Bug fixes and additinal diagnostics added.

Version update.

Changes to be committed:
	modified:   Base/JackrabbitLocker
	modified:   Base/JackrabbitOliverTwist
	modified:   Base/JackrabbitRelay
	modified:   Base/Library/JRRmimic.py
	modified:   Base/Library/JRRsupport.py
	modified:   Base/Library/JackrabbitProxy.py
	modified:   Base/Library/JackrabbitRelay.py
	modified:   Extras/CodeProofs/readOHLCV
	new file:   Extras/OliverTwist/ot2gb

Base/JackrabbitLocker

@@ -28,7 +28,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.1000"
+Version="0.0.0.1.1005"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

Base/JackrabbitOliverTwist

@@ -5,16 +5,18 @@
 # 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.
-
-# 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:
+# 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:
 
 # Old:
 #    Orphan.ccxt
@@ -28,23 +30,28 @@
 #   OliverTwist-mimic
 #   OliverTwist-oanda
 
-# ANY order (direct orphan or conditional) is an ORPHAN at all times withis THIS framework.
+# ANY order (direct orphan or conditional) is an ORPHAN at all times withis THIS
+# framework.
 
-# IMPORTANT: This fraework treats conditionals the same as orphans. The separation and distinction takes
-# place in the transactor. While this has plenty of issues to be aware of, it is the most effecient way of
-# handling the situation since at this level (dispatcher), they are syntactically the same.
+# IMPORTANT: This fraework treats conditionals the same as orphans. The separation
+# and distinction takes place in the transactor. While this has plenty of issues to
+# be aware of, it is the most effecient way of handling the situation since at this
+# level (dispatcher), they are syntactically the same.
 
-# Framework identification, along with any other order verification, is done in the PlaceOrder
+# Framework identification, along with any other order verification, is done in the
+# PlaceOrder
 
-# MIGRATE to checking the highest (take profit) and lowat prices (stop loss), rather then checking every
-# order. This will optimize heavy usagevsystem to handle the most relevant orders first. Will need rethings
-# on order list processing approach and methedology.
+# MIGRATE to checking the highest (take profit) and lowat prices (stop loss),
+# rather then checking every order. This will optimize heavy usagevsystem to handle
+# the most relevant orders first. Will need rethings on order list processing
+# approach and methedology.
 
-# MOVE to reading storehouse every pass and write price data into main store house... Reading orderdetails
-# is 3 minutes for order sweep, pre processing orders brings the time down to 0.00015 seconds. Be re-reading
-# the storehouse each pass, we can update order as received to maintain sweepspeed. Reading the ticker will
-# slow thing down, but breaking the storehouse down to exchange/account/asset with high/low extreme analysis
-# will dramatically improve performance.
+# MOVE to reading storehouse every pass and write price data into main store
+# house... Reading orderdetails is 3 minutes for order sweep, pre processing orders
+# brings the time down to 0.00015 seconds. Be re-reading the storehouse each pass,
+# we can update order as received to maintain sweepspeed. Reading the ticker will
+# slow thing down, but breaking the storehouse down to exchange/account/asset with
+# high/low extreme analysis will dramatically improve performance.
 
 import sys
 sys.path.append('/home/JackrabbitRelay2/Base/Library')
@@ -60,7 +67,7 @@ import subprocess
 import JRRsupport
 import JackrabbitRelay as JRR
 
-Version="0.0.0.1.1000"
+Version="0.0.0.1.1005"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 DataDirectory='/home/JackrabbitRelay2/Data'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
@@ -118,9 +125,9 @@ def GetID():
         pw+=oc
     return pw
 
-# Split the complete list stored on disk, if it exists. Supports both orphans and conditionals.
-# RUNS ONLY ONCE, no locking needed as this runs at the very start, if it runs at all.
-# At some FUTURE point, this will be REMOVED.
+# Split the complete list stored on disk, if it exists. Supports both orphans and
+# conditionals. RUNS ONLY ONCE, no locking needed as this runs at the very start,
+# if it runs at all. At some FUTURE point, this will be REMOVED.
 
 def SplitStorehouse(cltype=None):
     # Required as the blobals are modified
@@ -160,8 +167,8 @@ def SplitStorehouse(cltype=None):
                     JRLog.Write(f"Broken: {Entry}")
                     continue
 
-                # I need to be able to extract Exchange, account, and asset to build the separate pair
-                # files.
+                # I need to be able to extract Exchange, account, and asset to
+                # build the separate pair files.
 
                 if 'Order' in Orphan:
                     if type(Orphan['Order'])==str:
@@ -181,16 +188,18 @@ def SplitStorehouse(cltype=None):
                 idx=f"{exchange}.{account}.{asset}"
                 fname=f"{OliverTwistData}/{idx}.Storehouse"
 
-                # Write out the new storehouse. We already have the complete line from the original, just
-                # use it. This is not about preprocessing, only converting.
+                # Write out the new storehouse. We already have the complete line
+                # from the original, just use it. This is not about preprocessing,
+                # only converting.
 
                 JRRsupport.AppendFile(fname,Entry+'\n')
                 rc+=1
 
             if rc>0:
                 JRLog.Write(f"{rc} record(s) converted")
 
-# Read the complete list stored on disk, if it exists. Supports both orphans and conditionals.
+# Read the complete list stored on disk, if it exists. Supports both orphans and
+# conditionals.
 
 def ReadReceiver():
     # Required as the blobals are modified
@@ -329,7 +338,8 @@ def WriteStorehouse(idx,OrphanList,deleteKey=None):
     interceptor.Critical(False)
     JRLog.Write(f"{idx}/{len(OrphanList)} order(s) written in {str(datetime.datetime.now()-StartTime)} seconds")
 
-# Read the complete list stored on disk, if it exists. Supports both orphans and conditionals.
+# Read the complete list stored on disk, if it exists. Supports both orphans and
+# conditionals.
 
 def ReadStorehouse(idx=None,OrigOrphanList=None):
     # Required as the blobals are modified
@@ -446,18 +456,19 @@ def ProcessOrphan(**kwargs):
     osh=kwargs
     State='Waiting'
 
-    # Massive headache: One of the most significant issues is that we don't know anything about any of the
-    # orders, so the processor needs to deal with everthing now in a layered approach. At the level we are
-    # at in this function, we only know the index and framework. Orphan and Conditional status is completely
-    # unknown...
+    # Massive headache: One of the most significant issues is that we don't know
+    # anything about any of the orders, so the processor needs to deal with
+    # everthing now in a layered approach. At the level we are at in this function,
+    # we only know the index and framework. Orphan and Conditional status is
+    # completely unknown...
 
     try:
         # We NEED the framework.
         idxList=osh['IDX'].split('.')
         relay=JRR.JackrabbitRelay(exchange=idxList[0],account=idxList[1],asset=idxList[2])
 
-        # IMPORTANT: Modules loaded this way do NOT have access to anything of the parent. These
-        # modules are in complete and total isolation.
+        # IMPORTANT: Modules loaded this way do NOT have access to anything of the
+        # parent. These modules are in complete and total isolation.
 
         Processor=importlib.import_module(f"OliverTwist-{relay.Framework}")
         State=Processor.OrderProcessor(osh)

Base/JackrabbitRelay

@@ -16,7 +16,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.1000"
+Version="0.0.0.1.1005"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

Base/Library/JRRmimic.py

@@ -45,7 +45,7 @@ class mimic:
     #   placed in init and released at exit.
 
     def __init__(self,Exchange,Config,Active,DataDirectory=None):
-        self.Version="0.0.0.1.1000"
+        self.Version="0.0.0.1.1005"
 
         self.StableCoinUSD=['USDT','USDC','BUSD','UST','DAI','FRAX','TUSD', \
                 'USDP','LUSD','USDN','HUSD','FEI','TRIBE','RSR','OUSD','XSGD', \

Base/Library/JRRsupport.py

@@ -669,8 +669,7 @@ def list(self):
 # Create a directory
 
 def mkdir(fn):
-    if not os.path.isdir(fn):
-        os.makedirs(fn)
+    os.makedirs(fn,exist_ok=True)
 
 # Get Yesterday's date
 

Base/Library/JackrabbitProxy.py

@@ -50,7 +50,7 @@
 class JackrabbitProxy:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,Usage=None):
         # All the default locations
-        self.Version="0.0.0.1.1000"
+        self.Version="0.0.0.1.1005"
         self.BaseDirectory='/home/JackrabbitRelay2/Base'
         self.ConfigDirectory='/home/JackrabbitRelay2/Config'
         self.DataDirectory="/home/JackrabbitRelay2/Data"

Base/Library/JackrabbitRelay.py

@@ -110,7 +110,7 @@ def Success(self,f,s):
 class JackrabbitRelay:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None,RaiseError=False):
         # All the default locations
-        self.Version="0.0.0.1.1000"
+        self.Version="0.0.0.1.1005"
         self.NOhtml='<html><title>NO!</title><body style="background-color:#ffff00;display:flex;weight:100vw;height:100vh;align-items:center;justify-content:center"><h1 style="color:#ff0000;font-weight:1000;font-size:10rem">NO!</h1></body></html>'
         self.Directories={}
         self.Directories['Base']='/home/JackrabbitRelay2/Base'

Extras/CodeProofs/readOHLCV

@@ -36,5 +36,4 @@ markets=relay.GetMarkets()
 ohlcv=relay.GetOHLCV(symbol=asset,timeframe=tf,limit=count)
 
 for slice in ohlcv:
-    print(slice)
-
+    print(','.join(f'{value:.5f}' for value in slice))

Extras/OliverTwist/ot2gb

@@ -0,0 +1,107 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+#
+# Jackrabbit Relay
+# 2021 Copyright © Robert APM Darin
+# All rights reserved unconditionally.
+
+import sys
+sys.path.append('/home/JackrabbitRelay2/Base/Library')
+import os
+import time
+import datetime
+import json
+
+import JRRsupport
+import JackrabbitRelay as JRR
+
+# Oliver Twist log
+# 2024-08-01 06:35:32.669979  476486 88557 -> 88528 Prft short, 71.0: 1.08271 -> 1.081480/0.08730, 4:36:21.447434
+
+chartDir='/home/JackrabbitRelay2/Data/Charts/'
+
+# Initialize global signal interceptor. prevent file trashing on CTRL-C
+
+Log=JRR.JackrabbitLog()
+interceptor=JRRsupport.SignalInterceptor(Log=Log)
+
+###
+### Main code base.
+###
+
+if len(sys.argv)<2:
+    print("An least OliverTwist log file is required.")
+    sys.exit(1)
+
+entry={}
+relay={}
+lines={}
+orderList={}
+
+# Copy arg list
+gblog=sys.argv[1]
+
+# Remove sys arg list
+
+for i in range(1,len(sys.argv)):
+    sys.argv.remove(sys.argv[1])
+
+# Read the log file
+
+data=gblog.split('.')
+
+account=data[2]
+asset=data[3]
+
+# Add the /
+pair=asset[:3]+'/'+asset[3:]
+relay=JRR.JackrabbitRelay(framework='oanda',exchange=data[1],account=account,asset=pair)
+lines=JRRsupport.ReadFile(gblog).strip().split('\n')
+
+# Get the order IDs and read them into a dictionary.
+
+oList=[]
+nList=[]
+nLines=[]
+
+for line in lines:
+    line=line.lower()
+    if line=='' or ('prft' not in line and 'rduc' not in line and 'loss' not in line):
+        continue
+
+    data=line.split(' ')
+    while '' in data:
+        data.remove('')
+
+    # Selling date/time
+    sdt=data[0]+' '+data[1]
+    pid=data[2]
+    id=data[3]
+    cid=data[5]
+    act=data[6]
+    dir=data[7].replace(',','')
+    amt=data[8].replace(':','')
+    bp=data[9]
+    sp,rpl=data[11].split('/')
+    dur=' '.join(data[12:])
+
+    oDetail=relay.GetOrderDetails(OrderID=id)[-1]
+
+    # Buying date/time
+    parts=oDetail['time'].replace('T',' ').replace('Z','').split('.')
+    bdt=f"{parts[0]}.{parts[1][:6]}"
+    if act=='rduc':
+        amt=oDetail['units']
+    bal=oDetail['accountBalance']
+
+    if dir=='shrt' or dir=='short':
+        dir='Short'
+
+    nav=float(bp)*abs(float(amt))
+
+    if act=='prft' or act=='loss':
+        print(f"{bdt} {pid} OT   {dir} - {id} Buy @{bp} -> {amt}")
+        print(f"{sdt} {pid} OT   {id} {dir} - {cid} Sell {amt} @{sp} -> {rpl} {bal}/{nav:.5f} {dur}")
+
+    if act=='rduc':
+        print(f"{sdt} {pid} OT   {id} {dir} - {cid} ReduceBy {1} @{sp} -> {rpl} {bal}/{nav:.5f}")