[Typo] fix relised/realized typo and rename enums

tmp


tmp rename FILLED

Author: techfreaque

CHANGELOG.md

@@ -281,7 +281,7 @@ No change, pypi issue version
 - [Transaction] class
 - [TransactionsManager] class
 - [TransactionsManager] factory
-- [TransactionsManager] transfer, blockchain, fee and realised_pnl
+- [TransactionsManager] transfer, blockchain, fee and realized_pnl
 
 ### Fixed
 - [Positions] missing mark_price fetching

octobot_trading/enums.py

@@ -118,8 +118,8 @@ class TransactionType(enum.Enum):
     BLOCKCHAIN_WITHDRAWAL = "blockchain_withdrawal"
     FUNDING_FEE = "funding_fee"
     TRADING_FEE = "trading_fee"
-    REALISED_PNL = "realised_pnl"
-    CLOSE_REALISED_PNL = "close_realised_pnl"
+    REALIZED_PNL = "realized_pnl"
+    CLOSE_REALIZED_PNL = "close_realized_pnl"
     TRANSFER = "transfer"
 
 
@@ -162,6 +162,7 @@ class PositionMode(enum.Enum):
 
 class ExchangeConstantsFundingColumns(enum.Enum):
     SYMBOL = "symbol"
+    TIMESTAMP = "timestamp"
     LAST_FUNDING_TIME = "last_funding_time"
     FUNDING_RATE = "funding_rate"
     NEXT_FUNDING_TIME = "next_funding_time"
@@ -301,8 +302,8 @@ class ExchangeConstantsOrderColumns(enum.Enum):
     PRICE = "price"
     AMOUNT = "amount"
     COST = "cost"
-    AVERAGE = "average"
-    FILLED = "filled"
+    FILLED_AMOUNT = "filled_amount"
+    FILLED_PRICE = "filled_price"
     REMAINING = "remaining"
     STATUS = "status"
     FEE = "fee"
@@ -314,9 +315,10 @@ class ExchangeConstantsOrderColumns(enum.Enum):
     REDUCE_ONLY = "reduceOnly"
     STOP_PRICE = "stopPrice"
     TRIGGER_ABOVE = "triggerAbove"
+    TIME_IN_FORCE = "timeInForce"
     TAG = "tag"
-
-
+    
+    
 class ExchangeConstantsPositionColumns(enum.Enum):
     ID = "id"
     TIMESTAMP = "timestamp"
@@ -325,12 +327,12 @@ class ExchangeConstantsPositionColumns(enum.Enum):
     MARK_PRICE = "mark_price"
     LIQUIDATION_PRICE = "liquidation_price"
     BANKRUPTCY_PRICE = "bankruptcy_price"
-    UNREALIZED_PNL = "unrealised_pnl"   # unrealised_pnl on Bybit api and unrealized_pnl on exchange UI
-    REALISED_PNL = "realised_pnl"
+    UNREALIZED_PNL = "unrealized_pnl"  # unrealized_pnl on Bybit api and unrealized_pnl on exchange UI
+    REALIZED_PNL = "realized_pnl"
     CLOSING_FEE = "closing_fee"
-    QUANTITY = "quantity"
+    SINGLE_CONTRACT_VALUE = "single_contract_value"
     SIZE = "size"
-    NOTIONAL = "notional"
+    VALUE = "position_value"
     INITIAL_MARGIN = "initial_margin"
     COLLATERAL = "collateral"
     LEVERAGE = "leverage"

octobot_trading/exchanges/connectors/ccxt/ccxt_adapter.py

@@ -190,6 +190,9 @@ def parse_position(self, fixed, **kwargs):
                 enums.ExchangeConstantsPositionColumns.SIDE.value: position_side,
                 enums.ExchangeConstantsPositionColumns.MARGIN_TYPE.value:
                     fixed.get(ccxt_enums.ExchangePositionCCXTColumns.MARGIN_TYPE.value, None),
+                enums.ExchangeConstantsPositionColumns.SINGLE_CONTRACT_VALUE.value:
+                    decimal.Decimal(
+                        f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.CONTRACT_SIZE.value, 1)}"),
                 enums.ExchangeConstantsPositionColumns.SIZE.value:
                     contract_size * contracts if original_side == enums.PositionSide.LONG.value
                     else -contract_size * contracts,
@@ -198,7 +201,7 @@ def parse_position(self, fixed, **kwargs):
                 enums.ExchangeConstantsPositionColumns.COLLATERAL.value:
                     decimal.Decimal(
                         f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.COLLATERAL.value, 0)}"),
-                enums.ExchangeConstantsPositionColumns.NOTIONAL.value:
+                enums.ExchangeConstantsPositionColumns.VALUE.value:
                     decimal.Decimal(
                         f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.NOTIONAL.value, 0)}"),
                 enums.ExchangeConstantsPositionColumns.INITIAL_MARGIN.value:
@@ -209,10 +212,10 @@ def parse_position(self, fixed, **kwargs):
                         f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.LEVERAGE.value, 0)}"),
                 enums.ExchangeConstantsPositionColumns.UNREALIZED_PNL.value:
                     decimal.Decimal(
-                        f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.UNREALISED_PNL.value, 0)}"),
-                enums.ExchangeConstantsPositionColumns.REALISED_PNL.value:
+                        f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.UNREALIZED_PNL.value, 0)}"),
+                enums.ExchangeConstantsPositionColumns.REALIZED_PNL.value:
                     decimal.Decimal(
-                        f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.REALISED_PNL.value, 0)}"),
+                        f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.REALIZED_PNL.value, 0)}"),
                 enums.ExchangeConstantsPositionColumns.LIQUIDATION_PRICE.value:
                     decimal.Decimal(
                         f"{fixed.get(ccxt_enums.ExchangePositionCCXTColumns.LIQUIDATION_PRICE.value, 0)}"),

octobot_trading/exchanges/connectors/ccxt/enums.py

@@ -26,8 +26,9 @@ class ExchangeConstantsMarketStatusCCXTColumns(enum.Enum):
 
 
 class ExchangePositionCCXTColumns(enum.Enum):
-    CONTRACTS = "contracts"
-    CONTRACT_SIZE = "contractSize"
+    ID = "id"
+    CONTRACTS = "contracts"  # == ExchangeConstantsPositionColumn.SIZE
+    CONTRACT_SIZE = "contractSize"  # == ExchangeConstantsPositionColumns.SINGLE_CONTRACT_VALUE
     MARGIN_TYPE = "marginType"
     MARGIN_MODE = "marginMode"
     LEVERAGE = "leverage"
@@ -37,10 +38,10 @@ class ExchangePositionCCXTColumns(enum.Enum):
     INITIAL_MARGIN_PERCENTAGE = "initialMarginPercentage"
     MAINTENANCE_MARGIN = "maintenanceMargin"
     MAINTENANCE_MARGIN_PERCENTAGE = "maintenanceMarginPercentage"
-    NOTIONAL = "notional"
+    NOTIONAL = "notional"  # == ExchangeConstantsPositionColumn.VALUE
     MARGIN_RATIO = "marginRatio"
-    UNREALISED_PNL = "unrealizedPnl"
-    REALISED_PNL = "realizedPnl"
+    UNREALIZED_PNL = "unrealizedPnl"
+    REALIZED_PNL = "realizedPnl"
     LIQUIDATION_PRICE = "liquidationPrice"
     MARK_PRICE = "markPrice"
     ENTRY_PRICE = "entryPrice"

octobot_trading/exchanges/types/rest_exchange.py

@@ -413,7 +413,7 @@ async def get_order_from_trades(self, symbol, order_id, order_to_update=None):
                 order_to_update[ecoc.TIMESTAMP.value] = order_to_update.get(ecoc.TIMESTAMP.value,
                                                                             trade[ecoc.TIMESTAMP.value])
                 order_to_update[ecoc.STATUS.value] = enums.OrderStatus.FILLED.value
-                order_to_update[ecoc.FILLED.value] = trade[ecoc.AMOUNT.value]
+                order_to_update[ecoc.FILLED_AMOUNT.value] = trade[ecoc.AMOUNT.value]
                 order_to_update[ecoc.COST.value] = trade[ecoc.COST.value]
                 order_to_update[ecoc.REMAINING.value] = 0
                 order_to_update[ecoc.FEE.value] = trade[ecoc.FEE.value]

octobot_trading/personal_data/__init__.pxd

@@ -99,10 +99,10 @@ from octobot_trading.personal_data.transactions cimport (
     Transaction,
     BlockchainTransaction,
     FeeTransaction,
-    RealisedPnlTransaction,
+    RealizedPnlTransaction,
     TransferTransaction,
     create_blockchain_transaction,
-    create_realised_pnl_transaction,
+    create_realized_pnl_transaction,
     create_fee_transaction,
     create_transfer_transaction,
 )
@@ -189,10 +189,10 @@ __all__ = [
     "Transaction",
     "BlockchainTransaction",
     "FeeTransaction",
-    "RealisedPnlTransaction",
+    "RealizedPnlTransaction",
     "TransferTransaction",
     "create_blockchain_transaction",
-    "create_realised_pnl_transaction",
+    "create_realized_pnl_transaction",
     "create_fee_transaction",
     "create_transfer_transaction",
 ]

octobot_trading/personal_data/__init__.py

@@ -168,10 +168,10 @@
     Transaction,
     BlockchainTransaction,
     FeeTransaction,
-    RealisedPnlTransaction,
+    RealizedPnlTransaction,
     TransferTransaction,
     create_blockchain_transaction,
-    create_realised_pnl_transaction,
+    create_realized_pnl_transaction,
     create_fee_transaction,
     create_transfer_transaction,
 )
@@ -355,10 +355,10 @@
     "Transaction",
     "BlockchainTransaction",
     "FeeTransaction",
-    "RealisedPnlTransaction",
+    "RealizedPnlTransaction",
     "TransferTransaction",
     "create_blockchain_transaction",
-    "create_realised_pnl_transaction",
+    "create_realized_pnl_transaction",
     "create_fee_transaction",
     "create_transfer_transaction",
 ]

octobot_trading/personal_data/orders/order.py

@@ -525,7 +525,7 @@ def update_from_raw(self, raw_order):
             price = stop_price
         filled_price = decimal.Decimal(str(price))
         # set average price with real average price if available, use filled_price otherwise
-        average_price = decimal.Decimal(str(raw_order.get(enums.ExchangeConstantsOrderColumns.AVERAGE.value, 0.0)
+        average_price = decimal.Decimal(str(raw_order.get(enums.ExchangeConstantsOrderColumns.FILLED_PRICE.value, 0.0)
                                             or filled_price))
 
         return self.update(
@@ -535,7 +535,7 @@ def update_from_raw(self, raw_order):
             price=decimal.Decimal(str(price)),
             status=order_util.parse_order_status(raw_order),
             order_id=str(raw_order.get(enums.ExchangeConstantsOrderColumns.ID.value, None)),
-            quantity_filled=decimal.Decimal(str(raw_order.get(enums.ExchangeConstantsOrderColumns.FILLED.value, 0.0)
+            quantity_filled=decimal.Decimal(str(raw_order.get(enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value, 0.0)
                                                 or 0.0)),
             filled_price=decimal.Decimal(str(filled_price)),
             average_price=decimal.Decimal(str(average_price)),
@@ -610,7 +610,7 @@ def consider_as_canceled(self):
     def update_order_from_raw(self, raw_order):
         self.status = order_util.parse_order_status(raw_order)
         self.total_cost = decimal.Decimal(str(raw_order[enums.ExchangeConstantsOrderColumns.COST.value] or 0))
-        self.filled_quantity = decimal.Decimal(str(raw_order[enums.ExchangeConstantsOrderColumns.FILLED.value] or 0))
+        self.filled_quantity = decimal.Decimal(str(raw_order[enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value] or 0))
         self.filled_price = decimal.Decimal(str(raw_order[enums.ExchangeConstantsOrderColumns.PRICE.value] or 0))
         if not self.filled_price and self.filled_quantity:
             self.filled_price = self.total_cost / self.filled_quantity
@@ -659,7 +659,7 @@ def to_dict(self):
             enums.ExchangeConstantsOrderColumns.AMOUNT.value: self.origin_quantity,
             enums.ExchangeConstantsOrderColumns.COST.value: self.total_cost,
             enums.ExchangeConstantsOrderColumns.QUANTITY_CURRENCY.value: self.quantity_currency,
-            enums.ExchangeConstantsOrderColumns.FILLED.value: self.filled_quantity,
+            enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value: self.filled_quantity,
             enums.ExchangeConstantsOrderColumns.FEE.value: self.fee,
             enums.ExchangeConstantsOrderColumns.REDUCE_ONLY.value: self.reduce_only,
             enums.ExchangeConstantsOrderColumns.TAG.value: self.tag

octobot_trading/personal_data/orders/order_util.py

@@ -399,15 +399,15 @@ async def get_order_size_portfolio_percent(exchange_manager, order_amount, side,
                                  portfolio_type=commons_constants.PORTFOLIO_TOTAL)
     if exchange_manager.is_future:
         # TODO check inverse
-        if market_quantity is constants.ZERO:
+        if market_quantity == constants.ZERO:
             return constants.ZERO
         return min(order_amount / market_quantity, constants.ONE) * constants.ONE_HUNDRED
     if side is enums.TradeOrderSide.SELL:
-        if current_symbol_holding is constants.ZERO:
+        if current_symbol_holding == constants.ZERO:
             return constants.ZERO
         return min(order_amount / current_symbol_holding, constants.ONE) * constants.ONE_HUNDRED
     if side is enums.TradeOrderSide.BUY:
-        if current_market_holding is constants.ZERO:
+        if current_market_holding == constants.ZERO:
             return constants.ZERO
         return min(order_amount / market_quantity, constants.ONE) * constants.ONE_HUNDRED
     raise errors.InvalidArgumentError(f"Unhandled side: {side}")

octobot_trading/personal_data/portfolios/assets/future_asset.pxd

@@ -29,7 +29,7 @@ cdef class FutureAsset(asset_class.Asset):
     cpdef object set(self, object total=*, object available=*, object initial_margin=*, object position_margin=*,
                    object unrealized_pnl=*, object order_margin=*, object margin_balance=*)
     cpdef object set_unrealized_pnl(self, object unrealized_pnl)  # needs object to forward exceptions
-    cpdef object update_realised_pnl(self, object realized_pnl_update)  # needs object to forward exceptions
+    cpdef object update_realized_pnl(self, object realized_pnl_update)  # needs object to forward exceptions
 
     cdef object _update_total(self)
     cdef object _update_available(self)

octobot_trading/personal_data/portfolios/assets/future_asset.py

@@ -146,7 +146,7 @@ def set_unrealized_pnl(self, unrealized_pnl):
         self.unrealized_pnl = unrealized_pnl
         self._update_total()
 
-    def update_realised_pnl(self, realized_pnl_update):
+    def update_realized_pnl(self, realized_pnl_update):
         """
         Updates the realized pnl value
         :param realized_pnl_update: the realized pnl update

octobot_trading/personal_data/portfolios/portfolio_util.py

@@ -83,7 +83,7 @@ def get_draw_down(exchange_manager):
                 .origin_portfolio.portfolio[value_currency].total
             portfolio_history = [origin_value]
             for transaction in exchange_manager.exchange_personal_data.transactions_manager.transactions.values():
-                current_pnl = transaction.quantity if hasattr(transaction, "quantity") else transaction.realised_pnl
+                current_pnl = transaction.quantity if hasattr(transaction, "quantity") else transaction.realized_pnl
                 portfolio_history.append(portfolio_history[-1] + current_pnl)
 
                 current_draw_down = constants.ONE_HUNDRED - \
@@ -108,15 +108,15 @@ async def get_coefficient_of_determination_data(transactions, start_balance,
             if hasattr(transaction, "quantity"):
                 current_pnl = float(transaction.quantity)
                 pnl_history_times.append(transaction.creation_time)
-            elif hasattr(transaction, 'realised_pnl'):
-                current_pnl = float(transaction.realised_pnl)
+            elif hasattr(transaction, "realized_pnl"):
+                current_pnl = float(transaction.realized_pnl)
                 pnl_history_times.append(transaction.creation_time)
             elif isinstance(transaction, dict):
                 if transaction["quantity"]:
                     current_pnl = transaction["quantity"]
                     pnl_history_times.append(transaction["x"])
-                elif transaction['realised_pnl']:
-                    current_pnl = transaction['realised_pnl']
+                elif transaction["realized_pnl"]:
+                    current_pnl = transaction["realized_pnl"]
                     pnl_history_times.append(transaction["x"])
 
             if current_pnl is not None:

octobot_trading/personal_data/portfolios/types/future_portfolio.py

@@ -54,7 +54,7 @@ def update_portfolio_data_from_position_size_update(self,
         """
         Update portfolio data from position size update
         :param position: the position updated instance
-        :param realized_pnl_update: the position realised pnl update
+        :param realized_pnl_update: the position realized pnl update
         :param size_update: the position size update
         :param margin_update: the position margin update
         :param has_increased_position_size: if the update increased position size
@@ -89,7 +89,7 @@ def update_portfolio_data_from_position_size_update(self,
 
     def update_portfolio_available_from_order(self, order, is_new_order=True):
         """
-        Realise portfolio availability update
+        Realize portfolio availability update
         :param order: the order that triggers the portfolio update
         :param is_new_order: True when the order is being created
         """

octobot_trading/personal_data/positions/position.pxd

@@ -48,7 +48,7 @@ cdef class Position(util.Initializable):
     cdef public object margin
     cdef public object initial_margin
     cdef public object unrealized_pnl
-    cdef public object realised_pnl
+    cdef public object realized_pnl
     cdef public object fee_to_close
 
     cdef public double timestamp
@@ -70,7 +70,7 @@ cdef class Position(util.Initializable):
                       object value,
                       object initial_margin,
                       object unrealized_pnl,
-                      object realised_pnl,
+                      object realized_pnl,
                       object fee_to_close,
                       object status=*)
     cdef bint _should_change(self, object original_value, object new_value)
@@ -87,7 +87,7 @@ cdef class Position(util.Initializable):
     cdef bint _is_update_increasing_size(self, object size_update)
     cdef bint _is_update_decreasing_size(self, object size_update)
     cdef bint _is_update_closing(self, object size_update)
-    cdef object _update_size(self, object update_size, object realised_pnl_update=*, object trigger_source=*)  # needs object to forward exceptions
+    cdef object _update_size(self, object update_size, object realized_pnl_update=*, object trigger_source=*)  # needs object to forward exceptions
     cdef void _check_and_update_size(self, object size_update)
     cdef void _update_margin(self)
     cdef void _reset_entry_price(self)
@@ -96,7 +96,7 @@ cdef class Position(util.Initializable):
     cdef void _on_side_update(self, bint reset_entry_price)
     cdef object _on_size_update(self,
                                 object size_update,
-                                object realised_pnl_update,
+                                object realized_pnl_update,
                                 object margin_update,
                                 bint is_update_increasing_position_size)  # needs object to forward exceptions