Merge pull request #1340 from Drakkar-Software/dev

Dev merge
Drakkar-Software · Aug 25, 2024 · 0fe5786 · 0fe5786
2 parents 7c5a61c + e3518b5
commit 0fe5786
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Showing 2 changed files with 11 additions and 13 deletions.
diff --git a/Trading/Exchange/binance/binance_exchange.py b/Trading/Exchange/binance/binance_exchange.py
@@ -37,6 +37,8 @@ class Binance(exchanges.RestExchange):
     SUPPORTS_SET_MARGIN_TYPE_ON_OPEN_POSITIONS = False  # set False when the exchange refuses to change margin type
     # when an associated position is open
     # binance {"code":-4048,"msg":"Margin type cannot be changed if there exists position."}
+    # Set True when the "limit" param when fetching order books is taken into account
+    SUPPORTS_CUSTOM_LIMIT_ORDER_BOOK_FETCH = True
 
     # should be overridden locally to match exchange support
     SUPPORTED_ELEMENTS = {
@@ -291,8 +293,6 @@ def parse_position(self, fixed, force_empty=False, **kwargs):
             return None
 
     def parse_leverage(self, fixed, **kwargs):
-        # WARNING no CCXT standard leverage parsing logic
-        # HAS TO BE IMPLEMENTED IN EACH EXCHANGE IMPLEMENTATION
         parsed = super().parse_leverage(fixed, **kwargs)
         # on binance fixed is a parsed position
         parsed[trading_enums.ExchangeConstantsLeveragePropertyColumns.LEVERAGE.value] = \

diff --git a/Trading/Exchange/okx/okx_exchange.py b/Trading/Exchange/okx/okx_exchange.py
@@ -22,6 +22,7 @@
 import octobot_trading.constants as constants
 import octobot_trading.errors as trading_errors
 import octobot_trading.exchanges.connectors.ccxt.enums as ccxt_enums
+import octobot_trading.exchanges.connectors.ccxt.constants as ccxt_constants
 import octobot_trading.exchanges.connectors.ccxt.ccxt_connector as ccxt_connector
 import octobot_trading.personal_data as trading_personal_data
 
@@ -412,12 +413,12 @@ async def get_position(self, symbol: str, **kwargs: dict) -> dict:
 
     async def _update_position_with_leverage_data(self, symbol, position):
         leverage_data = await self.get_symbol_leverage(symbol)
-        raw_data = leverage_data[trading_enums.ExchangeConstantsLeveragePropertyColumns.RAW.value]
         adapter = self.connector.adapter
+        OKX_info = leverage_data[ccxt_constants.CCXT_INFO]
         position[trading_enums.ExchangeConstantsPositionColumns.POSITION_MODE.value] = \
-            adapter.parse_position_mode(raw_data[adapter.OKX_POS_SIDE])
+            adapter.parse_position_mode(OKX_info[0][adapter.OKX_POS_SIDE])
         position[trading_enums.ExchangeConstantsPositionColumns.MARGIN_TYPE.value] = \
-            adapter.parse_margin_type(raw_data[adapter.OKX_MARGIN_MODE])
+            adapter.parse_margin_type(leverage_data[ccxt_enums.ExchangeLeverageCCXTColumns.MARGIN_MODE.value])
         position[trading_enums.ExchangeConstantsPositionColumns.LEVERAGE.value] = \
             leverage_data[trading_enums.ExchangeConstantsLeveragePropertyColumns.LEVERAGE.value]
 
@@ -530,16 +531,13 @@ def parse_position_mode(self, position_mode):
         return trading_enums.PositionMode.HEDGE
 
     def parse_leverage(self, fixed, **kwargs):
-        # WARNING no CCXT standard leverage parsing logic
-        # HAS TO BE IMPLEMENTED IN EACH EXCHANGE IMPLEMENTATION
-        fixed = fixed[self.DATA][0]    # okx is returning a list, use the 1 element only
         fixed = super().parse_leverage(fixed, **kwargs)
+        leverages = [
+            fixed[ccxt_enums.ExchangeLeverageCCXTColumns.LONG_LEVERAGE.value],
+            fixed[ccxt_enums.ExchangeLeverageCCXTColumns.SHORT_LEVERAGE.value],
+        ]
         fixed[trading_enums.ExchangeConstantsLeveragePropertyColumns.LEVERAGE.value] = \
-            self.safe_decimal(
-                fixed[trading_enums.ExchangeConstantsLeveragePropertyColumns.RAW.value],
-                self.OKX_LEVER,
-                constants.DEFAULT_SYMBOL_LEVERAGE,
-            )
+            decimal.Decimal(str(leverages[0] or leverages[1]))
         return fixed
 
     def parse_funding_rate(self, fixed, from_ticker=False, **kwargs):