEY = "TAG"
EXCHANGE_ORDER_IDS = "EXCHANGE_ORDER_IDS"
TAKE_PROFIT_PRICE_KEY = "TAKE_PROFIT_PRICE"
+ ALLOW_HOLDINGS_ADAPTATION_KEY = "ALLOW_HOLDINGS_ADAPTATION"
PARAM_PREFIX_KEY = "PARAM_"
BUY_SIGNAL = "buy"
SELL_SIGNAL = "sell"
@@ -248,17 +249,20 @@ async def _parse_order_details(self, ctx, parsed_data):
f"Unknown signal: {parsed_data[TradingViewSignalsTradingMode.SIGNAL_KEY]}, full data= {parsed_data}"
)
state = trading_enums.EvaluatorStates.NEUTRAL
- target_price = await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0)
+ target_price = 0 if order_type == TradingViewSignalsTradingMode.MARKET_SIGNAL else (
+ await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0))
stop_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.STOP_PRICE_KEY, math.nan
)
tp_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.TAKE_PROFIT_PRICE_KEY, math.nan
)
+ allow_holdings_adaptation = parsed_data.get(TradingViewSignalsTradingMode.ALLOW_HOLDINGS_ADAPTATION_KEY, False)
+
order_data = {
TradingViewSignalsModeConsumer.PRICE_KEY: target_price,
TradingViewSignalsModeConsumer.VOLUME_KEY: await self._parse_volume(
- ctx, parsed_data, parsed_side, target_price
+ ctx, parsed_data, parsed_side, target_price, allow_holdings_adaptation
),
TradingViewSignalsModeConsumer.STOP_PRICE_KEY: stop_price,
TradingViewSignalsModeConsumer.STOP_ONLY: order_type == TradingViewSignalsTradingMode.STOP_SIGNAL,
@@ -281,7 +285,7 @@ async def _parse_price(self, ctx, parsed_data, key, default):
)
return target_price
- async def _parse_volume(self, ctx, parsed_data, side, target_price):
+ async def _parse_volume(self, ctx, parsed_data, side, target_price, allow_holdings_adaptation):
user_volume = str(parsed_data.get(TradingViewSignalsTradingMode.VOLUME_KEY, 0))
if user_volume == "0":
return trading_constants.ZERO
@@ -293,7 +297,8 @@ async def _parse_volume(self, ctx, parsed_data, side, target_price):
is_stop_order=False,
use_total_holding=False,
target_price=target_price,
- allow_holdings_adaptation=False, # raise when not enough funds to create an order according to user input
+ # raise when not enough funds to create an order according to user input
+ allow_holdings_adaptation=allow_holdings_adaptation,
)
async def signal_callback(self, parsed_data: dict, ctx):
diff --git a/profiles/index_trading/profile.json b/profiles/index_trading/profile.json
new file mode 100644
index 000000000..202042c4d
--- /dev/null
+++ b/profiles/index_trading/profile.json
@@ -0,0 +1,63 @@
+{
+ "config": {
+ "crypto-currencies": {
+ "Bitcoin": {
+ "enabled": true,
+ "pairs": [
+ "BTC/USDT"
+ ]
+ },
+ "Ethereum": {
+ "enabled": true,
+ "pairs": [
+ "ETH/USDT"
+ ]
+ },
+ "Solana": {
+ "enabled": true,
+ "pairs": [
+ "SOL/USDT"
+ ]
+ }
+ },
+ "exchanges": {
+ "binance": {
+ "enabled": true,
+ "exchange-type": "spot"
+ }
+ },
+ "trader": {
+ "enabled": false,
+ "load-trade-history": false
+ },
+ "trader-simulator": {
+ "enabled": true,
+ "fees": {
+ "maker": 0.1,
+ "taker": 0.1
+ },
+ "starting-portfolio": {
+ "USDT": 1000
+ }
+ },
+ "trading": {
+ "reference-market": "USDT",
+ "risk": 0.5
+ }
+ },
+ "profile": {
+ "auto_update": false,
+ "avatar": "default_profile.png",
+ "complexity": 1,
+ "description": "Index Trading will maintain a custom crypto index using each enabled traded coin.",
+ "extra_backtesting_time_frames": [],
+ "id": "index_trading",
+ "imported": false,
+ "name": "Index trading",
+ "origin_url": null,
+ "read_only": true,
+ "risk": 1,
+ "slug": "",
+ "type": "live"
+ }
+}
\ No newline at end of file
diff --git a/profiles/index_trading/specific_config/IndexTradingMode.json b/profiles/index_trading/specific_config/IndexTradingMode.json
new file mode 100644
index 000000000..9f26d87ab
--- /dev/null
+++ b/profiles/index_trading/specific_config/IndexTradingMode.json
@@ -0,0 +1,6 @@
+{
+ "index_content": [],
+ "rebalance_trigger_min_percent": 5,
+ "refresh_interval": 1,
+ "required_strategies": []
+}
\ No newline at end of file
diff --git a/profiles/index_trading/tentacles_config.json b/profiles/index_trading/tentacles_config.json
new file mode 100644
index 000000000..62b585237
--- /dev/null
+++ b/profiles/index_trading/tentacles_config.json
@@ -0,0 +1,7 @@
+{
+ "tentacle_activation": {
+ "Trading": {
+ "IndexTradingMode": true
+ }
+ }
+}
\ No newline at end of file
+
diff --git a/Services/Interfaces/web_interface/templates/index.html b/Services/Interfaces/web_interface/templates/index.html
index 4b0682451..839ae6c88 100644
--- a/Services/Interfaces/web_interface/templates/index.html
+++ b/Services/Interfaces/web_interface/templates/index.html
@@ -25,7 +25,14 @@
diff --git a/Services/Interfaces/web_interface/templates/index.html b/Services/Interfaces/web_interface/templates/index.html
index 4b0682451..839ae6c88 100644
--- a/Services/Interfaces/web_interface/templates/index.html
+++ b/Services/Interfaces/web_interface/templates/index.html
@@ -25,7 +25,14 @@
{% endif %}
{% if not IS_CLOUD %}
- Good news ! OctoBot version is available.
+
+ Good news !
+ OctoBot version
+ is available.
+
+
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/layout.html b/Services/Interfaces/web_interface/templates/layout.html
index 840702896..58816a23e 100644
--- a/Services/Interfaces/web_interface/templates/layout.html
+++ b/Services/Interfaces/web_interface/templates/layout.html
@@ -61,7 +61,7 @@
{% if IS_DEMO or IS_CLOUD or IS_ALLOWING_TRACKING%}
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/trading.html b/Services/Interfaces/web_interface/templates/trading.html
index a738a0d8a..39f93af8f 100644
--- a/Services/Interfaces/web_interface/templates/trading.html
+++ b/Services/Interfaces/web_interface/templates/trading.html
@@ -8,7 +8,13 @@
{% set vars = {'exchange_overload': False} %}
{% macro exchange_overload_warning(exchange, load) -%}
- {% if load["overloaded"] %}
+ {% if load["has_reached_websocket_limit"] %}
+
+ {{ exchange }} exchange websocket can't handle the required
+ {{load["load"]}} simultaneous feed. Exchange maximum is {{load["max_load"]}}. Falling back to the
+ slower "REST" connection.
+
+ {% elif load["overloaded"] %}
{{ exchange }} exchange is overloaded by
{{ (load["load"] * 100 / load["max_load"] - 100) | round | int }}%.
diff --git a/Services/Interfaces/web_interface/templates/trading_type_selector.html b/Services/Interfaces/web_interface/templates/trading_type_selector.html
index 9ef0ef290..65642ffa1 100644
--- a/Services/Interfaces/web_interface/templates/trading_type_selector.html
+++ b/Services/Interfaces/web_interface/templates/trading_type_selector.html
@@ -65,7 +65,7 @@ Trade using
-
+
{{enabled_exchanges[0]}}
diff --git a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
index dbe9383f4..a46971ac8 100644
--- a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
+++ b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
@@ -48,6 +48,10 @@ class KucoinCCXTWebsocketConnector(exchanges.CCXTWebsocketConnector):
Feeds.TICKER: [Feeds.KLINE]
}
+ # Feeds to create above which not to use websockets
+ # Kucoin raises "exceed max permits per second" when subscribing to more than 100 feeds
+ MAX_HANDLED_FEEDS = 100
+
RECREATE_CLIENT_ON_DISCONNECT = True # when True, a new ccxt websocket client will replace the previous
# one when the exchange is disconnected
diff --git a/Trading/Mode/dca_trading_mode/dca_trading.py b/Trading/Mode/dca_trading_mode/dca_trading.py
index b09e6ca4f..d3f01cc18 100644
--- a/Trading/Mode/dca_trading_mode/dca_trading.py
+++ b/Trading/Mode/dca_trading_mode/dca_trading.py
@@ -896,6 +896,11 @@ def get_current_state(self) -> (str, float):
async def single_exchange_process_optimize_initial_portfolio(
self, sellable_assets, target_asset: str, tickers: dict
) -> list:
+ traded_coins = [
+ symbol.base
+ for symbol in self.exchange_manager.exchange_config.traded_symbols
+ ]
+ sellable_assets = sorted(list(set(sellable_assets + traded_coins)))
self.logger.info(f"Optimizing portfolio: selling {sellable_assets} to buy {target_asset}")
return await trading_modes.convert_assets_to_target_asset(
self, sellable_assets, target_asset, tickers
diff --git a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
index ab5efe594..3506b608d 100644
--- a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
+++ b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
@@ -1000,6 +1000,17 @@ async def test_single_exchange_process_optimize_initial_portfolio(tools):
orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
convert_assets_to_target_asset_mock.assert_called_once_with(mode, ["BTC", "ETH"], "USDT", {})
assert orders == ["order_1"]
+ convert_assets_to_target_asset_mock.reset_mock()
+
+ mode.exchange_manager.exchange_config.traded_symbols = [
+ commons_symbols.parse_symbol("SOL/USDT"),
+ commons_symbols.parse_symbol("BCC/ATOM"),
+ ]
+ orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
+ convert_assets_to_target_asset_mock.assert_called_once_with(
+ mode, ["BCC", "BTC", "ETH", "SOL"], "USDT", {}
+ )
+ assert orders == ["order_1"]
async def test_single_exchange_process_health_check(tools):
diff --git a/Trading/Mode/grid_trading_mode/grid_trading.py b/Trading/Mode/grid_trading_mode/grid_trading.py
index 2fcbae67f..777a409d8 100644
--- a/Trading/Mode/grid_trading_mode/grid_trading.py
+++ b/Trading/Mode/grid_trading_mode/grid_trading.py
@@ -59,7 +59,7 @@ def init_user_inputs(self, inputs: dict) -> None:
default_config[self.CONFIG_PAIR], inputs,
other_schema_values={"minLength": 3, "pattern": "([a-zA-Z]|\\d){2,}\\/([a-zA-Z]|\\d){2,}"},
parent_input_name=self.CONFIG_PAIR_SETTINGS,
- title="Name of the traded pair."),
+ title="Name of the traded pair.")
self.UI.user_input(
self.CONFIG_FLAT_SPREAD, commons_enums.UserInputTypes.FLOAT,
default_config[self.CONFIG_FLAT_SPREAD], inputs,
diff --git a/Trading/Mode/index_trading_mode/index_trading.py b/Trading/Mode/index_trading_mode/index_trading.py
index d5deea211..d64ced33d 100644
--- a/Trading/Mode/index_trading_mode/index_trading.py
+++ b/Trading/Mode/index_trading_mode/index_trading.py
@@ -20,6 +20,7 @@
import octobot_commons.constants as commons_constants
import octobot_commons.enums as commons_enums
import octobot_commons.symbols.symbol_util as symbol_util
+import octobot_commons.authentication as authentication
import octobot_trading.constants as trading_constants
import octobot_trading.enums as trading_enums
import octobot_trading.errors as trading_errors
@@ -245,6 +246,13 @@ async def stop(self):
async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
time_frame: str, candle: dict, init_call: bool = False):
+ await self._check_index_if_necessary()
+
+ async def kline_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
+ time_frame, kline: dict):
+ await self._check_index_if_necessary()
+
+ async def _check_index_if_necessary(self):
current_time = self.exchange_manager.exchange.get_exchange_current_time()
if (
current_time - self._last_trigger_time
@@ -259,7 +267,8 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency:
else:
self._notify_if_missing_too_many_coins()
await self.ensure_index()
- self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
+ if not self.trading_mode.is_updating_at_each_price_change():
+ self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
self._last_trigger_time = current_time
async def ensure_index(self):
@@ -436,7 +445,17 @@ def _resolve_swaps(self, details: dict):
return
def get_channels_registration(self):
- return [self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value]]
+ # use candles to trigger at each candle interval and when initializing
+ topics = [
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value],
+ ]
+ if self.trading_mode.is_updating_at_each_price_change():
+ # use kline to trigger at each price change
+ self.logger.info(f"Using price change bound update instead of time-based update.")
+ topics.append(
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.IN_CONSTRUCTION_CANDLES.value]
+ )
+ return topics
class IndexTradingMode(trading_modes.AbstractTradingMode):
@@ -459,11 +478,12 @@ def init_user_inputs(self, inputs: dict) -> None:
Called right before starting the tentacle, should define all the tentacle's user inputs unless
those are defined somewhere else.
"""
- self.refresh_interval_days = int(self.UI.user_input(
- IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.INT,
+ self.refresh_interval_days = float(self.UI.user_input(
+ IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.FLOAT,
self.refresh_interval_days, inputs,
min_val=0,
- title="Trigger period: Days to wait between each rebalance.",
+ title="Trigger period: Days to wait between each rebalance. Can be a fraction of a day. "
+ "When set to 0, every new price will trigger a rebalance check.",
))
self.rebalance_trigger_min_ratio = decimal.Decimal(str(self.UI.user_input(
IndexTradingModeProducer.REBALANCE_TRIGGER_MIN_PERCENT, commons_enums.UserInputTypes.FLOAT,
@@ -476,8 +496,30 @@ def init_user_inputs(self, inputs: dict) -> None:
IndexTradingModeProducer.SELL_UNINDEXED_TRADED_COINS,
self.sell_unindexed_traded_coins
)
+ if not self.exchange_manager.is_backtesting and \
+ authentication.Authenticator.instance().has_open_source_package():
+ self.UI.user_input(IndexTradingModeProducer.INDEX_CONTENT, commons_enums.UserInputTypes.OBJECT_ARRAY,
+ self.trading_config.get(IndexTradingModeProducer.INDEX_CONTENT, None), inputs,
+ item_title="Coin",
+ other_schema_values={"minItems": 0, "uniqueItems": True},
+ title="Custom distribution: when used, only coins listed in this distribution and "
+ "in your profile traded pairs will be traded. "
+ "Leave empty to evenly allocate funds in each traded coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_NAME, commons_enums.UserInputTypes.TEXT,
+ "BTC", inputs,
+ other_schema_values={"minLength": 1},
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Name of the coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_VALUE, commons_enums.UserInputTypes.FLOAT,
+ 50, inputs,
+ min_val=0,
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Weight of the coin within this distribution.")
self._update_coins_distribution()
+ def is_updating_at_each_price_change(self):
+ return self.refresh_interval_days == 0
+
def _update_coins_distribution(self):
distribution = self._get_supported_distribution()
self.ratio_per_asset = {
@@ -591,7 +633,7 @@ def get_current_state(self) -> tuple:
return trading_enums.EvaluatorStates.NEUTRAL.name, f"Indexing {len(self.indexed_coins)} coins"
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
symbol_open_orders = [
order
diff --git a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
index f2f6c284f..0500b2ebe 100644
--- a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
+++ b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
@@ -12,7 +12,8 @@ Example:
- Your reference market is USDT
- Your traded pairs are BTC/USDT, ETH/USDT, SOL/USDT, ADA/USDT
Then your index will be made of 25% BTC, 25% ETH, 25% SOL and 25% ADA. Each coin's holding % will be computed
-against USDT and checked on a regular basis.
+against USDT and checked on a regular basis. You can also specify a specific % for each coin using a Custom
+distribution using the [Premium OctoBot extension](extensions).
When starting the Index trading mode with a new configuration, or if your current portfolio doesn't reflect
the target of the index, your portfolio will automatically be adapted to reproduce the index at the best
@@ -25,10 +26,14 @@ Once your Index trading mode has started, OctoBot will maintain the index conten
automatically checking the content of your portfolio of a regular basis and will trigger a rebalance
if necessary.
-Your portfolio content is checked every configured `Trigger period` days. If during an index check,
+Your portfolio content is checked every configured `Trigger period` days. Decimal values can be used to check multiple
+times a day. If during an index check,
your OctoBot detects that your portfolio content doesn't comply with your index configuration, it will
trigger a rebalance.
+If `Trigger period` is set to `0`, then each new price of any indexed coin will trigger an index checkup and a rebalance
+if conditions are met.
+
### Rebalance cap
When checking for rebalance, the Index trading mode also uses your `Rebalance cap` configuration before
considering your portfolio out of synch with your index configuration.
@@ -38,6 +43,17 @@ Example:
An index on 3 coins with a 33.33% target on each coin and a Rebalance cap of 5% will trigger a rebalance if
the holding if any of those 3 coins takes more than 38.33% or less than 28.33% of the portfolio
+Warning on high Rebalance caps: When your index Rebalance cap is higher or equal to the target holding % of a coin, no rebalance
+will be triggered if your holdings of this coin become very low, rebalances will only be triggered when holdings are
+getting too high. This is a special case that can happen when using a large Rebalance cap.
+Example:
+Let's take an index on 10 coins using a 10% target for each coin. Using a Rebalance cap of 11% will only trigger a
+rebalance if any of those 10 coins take more than 21% of the portfolio (10% + 11%). The other side: 10% - 11% = -1%
+is negative and therefore can't happen, which means rebalances won't be triggered from lower holdings in this
+configuration. Using a 9% rebalance cap however would trigger a rebalance at 1% holdings (10% - 9%).
+
+Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring Rebalance cap.
+
### Minimum funds
To use the Index Trading Mode, the minimum required funds are twice the minimum exchange order amount for every
traded coin. This means that when trading 3 coins on Binance, at least 3 times $5 x2, which is $30 is required.
@@ -45,16 +61,6 @@ Please note that this is the bare minimum, it's better to have at least twice th
the Index Trading Mode will stop updating its portfolio according to the index until the value of the portfolio
raises back above the required minimum.
-
-Warning: When your index Rebalance cap is higher or equal to the target holdings of each coin, no rebalance
-will be triggered if your holdings of a coin become very low, rebalances will only be triggered when holdings are
-getting to high.
-Example:
-An index on 10 coins uses a 10% target on each coin. Using a Rebalance cap of 11% will only trigger a
-rebalance if any of those 3 coins takes more than 21% of the portfolio (the other side: 10-11 = -1% is incoherent).
-
-Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring the Rebalance cap.
-
### OctoBot cloud indexes
The [Premium OctoBot extension](extensions) enables your open source OctoBot to use and customize OctoBot cloud's
automatically configured indexes.
diff --git a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
index e15d34a0f..c8ef3ef58 100644
--- a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
+++ b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
@@ -272,7 +272,7 @@ async def _should_rebalance_orders(self):
return False
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
portfolio = self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio
producer = self.producers[0]
diff --git a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
index d2844916b..a76a9979d 100644
--- a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
+++ b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
@@ -44,6 +44,7 @@ class TradingViewSignalsTradingMode(trading_modes.AbstractTradingMode):
TAG_KEY = "TAG"
EXCHANGE_ORDER_IDS = "EXCHANGE_ORDER_IDS"
TAKE_PROFIT_PRICE_KEY = "TAKE_PROFIT_PRICE"
+ ALLOW_HOLDINGS_ADAPTATION_KEY = "ALLOW_HOLDINGS_ADAPTATION"
PARAM_PREFIX_KEY = "PARAM_"
BUY_SIGNAL = "buy"
SELL_SIGNAL = "sell"
@@ -248,17 +249,20 @@ async def _parse_order_details(self, ctx, parsed_data):
f"Unknown signal: {parsed_data[TradingViewSignalsTradingMode.SIGNAL_KEY]}, full data= {parsed_data}"
)
state = trading_enums.EvaluatorStates.NEUTRAL
- target_price = await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0)
+ target_price = 0 if order_type == TradingViewSignalsTradingMode.MARKET_SIGNAL else (
+ await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0))
stop_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.STOP_PRICE_KEY, math.nan
)
tp_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.TAKE_PROFIT_PRICE_KEY, math.nan
)
+ allow_holdings_adaptation = parsed_data.get(TradingViewSignalsTradingMode.ALLOW_HOLDINGS_ADAPTATION_KEY, False)
+
order_data = {
TradingViewSignalsModeConsumer.PRICE_KEY: target_price,
TradingViewSignalsModeConsumer.VOLUME_KEY: await self._parse_volume(
- ctx, parsed_data, parsed_side, target_price
+ ctx, parsed_data, parsed_side, target_price, allow_holdings_adaptation
),
TradingViewSignalsModeConsumer.STOP_PRICE_KEY: stop_price,
TradingViewSignalsModeConsumer.STOP_ONLY: order_type == TradingViewSignalsTradingMode.STOP_SIGNAL,
@@ -281,7 +285,7 @@ async def _parse_price(self, ctx, parsed_data, key, default):
)
return target_price
- async def _parse_volume(self, ctx, parsed_data, side, target_price):
+ async def _parse_volume(self, ctx, parsed_data, side, target_price, allow_holdings_adaptation):
user_volume = str(parsed_data.get(TradingViewSignalsTradingMode.VOLUME_KEY, 0))
if user_volume == "0":
return trading_constants.ZERO
@@ -293,7 +297,8 @@ async def _parse_volume(self, ctx, parsed_data, side, target_price):
is_stop_order=False,
use_total_holding=False,
target_price=target_price,
- allow_holdings_adaptation=False, # raise when not enough funds to create an order according to user input
+ # raise when not enough funds to create an order according to user input
+ allow_holdings_adaptation=allow_holdings_adaptation,
)
async def signal_callback(self, parsed_data: dict, ctx):
diff --git a/profiles/index_trading/profile.json b/profiles/index_trading/profile.json
new file mode 100644
index 000000000..202042c4d
--- /dev/null
+++ b/profiles/index_trading/profile.json
@@ -0,0 +1,63 @@
+{
+ "config": {
+ "crypto-currencies": {
+ "Bitcoin": {
+ "enabled": true,
+ "pairs": [
+ "BTC/USDT"
+ ]
+ },
+ "Ethereum": {
+ "enabled": true,
+ "pairs": [
+ "ETH/USDT"
+ ]
+ },
+ "Solana": {
+ "enabled": true,
+ "pairs": [
+ "SOL/USDT"
+ ]
+ }
+ },
+ "exchanges": {
+ "binance": {
+ "enabled": true,
+ "exchange-type": "spot"
+ }
+ },
+ "trader": {
+ "enabled": false,
+ "load-trade-history": false
+ },
+ "trader-simulator": {
+ "enabled": true,
+ "fees": {
+ "maker": 0.1,
+ "taker": 0.1
+ },
+ "starting-portfolio": {
+ "USDT": 1000
+ }
+ },
+ "trading": {
+ "reference-market": "USDT",
+ "risk": 0.5
+ }
+ },
+ "profile": {
+ "auto_update": false,
+ "avatar": "default_profile.png",
+ "complexity": 1,
+ "description": "Index Trading will maintain a custom crypto index using each enabled traded coin.",
+ "extra_backtesting_time_frames": [],
+ "id": "index_trading",
+ "imported": false,
+ "name": "Index trading",
+ "origin_url": null,
+ "read_only": true,
+ "risk": 1,
+ "slug": "",
+ "type": "live"
+ }
+}
\ No newline at end of file
diff --git a/profiles/index_trading/specific_config/IndexTradingMode.json b/profiles/index_trading/specific_config/IndexTradingMode.json
new file mode 100644
index 000000000..9f26d87ab
--- /dev/null
+++ b/profiles/index_trading/specific_config/IndexTradingMode.json
@@ -0,0 +1,6 @@
+{
+ "index_content": [],
+ "rebalance_trigger_min_percent": 5,
+ "refresh_interval": 1,
+ "required_strategies": []
+}
\ No newline at end of file
diff --git a/profiles/index_trading/tentacles_config.json b/profiles/index_trading/tentacles_config.json
new file mode 100644
index 000000000..62b585237
--- /dev/null
+++ b/profiles/index_trading/tentacles_config.json
@@ -0,0 +1,7 @@
+{
+ "tentacle_activation": {
+ "Trading": {
+ "IndexTradingMode": true
+ }
+ }
+}
\ No newline at end of file
-
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/layout.html b/Services/Interfaces/web_interface/templates/layout.html
index 840702896..58816a23e 100644
--- a/Services/Interfaces/web_interface/templates/layout.html
+++ b/Services/Interfaces/web_interface/templates/layout.html
@@ -61,7 +61,7 @@
{% if IS_DEMO or IS_CLOUD or IS_ALLOWING_TRACKING%}
{% endif %}
diff --git a/Services/Interfaces/web_interface/templates/trading.html b/Services/Interfaces/web_interface/templates/trading.html
index a738a0d8a..39f93af8f 100644
--- a/Services/Interfaces/web_interface/templates/trading.html
+++ b/Services/Interfaces/web_interface/templates/trading.html
@@ -8,7 +8,13 @@
{% set vars = {'exchange_overload': False} %}
{% macro exchange_overload_warning(exchange, load) -%}
- {% if load["overloaded"] %}
+ {% if load["has_reached_websocket_limit"] %}
+ Good news ! OctoBot version is available.
++ Good news ! + OctoBot version + is available. +
+
+ {{ exchange }} exchange websocket can't handle the required
+ {{load["load"]}} simultaneous feed. Exchange maximum is {{load["max_load"]}}. Falling back to the
+ slower "REST" connection.
+
+ {% elif load["overloaded"] %}
{{ exchange }} exchange is overloaded by
{{ (load["load"] * 100 / load["max_load"] - 100) | round | int }}%.
diff --git a/Services/Interfaces/web_interface/templates/trading_type_selector.html b/Services/Interfaces/web_interface/templates/trading_type_selector.html
index 9ef0ef290..65642ffa1 100644
--- a/Services/Interfaces/web_interface/templates/trading_type_selector.html
+++ b/Services/Interfaces/web_interface/templates/trading_type_selector.html
@@ -65,7 +65,7 @@ Trade using
Trade using
-
+
{{enabled_exchanges[0]}}
diff --git a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
index dbe9383f4..a46971ac8 100644
--- a/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
+++ b/Trading/Exchange/kucoin_websocket_feed/kucoin_websocket.py
@@ -48,6 +48,10 @@ class KucoinCCXTWebsocketConnector(exchanges.CCXTWebsocketConnector):
Feeds.TICKER: [Feeds.KLINE]
}
+ # Feeds to create above which not to use websockets
+ # Kucoin raises "exceed max permits per second" when subscribing to more than 100 feeds
+ MAX_HANDLED_FEEDS = 100
+
RECREATE_CLIENT_ON_DISCONNECT = True # when True, a new ccxt websocket client will replace the previous
# one when the exchange is disconnected
diff --git a/Trading/Mode/dca_trading_mode/dca_trading.py b/Trading/Mode/dca_trading_mode/dca_trading.py
index b09e6ca4f..d3f01cc18 100644
--- a/Trading/Mode/dca_trading_mode/dca_trading.py
+++ b/Trading/Mode/dca_trading_mode/dca_trading.py
@@ -896,6 +896,11 @@ def get_current_state(self) -> (str, float):
async def single_exchange_process_optimize_initial_portfolio(
self, sellable_assets, target_asset: str, tickers: dict
) -> list:
+ traded_coins = [
+ symbol.base
+ for symbol in self.exchange_manager.exchange_config.traded_symbols
+ ]
+ sellable_assets = sorted(list(set(sellable_assets + traded_coins)))
self.logger.info(f"Optimizing portfolio: selling {sellable_assets} to buy {target_asset}")
return await trading_modes.convert_assets_to_target_asset(
self, sellable_assets, target_asset, tickers
diff --git a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
index ab5efe594..3506b608d 100644
--- a/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
+++ b/Trading/Mode/dca_trading_mode/tests/test_dca_trading_mode.py
@@ -1000,6 +1000,17 @@ async def test_single_exchange_process_optimize_initial_portfolio(tools):
orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
convert_assets_to_target_asset_mock.assert_called_once_with(mode, ["BTC", "ETH"], "USDT", {})
assert orders == ["order_1"]
+ convert_assets_to_target_asset_mock.reset_mock()
+
+ mode.exchange_manager.exchange_config.traded_symbols = [
+ commons_symbols.parse_symbol("SOL/USDT"),
+ commons_symbols.parse_symbol("BCC/ATOM"),
+ ]
+ orders = await mode.single_exchange_process_optimize_initial_portfolio(["BTC", "ETH"], "USDT", {})
+ convert_assets_to_target_asset_mock.assert_called_once_with(
+ mode, ["BCC", "BTC", "ETH", "SOL"], "USDT", {}
+ )
+ assert orders == ["order_1"]
async def test_single_exchange_process_health_check(tools):
diff --git a/Trading/Mode/grid_trading_mode/grid_trading.py b/Trading/Mode/grid_trading_mode/grid_trading.py
index 2fcbae67f..777a409d8 100644
--- a/Trading/Mode/grid_trading_mode/grid_trading.py
+++ b/Trading/Mode/grid_trading_mode/grid_trading.py
@@ -59,7 +59,7 @@ def init_user_inputs(self, inputs: dict) -> None:
default_config[self.CONFIG_PAIR], inputs,
other_schema_values={"minLength": 3, "pattern": "([a-zA-Z]|\\d){2,}\\/([a-zA-Z]|\\d){2,}"},
parent_input_name=self.CONFIG_PAIR_SETTINGS,
- title="Name of the traded pair."),
+ title="Name of the traded pair.")
self.UI.user_input(
self.CONFIG_FLAT_SPREAD, commons_enums.UserInputTypes.FLOAT,
default_config[self.CONFIG_FLAT_SPREAD], inputs,
diff --git a/Trading/Mode/index_trading_mode/index_trading.py b/Trading/Mode/index_trading_mode/index_trading.py
index d5deea211..d64ced33d 100644
--- a/Trading/Mode/index_trading_mode/index_trading.py
+++ b/Trading/Mode/index_trading_mode/index_trading.py
@@ -20,6 +20,7 @@
import octobot_commons.constants as commons_constants
import octobot_commons.enums as commons_enums
import octobot_commons.symbols.symbol_util as symbol_util
+import octobot_commons.authentication as authentication
import octobot_trading.constants as trading_constants
import octobot_trading.enums as trading_enums
import octobot_trading.errors as trading_errors
@@ -245,6 +246,13 @@ async def stop(self):
async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
time_frame: str, candle: dict, init_call: bool = False):
+ await self._check_index_if_necessary()
+
+ async def kline_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
+ time_frame, kline: dict):
+ await self._check_index_if_necessary()
+
+ async def _check_index_if_necessary(self):
current_time = self.exchange_manager.exchange.get_exchange_current_time()
if (
current_time - self._last_trigger_time
@@ -259,7 +267,8 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency:
else:
self._notify_if_missing_too_many_coins()
await self.ensure_index()
- self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
+ if not self.trading_mode.is_updating_at_each_price_change():
+ self.logger.debug(f"Next index check in {self.trading_mode.refresh_interval_days} days")
self._last_trigger_time = current_time
async def ensure_index(self):
@@ -436,7 +445,17 @@ def _resolve_swaps(self, details: dict):
return
def get_channels_registration(self):
- return [self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value]]
+ # use candles to trigger at each candle interval and when initializing
+ topics = [
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.FULL_CANDLES.value],
+ ]
+ if self.trading_mode.is_updating_at_each_price_change():
+ # use kline to trigger at each price change
+ self.logger.info(f"Using price change bound update instead of time-based update.")
+ topics.append(
+ self.TOPIC_TO_CHANNEL_NAME[commons_enums.ActivationTopics.IN_CONSTRUCTION_CANDLES.value]
+ )
+ return topics
class IndexTradingMode(trading_modes.AbstractTradingMode):
@@ -459,11 +478,12 @@ def init_user_inputs(self, inputs: dict) -> None:
Called right before starting the tentacle, should define all the tentacle's user inputs unless
those are defined somewhere else.
"""
- self.refresh_interval_days = int(self.UI.user_input(
- IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.INT,
+ self.refresh_interval_days = float(self.UI.user_input(
+ IndexTradingModeProducer.REFRESH_INTERVAL, commons_enums.UserInputTypes.FLOAT,
self.refresh_interval_days, inputs,
min_val=0,
- title="Trigger period: Days to wait between each rebalance.",
+ title="Trigger period: Days to wait between each rebalance. Can be a fraction of a day. "
+ "When set to 0, every new price will trigger a rebalance check.",
))
self.rebalance_trigger_min_ratio = decimal.Decimal(str(self.UI.user_input(
IndexTradingModeProducer.REBALANCE_TRIGGER_MIN_PERCENT, commons_enums.UserInputTypes.FLOAT,
@@ -476,8 +496,30 @@ def init_user_inputs(self, inputs: dict) -> None:
IndexTradingModeProducer.SELL_UNINDEXED_TRADED_COINS,
self.sell_unindexed_traded_coins
)
+ if not self.exchange_manager.is_backtesting and \
+ authentication.Authenticator.instance().has_open_source_package():
+ self.UI.user_input(IndexTradingModeProducer.INDEX_CONTENT, commons_enums.UserInputTypes.OBJECT_ARRAY,
+ self.trading_config.get(IndexTradingModeProducer.INDEX_CONTENT, None), inputs,
+ item_title="Coin",
+ other_schema_values={"minItems": 0, "uniqueItems": True},
+ title="Custom distribution: when used, only coins listed in this distribution and "
+ "in your profile traded pairs will be traded. "
+ "Leave empty to evenly allocate funds in each traded coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_NAME, commons_enums.UserInputTypes.TEXT,
+ "BTC", inputs,
+ other_schema_values={"minLength": 1},
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Name of the coin.")
+ self.UI.user_input(index_distribution.DISTRIBUTION_VALUE, commons_enums.UserInputTypes.FLOAT,
+ 50, inputs,
+ min_val=0,
+ parent_input_name=IndexTradingModeProducer.INDEX_CONTENT,
+ title="Weight of the coin within this distribution.")
self._update_coins_distribution()
+ def is_updating_at_each_price_change(self):
+ return self.refresh_interval_days == 0
+
def _update_coins_distribution(self):
distribution = self._get_supported_distribution()
self.ratio_per_asset = {
@@ -591,7 +633,7 @@ def get_current_state(self) -> tuple:
return trading_enums.EvaluatorStates.NEUTRAL.name, f"Indexing {len(self.indexed_coins)} coins"
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
symbol_open_orders = [
order
diff --git a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
index f2f6c284f..0500b2ebe 100644
--- a/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
+++ b/Trading/Mode/index_trading_mode/resources/IndexTradingMode.md
@@ -12,7 +12,8 @@ Example:
- Your reference market is USDT
- Your traded pairs are BTC/USDT, ETH/USDT, SOL/USDT, ADA/USDT
Then your index will be made of 25% BTC, 25% ETH, 25% SOL and 25% ADA. Each coin's holding % will be computed
-against USDT and checked on a regular basis.
+against USDT and checked on a regular basis. You can also specify a specific % for each coin using a Custom
+distribution using the [Premium OctoBot extension](extensions).
When starting the Index trading mode with a new configuration, or if your current portfolio doesn't reflect
the target of the index, your portfolio will automatically be adapted to reproduce the index at the best
@@ -25,10 +26,14 @@ Once your Index trading mode has started, OctoBot will maintain the index conten
automatically checking the content of your portfolio of a regular basis and will trigger a rebalance
if necessary.
-Your portfolio content is checked every configured `Trigger period` days. If during an index check,
+Your portfolio content is checked every configured `Trigger period` days. Decimal values can be used to check multiple
+times a day. If during an index check,
your OctoBot detects that your portfolio content doesn't comply with your index configuration, it will
trigger a rebalance.
+If `Trigger period` is set to `0`, then each new price of any indexed coin will trigger an index checkup and a rebalance
+if conditions are met.
+
### Rebalance cap
When checking for rebalance, the Index trading mode also uses your `Rebalance cap` configuration before
considering your portfolio out of synch with your index configuration.
@@ -38,6 +43,17 @@ Example:
An index on 3 coins with a 33.33% target on each coin and a Rebalance cap of 5% will trigger a rebalance if
the holding if any of those 3 coins takes more than 38.33% or less than 28.33% of the portfolio
+Warning on high Rebalance caps: When your index Rebalance cap is higher or equal to the target holding % of a coin, no rebalance
+will be triggered if your holdings of this coin become very low, rebalances will only be triggered when holdings are
+getting too high. This is a special case that can happen when using a large Rebalance cap.
+Example:
+Let's take an index on 10 coins using a 10% target for each coin. Using a Rebalance cap of 11% will only trigger a
+rebalance if any of those 10 coins take more than 21% of the portfolio (10% + 11%). The other side: 10% - 11% = -1%
+is negative and therefore can't happen, which means rebalances won't be triggered from lower holdings in this
+configuration. Using a 9% rebalance cap however would trigger a rebalance at 1% holdings (10% - 9%).
+
+Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring Rebalance cap.
+
### Minimum funds
To use the Index Trading Mode, the minimum required funds are twice the minimum exchange order amount for every
traded coin. This means that when trading 3 coins on Binance, at least 3 times $5 x2, which is $30 is required.
@@ -45,16 +61,6 @@ Please note that this is the bare minimum, it's better to have at least twice th
the Index Trading Mode will stop updating its portfolio according to the index until the value of the portfolio
raises back above the required minimum.
-
-Warning: When your index Rebalance cap is higher or equal to the target holdings of each coin, no rebalance
-will be triggered if your holdings of a coin become very low, rebalances will only be triggered when holdings are
-getting to high.
-Example:
-An index on 10 coins uses a 10% target on each coin. Using a Rebalance cap of 11% will only trigger a
-rebalance if any of those 3 coins takes more than 21% of the portfolio (the other side: 10-11 = -1% is incoherent).
-
-Please note that if the % held of a coin is 0%, then a rebalance will always trigger, ignoring the Rebalance cap.
-
### OctoBot cloud indexes
The [Premium OctoBot extension](extensions) enables your open source OctoBot to use and customize OctoBot cloud's
automatically configured indexes.
diff --git a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
index e15d34a0f..c8ef3ef58 100644
--- a/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
+++ b/Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py
@@ -272,7 +272,7 @@ async def _should_rebalance_orders(self):
return False
async def single_exchange_process_optimize_initial_portfolio(
- self, sellable_assets, target_asset: str, tickers: dict
+ self, sellable_assets: list, target_asset: str, tickers: dict
) -> list:
portfolio = self.exchange_manager.exchange_personal_data.portfolio_manager.portfolio
producer = self.producers[0]
diff --git a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
index d2844916b..a76a9979d 100644
--- a/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
+++ b/Trading/Mode/trading_view_signals_trading_mode/trading_view_signals_trading.py
@@ -44,6 +44,7 @@ class TradingViewSignalsTradingMode(trading_modes.AbstractTradingMode):
TAG_KEY = "TAG"
EXCHANGE_ORDER_IDS = "EXCHANGE_ORDER_IDS"
TAKE_PROFIT_PRICE_KEY = "TAKE_PROFIT_PRICE"
+ ALLOW_HOLDINGS_ADAPTATION_KEY = "ALLOW_HOLDINGS_ADAPTATION"
PARAM_PREFIX_KEY = "PARAM_"
BUY_SIGNAL = "buy"
SELL_SIGNAL = "sell"
@@ -248,17 +249,20 @@ async def _parse_order_details(self, ctx, parsed_data):
f"Unknown signal: {parsed_data[TradingViewSignalsTradingMode.SIGNAL_KEY]}, full data= {parsed_data}"
)
state = trading_enums.EvaluatorStates.NEUTRAL
- target_price = await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0)
+ target_price = 0 if order_type == TradingViewSignalsTradingMode.MARKET_SIGNAL else (
+ await self._parse_price(ctx, parsed_data, TradingViewSignalsTradingMode.PRICE_KEY, 0))
stop_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.STOP_PRICE_KEY, math.nan
)
tp_price = await self._parse_price(
ctx, parsed_data, TradingViewSignalsTradingMode.TAKE_PROFIT_PRICE_KEY, math.nan
)
+ allow_holdings_adaptation = parsed_data.get(TradingViewSignalsTradingMode.ALLOW_HOLDINGS_ADAPTATION_KEY, False)
+
order_data = {
TradingViewSignalsModeConsumer.PRICE_KEY: target_price,
TradingViewSignalsModeConsumer.VOLUME_KEY: await self._parse_volume(
- ctx, parsed_data, parsed_side, target_price
+ ctx, parsed_data, parsed_side, target_price, allow_holdings_adaptation
),
TradingViewSignalsModeConsumer.STOP_PRICE_KEY: stop_price,
TradingViewSignalsModeConsumer.STOP_ONLY: order_type == TradingViewSignalsTradingMode.STOP_SIGNAL,
@@ -281,7 +285,7 @@ async def _parse_price(self, ctx, parsed_data, key, default):
)
return target_price
- async def _parse_volume(self, ctx, parsed_data, side, target_price):
+ async def _parse_volume(self, ctx, parsed_data, side, target_price, allow_holdings_adaptation):
user_volume = str(parsed_data.get(TradingViewSignalsTradingMode.VOLUME_KEY, 0))
if user_volume == "0":
return trading_constants.ZERO
@@ -293,7 +297,8 @@ async def _parse_volume(self, ctx, parsed_data, side, target_price):
is_stop_order=False,
use_total_holding=False,
target_price=target_price,
- allow_holdings_adaptation=False, # raise when not enough funds to create an order according to user input
+ # raise when not enough funds to create an order according to user input
+ allow_holdings_adaptation=allow_holdings_adaptation,
)
async def signal_callback(self, parsed_data: dict, ctx):
diff --git a/profiles/index_trading/profile.json b/profiles/index_trading/profile.json
new file mode 100644
index 000000000..202042c4d
--- /dev/null
+++ b/profiles/index_trading/profile.json
@@ -0,0 +1,63 @@
+{
+ "config": {
+ "crypto-currencies": {
+ "Bitcoin": {
+ "enabled": true,
+ "pairs": [
+ "BTC/USDT"
+ ]
+ },
+ "Ethereum": {
+ "enabled": true,
+ "pairs": [
+ "ETH/USDT"
+ ]
+ },
+ "Solana": {
+ "enabled": true,
+ "pairs": [
+ "SOL/USDT"
+ ]
+ }
+ },
+ "exchanges": {
+ "binance": {
+ "enabled": true,
+ "exchange-type": "spot"
+ }
+ },
+ "trader": {
+ "enabled": false,
+ "load-trade-history": false
+ },
+ "trader-simulator": {
+ "enabled": true,
+ "fees": {
+ "maker": 0.1,
+ "taker": 0.1
+ },
+ "starting-portfolio": {
+ "USDT": 1000
+ }
+ },
+ "trading": {
+ "reference-market": "USDT",
+ "risk": 0.5
+ }
+ },
+ "profile": {
+ "auto_update": false,
+ "avatar": "default_profile.png",
+ "complexity": 1,
+ "description": "Index Trading will maintain a custom crypto index using each enabled traded coin.",
+ "extra_backtesting_time_frames": [],
+ "id": "index_trading",
+ "imported": false,
+ "name": "Index trading",
+ "origin_url": null,
+ "read_only": true,
+ "risk": 1,
+ "slug": "",
+ "type": "live"
+ }
+}
\ No newline at end of file
diff --git a/profiles/index_trading/specific_config/IndexTradingMode.json b/profiles/index_trading/specific_config/IndexTradingMode.json
new file mode 100644
index 000000000..9f26d87ab
--- /dev/null
+++ b/profiles/index_trading/specific_config/IndexTradingMode.json
@@ -0,0 +1,6 @@
+{
+ "index_content": [],
+ "rebalance_trigger_min_percent": 5,
+ "refresh_interval": 1,
+ "required_strategies": []
+}
\ No newline at end of file
diff --git a/profiles/index_trading/tentacles_config.json b/profiles/index_trading/tentacles_config.json
new file mode 100644
index 000000000..62b585237
--- /dev/null
+++ b/profiles/index_trading/tentacles_config.json
@@ -0,0 +1,7 @@
+{
+ "tentacle_activation": {
+ "Trading": {
+ "IndexTradingMode": true
+ }
+ }
+}
\ No newline at end of file
+