Merge pull request #9847 from freqtrade/fix/bybit_unified

Bump ccxt to 4.2.47

freqtrade/exchange/common.py

@@ -2,7 +2,7 @@ import asyncio
 import logging
 import time
 from functools import wraps
-from typing import Any, Callable, Optional, TypeVar, cast, overload
+from typing import Any, Callable, Dict, List, Optional, TypeVar, cast, overload
 
 from freqtrade.constants import ExchangeConfig
 from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
@@ -60,16 +60,17 @@ SUPPORTED_EXCHANGES = [
     'okx',
 ]
 
-EXCHANGE_HAS_REQUIRED = [
+# either the main, or replacement methods (array) is required
+EXCHANGE_HAS_REQUIRED: Dict[str, List[str]] = {
     # Required / private
-    'fetchOrder',
-    'cancelOrder',
-    'createOrder',
-    'fetchBalance',
+    'fetchOrder': ['fetchOpenOrder', 'fetchClosedOrder'],
+    'cancelOrder': [],
+    'createOrder': [],
+    'fetchBalance': [],
 
     # Public endpoints
-    'fetchOHLCV',
-]
+    'fetchOHLCV': [],
+}
 
 EXCHANGE_HAS_OPTIONAL = [
     # Private

freqtrade/exchange/exchange.py

@@ -1260,11 +1260,43 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def fetch_order_emulated(self, order_id: str, pair: str, params: Dict) -> Dict:
+        """
+        Emulated fetch_order if the exchange doesn't support fetch_order, but requires separate
+        calls for open and closed orders.
+        """
+        try:
+            order = self._api.fetch_open_order(order_id, pair, params=params)
+            self._log_exchange_response('fetch_open_order', order)
+            order = self._order_contracts_to_amount(order)
+            return order
+        except ccxt.OrderNotFound:
+            try:
+                order = self._api.fetch_closed_order(order_id, pair, params=params)
+                self._log_exchange_response('fetch_closed_order', order)
+                order = self._order_contracts_to_amount(order)
+                return order
+            except ccxt.OrderNotFound as e:
+                raise RetryableOrderError(
+                    f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
+            if not self.exchange_has('fetchOrder'):
+                return self.fetch_order_emulated(order_id, pair, params)
             order = self._api.fetch_order(order_id, pair, params=params)
             self._log_exchange_response('fetch_order', order)
             order = self._order_contracts_to_amount(order)

freqtrade/exchange/exchange_utils.py

@@ -49,7 +49,11 @@ def validate_exchange(exchange: str) -> Tuple[bool, str]:
     reason = ''
     if not ex_mod or not ex_mod.has:
         return False, ''
-    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
+    missing = [
+        k for k, v in EXCHANGE_HAS_REQUIRED.items()
+        if ex_mod.has.get(k) is not True
+        and not (all(ex_mod.has.get(x) for x in v))
+    ]
     if missing:
         result = False
         reason += f"missing: {', '.join(missing)}"

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.26.4
 pandas==2.1.4
 pandas-ta==0.3.14b
 
-ccxt==4.2.42
+ccxt==4.2.47
 cryptography==42.0.3
 aiohttp==3.9.3
 SQLAlchemy==2.0.27

setup.py

@@ -70,7 +70,7 @@ setup(
     ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=4.2.15',
+        'ccxt>=4.2.47',
         'SQLAlchemy>=2.0.6',
         'python-telegram-bot>=20.1',
         'arrow>=1.0.0',

tests/exchange/test_bybit.py

@@ -131,6 +131,7 @@ def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
         'amount': 20.0,
     })
 
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id='bybit')
 
     res = exchange.fetch_order('123', 'BTC/USDT')

tests/exchange/test_exchange.py

@@ -3237,6 +3237,7 @@ def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, or
 def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
                                   call_corder, call_forder):
     default_conf['dry_run'] = False
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value=corder)
     api_mock.fetch_order = MagicMock(return_value={})
@@ -3250,6 +3251,7 @@ def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog):
     default_conf['dry_run'] = False
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
     api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
@@ -3347,6 +3349,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     order.myid = 123
     order.symbol = 'TKN/BTC'
 
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange._dry_run_open_orders['X'] = order
     assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
@@ -3391,10 +3394,80 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
                            order_id='_', pair='TKN/BTC')
 
 
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
+    default_conf['dry_run'] = True
+    default_conf['exchange']['log_responses'] = True
+    order = MagicMock()
+    order.myid = 123
+    order.symbol = 'TKN/BTC'
+
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch(f'{EXMS}.exchange_has', return_value=False)
+    exchange._dry_run_open_orders['X'] = order
+    # Dry run - regular fetch_order behavior
+    assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
+
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.fetch_order('Y', 'TKN/BTC')
+
+    default_conf['dry_run'] = False
+    mocker.patch(f'{EXMS}.exchange_has', return_value=False)
+    api_mock = MagicMock()
+    api_mock.fetch_open_order = MagicMock(
+        return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
+    api_mock.fetch_closed_order = MagicMock(
+        return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.fetch_order(
+        'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}
+    assert log_has(
+        ("API fetch_open_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}"
+         ),
+        caplog
+    )
+    assert api_mock.fetch_open_order.call_count == 1
+    assert api_mock.fetch_closed_order.call_count == 0
+    caplog.clear()
+
+    # open_order doesn't find order
+    api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
+    api_mock.fetch_closed_order = MagicMock(
+        return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    assert exchange.fetch_order(
+        'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}
+    assert log_has(
+        ("API fetch_closed_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}"
+         ),
+        caplog
+    )
+    assert api_mock.fetch_open_order.call_count == 1
+    assert api_mock.fetch_closed_order.call_count == 1
+    caplog.clear()
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.fetch_open_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        api_mock.fetch_closed_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.fetch_order(order_id='_', pair='TKN/BTC')
+    assert api_mock.fetch_open_order.call_count == 1
+
+    api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
+                           'fetch_order_emulated', 'fetch_open_order',
+                           retries=1,
+                           order_id='_', pair='TKN/BTC', params={})
+
+
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
+    mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)