Merge https://github.com/rapmd73/JackrabbitRelay into alpha

Base/JackrabbitOliverTwist

@@ -5,14 +5,16 @@
 # 2021 Copyright © Robert APM Darin
 # All rights reserved unconditionally.
 
-# This is the Jackrabbit limit order manager. Its purpose is to track and maintain "orphaned" orders. Orphan orders are liit
-# order that the parent or order initiator does not wat a response for. TradingView is an example, but the situation applies
-# to any process that does not manage or maintain limit orders on their own.
+# This is the Jackrabbit limit order manager. Its purpose is to track and maintain "orphaned" orders. Orphan
+# orders are liit order that the parent or order initiator does not wat a response for. TradingView is an
+# example, but the situation applies to any process that does not manage or maintain limit orders on their
+# own.
 
-# IMPORTANT: Under no circumstances should THIS program manage an individual order. It is to be managed by a separate process,
-# called an orphan manager. This is simply because there is no way on knowing how many exchanges/brokers might be used
-# simultaneously. The memory of a single process managing a thousand orders would be absolutely thrashed. The orphan manager
-# will follow the same conventions of the PlaceOrder program, ie:
+# IMPORTANT: Under no circumstances should THIS program manage an individual order. It is to be managed by a
+# separate process, called an orphan manager. This is simply because there is no way on knowing how many
+# exchanges/brokers might be used simultaneously. The memory of a single process managing a thousand orders
+# would be absolutely thrashed. The orphan manager will follow the same conventions of the PlaceOrder
+# program, ie:
 
 # Old:
 #    Orphan.ccxt
@@ -412,13 +414,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken classifier: {Entry}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -584,7 +579,11 @@ def main():
 
         EndTime=datetime.datetime.now()
         Elapsed=(EndTime-StartTime)
+<<<<<<< HEAD
 #        if len(idx)>NumberProcesses:
+=======
+#        if len(idx)>(NumberProcesses*3):
+>>>>>>> 5d61423a9edba516e8e042b0785b61fad6cfaa1e
 #            JRLog.Write(f"{len(StorehouseIDX)} assets scanned in "+str(Elapsed)+" seconds")
 
         JRRsupport.ElasticSleep(1)
@@ -594,4 +593,3 @@ def main():
 
 if __name__=='__main__':
     main()
-

Base/Library/OliverTwist-ccxt.py

@@ -125,13 +125,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken: {order}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -283,8 +276,10 @@ def ProcessOrder(relay,Order,cid,amount,price,strikePrice,ds):
             reason=relay.GetFailedReason(result).lower()
             relay.JRLog.Write(f"{cid}: Order failed with {reason}")
             # If there isnt enough balance, remove the order
-            if 'insufficient balance' in reason or 'not enough to sell/close' in reason:
-                return 'PURGE'
+            if 'insufficient balance' in reason.lower() \
+            or 'not enough to sell/close' in reason.lower() \
+            or 'not enough balance' in reason.lower():
+                return True
             return False
     except Exception as e:
         # Something broke or went horrible wrong
@@ -378,7 +373,7 @@ def CheckTakeProfit(relay,Orphan,lowestTrade):
             if type(res) is bool and res==True:
                return Orphan['Key']
             elif type(res)==str and res=='PURGE':
-                return 'PURGE'
+                return True
             return None
         else:
             # Strike did not happen

Base/Library/OliverTwist-mimic.py

@@ -123,13 +123,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken: {order}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -152,6 +145,7 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
 
     if rc==0:
         os.remove(WorkingStorehouse)
+        return []
     return OrphanList
 
 # Get the hiest and lowest priced orders.
@@ -279,7 +273,10 @@ def ProcessOrder(relay,Order,cid,amount,price,strikePrice,ds):
             return True
         else:
             # Give OliverTwist a response
-            relay.JRLog.Write(f"{id} -> {cid}: Order failed with {relay.GetFailedReason(result)}")
+            relay.JRLog.Write(f"{cid}: Order failed with {relay.GetFailedReason(result)}")
+            # If there isnt enough balance, remove the order
+            if 'not enough balance' in result.lower():
+                return True
             return False
     except Exception as e:
         # Something broke or went horrible wrong

Base/Library/OliverTwist-oanda.py

@@ -124,13 +124,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                 except Exception as err:
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -227,16 +220,15 @@ def CalculatePriceExit(order,ts,dir,price,onePip):
 
 def ReduceLotSize(relay,oldestTrade=None,val=1):
     try:
+        relay.JRLog.Write(f"RLS A: {json.dumps(oldestTrade)}")
         if oldestTrade==None:
             return
-        Order=lowestTrade['Order']
-#        print("RLS A")
-        relay.JRLog.Write(f"RLS: {json.dumps(oldestTrade)}")
+        Order=oldestTrade['Order']
         pair=Order['Asset']
 
         # Verify the trade exists. If it doesn't, delete the key
         if not TradeExists(relay,oldestTrade['ID'],pair):
-#            print("RLS B",oldestTrade['id'])
+            relay.JRLog.Write("RLS B",oldestTrade)
             return
 
         lossID=oldestTrade['ID']
@@ -253,7 +245,7 @@ def ReduceLotSize(relay,oldestTrade=None,val=1):
             Dir='long'
             Action='Sell'
 
-#        print("RLS C")
+        relay.JRLog.Write("RLS C")
         newOrder={}
         newOrder['OliverTwist']='Conditional ReduceBy'
         newOrder['Exchange']=Order['Exchange']
@@ -270,10 +262,11 @@ def ReduceLotSize(relay,oldestTrade=None,val=1):
             newOrder['OrderType']='market'
         newOrder['Identity']=relay.Active['Identity']
 
-#        print("RLS D")
+        relay.JRLog.Write("RLS D")
         # Feed the new order to Relay
         result=relay.SendWebhook(newOrder)
         oid=relay.GetOrderID(result)
+        relay.JRLog.Write(f"RLS E: {oid}")
         if oid!=None:
             orderDetail=relay.GetOrderDetails(OrderID=oid)
 
@@ -341,6 +334,8 @@ def ProcessOrder(relay,Order,cid,units,price,strikePrice,ds,lowestOrder=None):
                 LogMSG=f"{oid} -> {cid} Loss {dir}, {units}: {price:.5f} -> {sprice:5f}/{abs(rpl):.5f}, {duration}"
             relay.JRLog.Write(f"{LogMSG}")
 
+#            relay.JRLog.Write(f"RPL: {rpl}")
+#            relay.JRLog.Write(f"LO: {lowestOrder}")
             if rpl>0:
                 # Don't reduce if we have a loss
 
@@ -373,13 +368,18 @@ def ProcessOrder(relay,Order,cid,units,price,strikePrice,ds,lowestOrder=None):
 
 def TradeExists(relay,id,asset):
     try:
+        # Get ID from actual current order
+        orderDetail=relay.GetOrderDetails(OrderID=id)
+        cid=orderDetail[-1]['id']
+
+        # Get current open trades
         openTrades=relay.GetOpenTrades(symbol=asset)
         # no open trades
         if openTrades==[]:
             return False
 
         for cur in openTrades:
-            if cur['id']==id:
+            if cur['id']==cid:
                 return True
     except Exception as e:
         # Something broke or went horrible wrong
@@ -491,7 +491,7 @@ def CheckTakeProfit(relay,Orphan,lowestTrade):
             ds=datetime.datetime.strptime(dsS,'%Y-%m-%dT%H:%M:%S.%fZ')
             units=abs(float(orderDetail[-1]['units']))
 
-            ProcessOrder(relay,Order,cid,units,price,strikePrice,ds)
+            ProcessOrder(relay,Order,cid,units,price,strikePrice,ds,lowestOrder=lowestTrade)
             return Orphan['Key']
         else:
             # Strike did not happen

Extras/CodeProofs/BuyEveryMinute

@@ -14,9 +14,9 @@ import time
 import JRRsupport
 import JackrabbitRelay as JRR
 
-AssetList=['BTC/USDT','ETH/USDT','BNB/USDT','LTC/USDT','XRP/USDT','TRX/USDT']
+AssetList=['BTC/USD','ETH/USD','ADA/USD','LTC/USD','XRP/USD','TRX/USD','SOL/USD','DOGE/USD']
 
-NewOrder={"Recipe":"BuyEveryMinute Conditional","Action":"Buy","Exchange":"binance","Market":"spot","Account":"Sandbox","Asset":"TRX/USDT","USD":"7","OrderType":"Market","Conditional":"Yes","Direction":"Long","SellAction":"Sell","TakeProfit":"1.5%","StopLoss":"1%" }
+NewOrder={"Recipe":"BuyEveryMinute Conditional","Action":"Buy","Exchange":"mimic","Market":"spot","Account":"Kraken02","Asset":"TRX/USD","USD":"7","OrderType":"Market","Conditional":"Yes","Direction":"Long","SellAction":"Sell","TakeProfit":"1.5%","StopLoss":"1%" }
 
 def PushOrder(NewOrder):
     try:
@@ -29,7 +29,7 @@ def PushOrder(NewOrder):
         if oid!=None:
             bal=relay.GetBalance(Base=relay.Order['Asset'].split('/')[0])
             detail=relay.GetOrderDetails(id=oid,symbol=relay.Order['Asset'])
-            print(f"{relay.Order['Asset']} {oid:>16} {round(detail['price'],8):16.8f} {round(bal,8):16.8f}")
+            print(f"{relay.Order['Asset']:10} {oid:>16} {round(detail['Price'],8):16.8f} {round(bal,8):16.8f}")
     except Exception as err:
         print(err)
 
@@ -38,11 +38,11 @@ def PushOrder(NewOrder):
 ###
 
 def main():
-    while True:
+#    while True:
         for asset in AssetList:
             NewOrder['Asset']=asset
             PushOrder(NewOrder)
-        JRRsupport.ElasticSleep(60)
+#        JRRsupport.ElasticSleep(60)
 
 if __name__ == '__main__':
     main()

Extras/OliverTwist/OliverTwistEquity

@@ -58,7 +58,11 @@ else:
 lines=JRRsupport.ReadFile(sys.argv[2]).strip().split('\n')
 
 for line in lines:
+<<<<<<< HEAD
     if line=='' or ('prft' not in line.lower() and 'loss' not in line.lower()):
+=======
+    if line=='' or ('Prft' not in line and 'Loss' not in line and 'Rduc' not in line):
+>>>>>>> 5d61423a9edba516e8e042b0785b61fad6cfaa1e
         continue
 
     data=line.split(' ')
@@ -69,7 +73,11 @@ for line in lines:
 
     if 'prft' in line.lower():
         pnl+=float(pdata)
+<<<<<<< HEAD
     if 'loss' in line.lower():
+=======
+    if 'Loss' in line or 'Rduc' in line:
+>>>>>>> 5d61423a9edba516e8e042b0785b61fad6cfaa1e
         pnl-=float(pdata)
 
     xps.append(dt)

Extras/OliverTwist/otcWatch

@@ -19,7 +19,7 @@ import JRRsupport
 import JackrabbitRelay as JRR
 
 DataDirectory='/home/JackrabbitRelay2/Data'
-ConditionalStorehouse=DataDirectory+'/OliverTwist.Storehouse'
+ConditionalStorehouse=OliverTwistData=DataDirectory+'/OliverTwist/'
 
 OliverTwistLock=JRRsupport.Locker("OliverTwist")
 
@@ -62,9 +62,11 @@ def CalculatePriceExit(order,ts,dir,price):
     return val
 
 def main():
-    if len(sys.argv)>2:
+    if len(sys.argv)>3:
         exchange=sys.argv[1].lower()
         account=sys.argv[2]
+        asset=sys.argv[3]
+        pair=asset.replace('/','').replace('-','').replace(':','')
     else:
         print("Exchange/Broker and account must be provided.")
         sys.exit(0)
@@ -73,10 +75,11 @@ def main():
     if len(sys.argv)>3:
         srch=sys.argv[3]
 
-    OliverTwistLock.Lock()
-    if os.path.exists(ConditionalStorehouse):
-        buffer=JRRsupport.ReadFile(ConditionalStorehouse).strip()
-    OliverTwistLock.Unlock()
+    shf=f"{ConditionalStorehouse}{exchange}.{account}.{pair}.Storehouse"
+#    OliverTwistLock.Lock()
+    if os.path.exists(shf):
+        buffer=JRRsupport.ReadFile(shf).strip()
+#    OliverTwistLock.Unlock()
 
     Relay={}
     TickerData={}