Code verification and cleanup.

Proof of cencept testing and safety protocol analysis conducted on PCTtables...

Changes to be committed:
	modified:   Base/Library/CONDccxt.py
	modified:   Base/Library/JRRoanda.py
	modified:   Base/Library/JackrabbitRelay.py
	modified:   Base/OANDA-PlaceOrder
	new file:   Extras/CodeProofs/enforceFIFO

Base/Library/CONDccxt.py

@@ -202,7 +202,6 @@ def OrderProcessor(Orphan):
             else:
                 # Give OliverTwist a response
                 relay.JRLog.Write(f"{id}: Order failed with {relay.GetFailedReason(result)}",stdOut=False)
-                relay.JRLog.Write(f"{id} -> {cid}: {result}",stdOut=False)
                 return 'Waiting'
         else:
             # Strike did not happen

Base/Library/JRRoanda.py

@@ -337,21 +337,21 @@ def PlaceOrder(self,**kwargs):
             if 'orderCreateTransaction' in self.Results:
                 if 'orderCancelTransaction' in self.Results:
                     if Quiet!=True:
-                        self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                        self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                 else:
                     if Quiet!=True:
                         self.Log.Write("|- Order Confirmation ID: "+self.Results['orderCreateTransaction']['id'])
             elif 'longOrderCreateTransaction' in self.Results:
                 if 'orderCancelTransaction' in self.Results:
                     if Quiet!=True:
-                        self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                        self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                 else:
                     if Quiet!=True:
                         self.Log.Write("|- Order Confirmation ID: "+self.Results['longOrderCreateTransaction']['id'])
             elif 'shortOrderCreateTransaction' in self.Results:
                 if 'orderCancelTransaction' in self.Results:
                     if Quiet!=True:
-                        self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                        self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                 else:
                     if Quiet!=True:
                         self.Log.Write("|- Order Confirmation ID: "+self.Results['shortOrderCreateTransaction']['id'])
@@ -376,21 +376,21 @@ def PlaceOrder(self,**kwargs):
                 if 'orderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['orderCreateTransaction']['id'])
                 elif 'longOrderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['longOrderCreateTransaction']['id'])
                 elif 'shortOrderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['shortOrderCreateTransaction']['id'])
@@ -411,21 +411,21 @@ def PlaceOrder(self,**kwargs):
                 if 'orderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['orderCreateTransaction']['id'])
                 elif 'longOrderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['longOrderCreateTransaction']['id'])
                 elif 'shortOrderCreateTransaction' in self.Results:
                     if 'orderCancelTransaction' in self.Results:
                         if Quiet!=True:
-                            self.Log.Write("|- Order CANCELLED: "+self.Results['orderCancelTransaction']['reason'])
+                            self.Log.Write("|- Order failed with: CANCELLED "+self.Results['orderCancelTransaction']['reason'])
                     else:
                         if Quiet!=True:
                             self.Log.Write("|- Order Confirmation ID: "+self.Results['shortOrderCreateTransaction']['id'])

Base/Library/JackrabbitRelay.py

@@ -394,9 +394,11 @@ def GetFailedReason(self,res):
         if res==None:
             return None
 
+        srch='failed with:'
+
         result=None
         try:
-            if res.find('PlaceOrder failed with:')>-1:
+            if res.find(srch)>-1:
                 s=res.find('with:')+6
                 for e in range(s,len(res)):
                     if res[e]=='\n':

Base/OANDA-PlaceOrder

@@ -43,6 +43,11 @@ def GetPCTamount(relay,close):
     else:
         expire=(3650*86400)
 
+    # OverridePCTtable should probably be the default state for OliverTwist, since each trade is
+    # independant. For now though, I am going to not make this default as a safety protocol to keep trades
+    # linear and controlled. User can override this, but that really is the point. The user MUST take action
+    # to override the saety layers.
+
     if "OverridePCTtable" not in relay.Active and "OverridePCTtable" not in relay.Order:
         bal=relay.GetBalance()
         mr=float(relay.Markets[relay.Asset]['marginRate'])
@@ -263,8 +268,8 @@ def main():
         relay.JRLog.Write(f'|- Minimum Amount: {minimum:.8f}')
         relay.JRLog.Write(f'|- Minimum Cost:   {mincost:.8f}')
     else:
-        price=ticker['Ask']
         if '%' in relay.Order['Units']:
+            price=(ticker['Ask']+ticker['Bid'])/2
             amount=int(GetPCTamount(relay,price))
         else:
             amount=int(relay.Order['Units'].split('.')[0])

Extras/CodeProofs/enforceFIFO

@@ -0,0 +1,67 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+#
+# Jackrabbit Relay
+# 2021 Copyright © Robert APM Darin
+# All rights reserved unconditionally.
+
+import sys
+sys.path.append('/home/GitHub/JackrabbitRelay/Base/Library')
+import os
+import json
+
+import JackrabbitRelay as JRR
+
+# Find the lowest lot size used in the list of open trades. This is a good way to make
+# the entire process dynamic and fluid as lot size can be varied by any metric,
+# including but not limited to, the amount of margin used.
+
+def LowestLotSize(relay,asset,units,step):
+    lowestSize=abs(units)
+    lotSize=abs(step)
+
+    openTrades=relay.GetOpenTrades(symbol=asset)
+
+    usedSize=[]
+    for trade in openTrades:
+        t=abs(int(trade['currentUnits']))
+        if t not in usedSize:
+            usedSize.append(t)
+        t=abs(int(trade['initialUnits']))
+        if t not in usedSize:
+            usedSize.append(t)
+    usedSize=sorted(usedSize)
+
+    print(usedSize)
+
+    nextSize = lowestSize  # Start with the lowestSize
+
+    while nextSize in usedSize:
+        nextSize+=lotSize
+
+    # Shorts are negative so check direction
+    if units<0:
+        sign=-1
+    else:
+        sign=1
+
+    print(f'EnforceFIFO: next unit size is {nextSize*sign}')
+    return nextSize*sign
+
+###
+### Main code base. Place order on exchange
+###
+
+relay=JRR.JackrabbitRelay()
+if relay.GetArgsLen() > 3:
+    exchangeName=relay.GetExchange()
+    account=relay.GetAccount()
+    asset=relay.GetAsset()
+    units=int(relay.GetArgs(4))
+else:
+    print("An exchange, (sub)account, and an asset must be provided.")
+    sys.exit(1)
+
+ls=LowestLotSize(relay,asset,units,1)
+
+print(ls)