├── .coveragerc ├── .github ├── dependabot.yml └── workflows │ └── main.yml ├── .gitignore ├── CHANGELOG.md ├── Dockerfile ├── LICENSE ├── MANIFEST.in ├── Makefile ├── README.md ├── dev_requirements.txt ├── full_requirements.txt ├── octobot_trading ├── __init__.py ├── api │ ├── __init__.py │ ├── channels.py │ ├── contracts.py │ ├── exchange.py │ ├── modes.py │ ├── orders.py │ ├── portfolio.py │ ├── positions.py │ ├── profitability.py │ ├── storage.py │ ├── symbol_data.py │ ├── trader.py │ └── trades.py ├── constants.py ├── enums.py ├── errors.py ├── exchange_channel.py ├── exchange_data │ ├── __init__.py │ ├── contracts │ │ ├── __init__.py │ │ ├── contract_factory.py │ │ ├── future_contract.py │ │ └── margin_contract.py │ ├── exchange_symbol_data.py │ ├── exchange_symbols_data.py │ ├── funding │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── funding.py │ │ │ ├── funding_updater.py │ │ │ └── funding_updater_simulator.py │ │ └── funding_manager.py │ ├── kline │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── kline.py │ │ │ ├── kline_updater.py │ │ │ └── kline_updater_simulator.py │ │ └── kline_manager.py │ ├── ohlcv │ │ ├── __init__.py │ │ ├── candles_adapter.py │ │ ├── candles_manager.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── ohlcv.py │ │ │ ├── ohlcv_updater.py │ │ │ └── ohlcv_updater_simulator.py │ │ └── preloaded_candles_manager.py │ ├── order_book │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── order_book.py │ │ │ ├── order_book_updater.py │ │ │ └── order_book_updater_simulator.py │ │ └── order_book_manager.py │ ├── prices │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── price.py │ │ │ ├── prices_updater.py │ │ │ └── prices_updater_simulator.py │ │ ├── price_events_manager.py │ │ └── prices_manager.py │ ├── recent_trades │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── recent_trade.py │ │ │ ├── recent_trade_updater.py │ │ │ └── recent_trade_updater_simulator.py │ │ └── recent_trades_manager.py │ └── ticker │ │ ├── __init__.py │ │ ├── channel │ │ ├── __init__.py │ │ ├── ticker.py │ │ ├── ticker_updater.py │ │ └── ticker_updater_simulator.py │ │ └── ticker_manager.py ├── exchanges │ ├── __init__.py │ ├── abstract_exchange.py │ ├── abstract_websocket_exchange.py │ ├── adapters │ │ ├── __init__.py │ │ └── abstract_adapter.py │ ├── config │ │ ├── __init__.py │ │ ├── backtesting_exchange_config.py │ │ ├── channel_specs.py │ │ ├── exchange_config_data.py │ │ ├── exchange_credentials_data.py │ │ └── proxy_config.py │ ├── connectors │ │ ├── __init__.py │ │ ├── ccxt │ │ │ ├── __init__.py │ │ │ ├── ccxt_adapter.py │ │ │ ├── ccxt_client_util.py │ │ │ ├── ccxt_clients_cache.py │ │ │ ├── ccxt_connector.py │ │ │ ├── ccxt_websocket_connector.py │ │ │ ├── constants.py │ │ │ └── enums.py │ │ ├── simulator │ │ │ ├── __init__.py │ │ │ ├── ccxt_client_simulation.py │ │ │ ├── exchange_simulator_adapter.py │ │ │ └── exchange_simulator_connector.py │ │ └── util.py │ ├── exchange_builder.py │ ├── exchange_channels.py │ ├── exchange_details.py │ ├── exchange_factory.py │ ├── exchange_manager.py │ ├── exchange_websocket_factory.py │ ├── exchanges.py │ ├── implementations │ │ ├── __init__.py │ │ ├── default_rest_exchange.py │ │ ├── default_websocket_exchange.py │ │ └── exchange_simulator.py │ ├── traders │ │ ├── __init__.py │ │ ├── trader.py │ │ └── trader_simulator.py │ ├── types │ │ ├── __init__.py │ │ ├── rest_exchange.py │ │ └── websocket_exchange.py │ └── util │ │ ├── __init__.py │ │ ├── exchange_market_status_fixer.py │ │ ├── exchange_util.py │ │ ├── symbol_details.py │ │ └── websockets_util.py ├── modes │ ├── __init__.py │ ├── abstract_trading_mode.py │ ├── channel │ │ ├── __init__.py │ │ ├── abstract_mode_consumer.py │ │ ├── abstract_mode_producer.py │ │ └── mode.py │ ├── mode_activity.py │ ├── mode_config.py │ ├── modes_factory.py │ ├── modes_util.py │ ├── script_keywords │ │ ├── __init__.py │ │ ├── basic_keywords │ │ │ ├── __init__.py │ │ │ ├── account_balance.py │ │ │ ├── amount.py │ │ │ ├── configuration.py │ │ │ ├── position.py │ │ │ ├── price.py │ │ │ ├── run_persistence.py │ │ │ ├── trading_signals.py │ │ │ └── user_inputs.py │ │ ├── context_management.py │ │ └── dsl │ │ │ ├── __init__.py │ │ │ ├── quantity.py │ │ │ └── values.py │ └── scripted_trading_mode │ │ ├── __init__.py │ │ └── abstract_scripted_trading_mode.py ├── octobot_channel_consumer.py ├── personal_data │ ├── __init__.py │ ├── exchange_personal_data.py │ ├── orders │ │ ├── __init__.py │ │ ├── active_order_swap_strategies │ │ │ ├── __init__.py │ │ │ ├── active_order_swap_strategy.py │ │ │ ├── stop_first_active_order_swap_strategy.py │ │ │ └── take_profit_first_active_order_swap_strategy.py │ │ ├── cancel_policies │ │ │ ├── __init__.py │ │ │ ├── cancel_policy_factory.py │ │ │ ├── chained_order_filling_price_order_cancel_policy.py │ │ │ ├── expiration_time_order_cancel_policy.py │ │ │ └── order_cancel_policy.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── orders.py │ │ │ ├── orders_updater.py │ │ │ └── orders_updater_simulator.py │ │ ├── decimal_order_adapter.py │ │ ├── groups │ │ │ ├── __init__.py │ │ │ ├── balanced_take_profit_and_stop_order_group.py │ │ │ ├── group_util.py │ │ │ ├── one_cancels_the_other_order_group.py │ │ │ └── trailing_on_filled_tp_balanced_order_group.py │ │ ├── order.py │ │ ├── order_adapter.py │ │ ├── order_factory.py │ │ ├── order_group.py │ │ ├── order_state.py │ │ ├── order_util.py │ │ ├── orders_manager.py │ │ ├── orders_storage_operations.py │ │ ├── states │ │ │ ├── __init__.py │ │ │ ├── cancel_order_state.py │ │ │ ├── close_order_state.py │ │ │ ├── fill_order_state.py │ │ │ ├── open_order_state.py │ │ │ ├── order_state_factory.py │ │ │ ├── pending_creation_chained_order_state.py │ │ │ └── pending_creation_order_state.py │ │ ├── trailing_profiles │ │ │ ├── __init__.py │ │ │ ├── filled_take_profit_trailing_profile.py │ │ │ ├── trailing_price_step.py │ │ │ ├── trailing_profile.py │ │ │ ├── trailing_profile_factory.py │ │ │ └── trailing_profile_types.py │ │ ├── triggers │ │ │ ├── __init__.py │ │ │ ├── base_trigger.py │ │ │ └── price_trigger.py │ │ └── types │ │ │ ├── __init__.py │ │ │ ├── limit │ │ │ ├── __init__.py │ │ │ ├── buy_limit_order.py │ │ │ ├── limit_order.py │ │ │ ├── sell_limit_order.py │ │ │ ├── stop_loss_limit_order.py │ │ │ ├── stop_loss_order.py │ │ │ ├── take_profit_limit_order.py │ │ │ └── take_profit_order.py │ │ │ ├── market │ │ │ ├── __init__.py │ │ │ ├── buy_market_order.py │ │ │ ├── market_order.py │ │ │ └── sell_market_order.py │ │ │ ├── trailing │ │ │ ├── __init__.py │ │ │ ├── trailing_stop_limit_order.py │ │ │ └── trailing_stop_order.py │ │ │ ├── unknown_order.py │ │ │ └── unsupported_order.py │ ├── portfolios │ │ ├── __init__.py │ │ ├── asset.py │ │ ├── assets │ │ │ ├── __init__.py │ │ │ ├── future_asset.py │ │ │ ├── margin_asset.py │ │ │ └── spot_asset.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── balance.py │ │ │ ├── balance_updater.py │ │ │ └── balance_updater_simulator.py │ │ ├── history │ │ │ ├── __init__.py │ │ │ ├── historical_asset_value.py │ │ │ ├── historical_asset_value_factory.py │ │ │ └── historical_portfolio_value_manager.py │ │ ├── portfolio.py │ │ ├── portfolio_factory.py │ │ ├── portfolio_manager.py │ │ ├── portfolio_profitability.py │ │ ├── portfolio_util.py │ │ ├── portfolio_value_holder.py │ │ ├── resolved_orders_portfolio_delta.py │ │ ├── sub_portfolio.py │ │ ├── sub_portfolio_data.py │ │ ├── types │ │ │ ├── __init__.py │ │ │ ├── future_portfolio.py │ │ │ ├── margin_portfolio.py │ │ │ └── spot_portfolio.py │ │ └── value_converter.py │ ├── positions │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── positions.py │ │ │ ├── positions_updater.py │ │ │ └── positions_updater_simulator.py │ │ ├── position.py │ │ ├── position_factory.py │ │ ├── position_state.py │ │ ├── position_util.py │ │ ├── positions_manager.py │ │ ├── states │ │ │ ├── __init__.py │ │ │ ├── active_position_state.py │ │ │ ├── idle_position_state.py │ │ │ ├── liquidate_position_state.py │ │ │ └── position_state_factory.py │ │ └── types │ │ │ ├── __init__.py │ │ │ ├── inverse_position.py │ │ │ └── linear_position.py │ ├── state.py │ ├── trades │ │ ├── __init__.py │ │ ├── channel │ │ │ ├── __init__.py │ │ │ ├── trades.py │ │ │ └── trades_updater.py │ │ ├── trade.py │ │ ├── trade_factory.py │ │ ├── trade_pnl.py │ │ ├── trades_manager.py │ │ └── trades_util.py │ └── transactions │ │ ├── __init__.py │ │ ├── transaction.py │ │ ├── transaction_factory.py │ │ ├── transactions_manager.py │ │ └── types │ │ ├── __init__.py │ │ ├── blockchain_transaction.py │ │ ├── fee_transaction.py │ │ ├── realised_pnl_transaction.py │ │ └── transfer_transaction.py ├── signals │ ├── __init__.py │ ├── channel │ │ ├── __init__.py │ │ ├── remote_trading_signal.py │ │ ├── remote_trading_signal_channel_factory.py │ │ └── signal_producer.py │ ├── signal_creation.py │ ├── trading_signal_bundle_builder.py │ └── util.py ├── storage │ ├── __init__.py │ ├── abstract_storage.py │ ├── candles_storage.py │ ├── orders_storage.py │ ├── portfolio_storage.py │ ├── storage_manager.py │ ├── trades_storage.py │ ├── transactions_storage.py │ └── util.py ├── supervisors │ ├── __init__.py │ ├── abstract_portfolio_supervisor.py │ └── abstract_supervisor.py └── util │ ├── __init__.py │ ├── config_util.py │ ├── initializable.py │ ├── initialization_util.py │ ├── simulator_updater_utils.py │ └── test_tools │ ├── __init__.py │ ├── exchange_data.py │ ├── exchanges_test_tools.py │ ├── spot_rest_exchange_test_tools.py │ └── websocket_test_tools.py ├── requirements.txt ├── setup.py ├── standard.rc ├── tests ├── __init__.py ├── api │ ├── __init__.py │ ├── test_channels.py │ ├── test_exchange.py │ ├── test_modes.py │ ├── test_orders.py │ ├── test_portfolio.py │ ├── test_profitability.py │ ├── test_symbol_data.py │ ├── test_trader.py │ └── test_trades.py ├── cli │ └── __init__.py ├── exchange_data │ ├── __init__.py │ ├── contracts │ │ ├── __init__.py │ │ ├── test_future_contract.py │ │ └── test_margin_contract.py │ ├── funding │ │ ├── __init__.py │ │ └── test_funding_manager.py │ ├── kline │ │ ├── __init__.py │ │ └── test_kline_manager.py │ ├── ohlcv │ │ ├── __init__.py │ │ ├── test_candles_adapter.py │ │ └── test_candles_manager.py │ ├── order_book │ │ ├── __init__.py │ │ └── test_order_book_manager.py │ ├── prices │ │ ├── __init__.py │ │ ├── test_price_events_manager.py │ │ └── test_prices_manager.py │ ├── recent_trades │ │ ├── __init__.py │ │ └── test_recent_trades_manager.py │ ├── test_exchange_symbols_data.py │ └── ticker │ │ ├── __init__.py │ │ └── test_ticker_manager.py ├── exchanges │ ├── __init__.py │ ├── connectors │ │ ├── __init__.py │ │ ├── ccxt │ │ │ ├── __init__.py │ │ │ ├── mock_exchanges_data.py │ │ │ ├── test_ccxt_client_util.py │ │ │ └── test_ccxt_connector.py │ │ └── test_util.py │ ├── implementations │ │ ├── __init__.py │ │ ├── test_default_rest_exchange.py │ │ └── test_default_websocket_exchange.py │ ├── test_abstract_exchange.py │ ├── test_abstract_websocket_exchange.py │ ├── test_exchange_builder.py │ ├── test_exchange_config_data.py │ ├── test_exchange_factory.py │ ├── test_exchange_manager.py │ ├── test_exchange_simulator.py │ ├── test_exchanges.py │ ├── traders │ │ ├── __init__.py │ │ └── test_trader.py │ ├── types │ │ ├── __init__.py │ │ └── test_websocket_exchange.py │ └── util │ │ ├── __init__.py │ │ ├── test_exchange_market_status_fixer.py │ │ └── test_exchange_util.py ├── modes │ ├── __init__.py │ ├── script_keywords │ │ ├── __init__.py │ │ ├── basic_keywords │ │ │ ├── __init__.py │ │ │ ├── test_account_balance.py │ │ │ ├── test_amount.py │ │ │ ├── test_position.py │ │ │ └── test_price.py │ │ └── dsl │ │ │ ├── __init__.py │ │ │ └── test_quantity.py │ ├── test_abstract_mode_consumer.py │ ├── test_abstract_trading_mode.py │ └── test_modes_util.py ├── personal_data │ ├── __init__.py │ ├── orders │ │ ├── __init__.py │ │ ├── active_order_swap_strategies │ │ │ ├── __init__.py │ │ │ ├── test_active_order_swap_strategy.py │ │ │ ├── test_stop_first_active_order_swap_strategy.py │ │ │ └── test_take_profit_first_active_order_swap_strategy.py │ │ ├── cancel_policies │ │ │ ├── __init__.py │ │ │ ├── test_cancel_policy_factory.py │ │ │ ├── test_chained_order_filling_price_order_cancel_policy.py │ │ │ ├── test_expiration_time_order_cancel_policy.py │ │ │ └── test_order_cancel_policy.py │ │ ├── groups │ │ │ ├── __init__.py │ │ │ ├── test_balanced_take_profit_and_stop_order_group.py │ │ │ ├── test_group_util.py │ │ │ ├── test_one_cancels_the_other_order_group.py │ │ │ └── test_trailing_on_filled_tp_balanced_order_group.py │ │ ├── states │ │ │ ├── __init__.py │ │ │ ├── test_cancel_order_state.py │ │ │ ├── test_close_order_state.py │ │ │ ├── test_fill_order_state.py │ │ │ ├── test_open_order_state.py │ │ │ ├── test_order_state.py │ │ │ ├── test_order_state_factory.py │ │ │ ├── test_pending_creation_chained_order_state.py │ │ │ └── test_pending_creation_order_state.py │ │ ├── test_decimal_order_adapter.py │ │ ├── test_double_filled_order.py │ │ ├── test_order.py │ │ ├── test_order_adapter.py │ │ ├── test_order_factory.py │ │ ├── test_order_util.py │ │ ├── test_orders_manager.py │ │ ├── test_orders_storage_operations.py │ │ ├── trailing_profiles │ │ │ ├── __init__.py │ │ │ ├── test_filled_take_profit_trailing_profile.py │ │ │ └── test_trailing_profile_factory.py │ │ ├── triggers │ │ │ ├── __init__.py │ │ │ ├── test_base_trigger.py │ │ │ └── test_price_trigger.py │ │ └── types │ │ │ ├── __init__.py │ │ │ ├── limit │ │ │ ├── __init__.py │ │ │ ├── test_buy_limit_order.py │ │ │ ├── test_limit_order.py │ │ │ ├── test_sell_limit_order.py │ │ │ ├── test_stop_loss_limit_order.py │ │ │ ├── test_stop_loss_order.py │ │ │ ├── test_take_profit_limit_order.py │ │ │ └── test_take_profit_order.py │ │ │ ├── market │ │ │ ├── __init__.py │ │ │ ├── test_buy_market_order.py │ │ │ └── test_sell_market_order.py │ │ │ ├── test_unknown_order.py │ │ │ └── trailing │ │ │ ├── __init__.py │ │ │ ├── test_trailing_stop_limit_order.py │ │ │ └── test_trailing_stop_order.py │ ├── portfolios │ │ ├── __init__.py │ │ ├── assets │ │ │ ├── __init__.py │ │ │ ├── test_future_asset.py │ │ │ ├── test_margin_asset.py │ │ │ └── test_spot_asset.py │ │ ├── history │ │ │ ├── __init__.py │ │ │ ├── test_historical_asset_value_factory.py │ │ │ └── test_historical_portfolio_value_manager.py │ │ ├── test_asset.py │ │ ├── test_portfolio.py │ │ ├── test_portfolio_manager.py │ │ ├── test_portfolio_profitability.py │ │ ├── test_portfolio_util.py │ │ ├── test_portfolio_value_holder.py │ │ ├── test_sub_portfolio_data.py │ │ ├── test_value_converter.py │ │ └── types │ │ │ ├── __init__.py │ │ │ ├── test_future_portfolio.py │ │ │ ├── test_margin_portfolio.py │ │ │ └── test_spot_portfolio.py │ ├── positions │ │ ├── __init__.py │ │ ├── channel │ │ │ └── __init__.py │ │ ├── states │ │ │ └── __init__.py │ │ ├── test_position.py │ │ ├── test_position_factory.py │ │ ├── test_positions_manager.py │ │ └── types │ │ │ ├── __init__.py │ │ │ ├── test_inverse_position.py │ │ │ └── test_linear_position.py │ ├── trades │ │ ├── __init__.py │ │ ├── test_trade_factory.py │ │ ├── test_trade_manager.py │ │ ├── test_trade_pnl.py │ │ └── test_trade_util.py │ └── transactions │ │ ├── __init__.py │ │ ├── test_transaction_factory.py │ │ └── test_transactions_manager.py ├── signals │ ├── __init__.py │ ├── test_trading_signal_bundle_builder.py │ └── test_util.py ├── static │ ├── config.json │ └── profile.json ├── test_utils │ ├── __init__.py │ ├── order_util.py │ └── random_numbers.py └── util │ ├── __init__.py │ └── test_config_util.py └── tests_additional ├── __init__.py └── real_exchanges ├── .env.template ├── __init__.py ├── real_exchange_tester.py ├── real_futures_exchange_tester.py ├── test_ascendex.py ├── test_binance.py ├── test_binance_futures.py ├── test_bingx.py ├── test_bitfinex.py ├── test_bitget.py ├── test_bithumb.py ├── test_bitmart.py ├── test_bitmex.py ├── test_bitso.py ├── 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