Merge pull request #97 from kieran-mackle/development

Some tidy ups

README.md

@@ -20,11 +20,7 @@
   <a href="https://pepy.tech/project/autotrader">
     <img src="https://pepy.tech/badge/autotrader/month" alt="Monthly downloads" >
   </a>
-
-  <a>
-    <img src="https://github.com/kieran-mackle/AutoTrader/actions/workflows/tests.yml/badge.svg" alt="Build Status" >
-  </a>
-
+
   <a href='https://autotrader.readthedocs.io/en/latest/?badge=latest'>
     <img src='https://readthedocs.org/projects/autotrader/badge/?version=latest' alt='Documentation Status' />
   </a>

autotrader/autobot.py

@@ -176,9 +176,9 @@ def __init__(
         # Build strategy instantiation arguments
         strategy_inputs = {
             "parameters": params,
-            # "data": self._strat_data,
             "instrument": self.instrument,
             "broker": self._broker,
+            "notifier": self._notifier,
         }
 
         # Instantiate Strategy

autotrader/autotrader.py

@@ -12,12 +12,14 @@
 from ast import literal_eval
 from threading import Thread
 from scipy.optimize import brute
+from autotrader.comms.tg import Telegram
 from autotrader.strategy import Strategy
 from autotrader.autoplot import AutoPlot
 from autotrader.autobot import AutoTraderBot
 from autotrader.brokers.broker import Broker
 from datetime import datetime, timedelta, timezone
 from typing import Callable, Optional, Literal, Union
+from autotrader.brokers.ccxt import Broker as CCXTBroker
 from autotrader.brokers.virtual import Broker as VirtualBroker
 from autotrader.utilities import (
     read_yaml,
@@ -107,7 +109,7 @@ def __init__(self) -> None:
 
         # Communications
         self._notify = 0
-        self._notification_provider = ""
+        self._notification_provider: Literal["telegram"] = ""
         self._notifier = None
         self._order_summary_fp = None
 
@@ -196,7 +198,7 @@ def configure(
         feed: Optional[str] = None,
         home_dir: Optional[str] = None,
         notify: Optional[int] = 0,
-        notification_provider: Optional[str] = None,
+        notification_provider: Optional[Literal["telegram"]] = "telegram",
         execution_method: Optional[Callable] = None,
         account_id: Optional[str] = None,
         environment: Optional[Literal["paper", "live"]] = "paper",
@@ -856,7 +858,7 @@ def scan(
         self._scan_mode = True
         self._scan_index = scan_index
 
-    def run(self) -> Union[None, Broker]:
+    def run(self) -> Union[None, Broker, VirtualBroker, CCXTBroker]:
         """Performs essential checks and runs AutoTrader."""
         # Create logger
         self.logger = get_logger(
@@ -1004,29 +1006,35 @@ def run(self) -> Union[None, Broker]:
                 self._global_config_dict = global_config
 
             # Create notifier instance
-            if "telegram" in self._notification_provider.lower():
-                # Use telegram
-                if "TELEGRAM" not in self._global_config_dict:
-                    self.logger.error(
-                        "Please configure your telegram bot in keys.yaml."
-                    )
-                    sys.exit()
-
-                else:
-                    # Check keys provided
-                    required_keys = ["api_key", "chat_id"]
-                    for key in required_keys:
-                        if key not in self._global_config_dict["TELEGRAM"]:
-                            self.logger.error(
-                                f"Please provide {key} under TELEGRAM in keys.yaml."
-                            )
-                            sys.exit()
+            if self._notify > 0:
+                if "telegram" in self._notification_provider.lower():
+                    # Use telegram
+                    if "TELEGRAM" not in self._global_config_dict:
+                        self.logger.error(
+                            "Please configure your telegram bot in keys.yaml. At "
+                            + "a minimum, you must specify the api_key for your bot. You can "
+                            + "also specify your chat_id. If you do not know it, then send your "
+                            + "bot a message before starting AutoTrader again, and it will "
+                            + "be inferred."
+                        )
+                        sys.exit()
 
-                tg_module = importlib.import_module(f"autotrader.comms.tg")
-                self._notifier = tg_module.Telegram(
-                    api_token=self._global_config_dict["TELEGRAM"]["api_key"],
-                    chat_id=self._global_config_dict["TELEGRAM"]["chat_id"],
-                )
+                    else:
+                        # Check keys provided
+                        required_keys = ["api_key"]
+                        for key in required_keys:
+                            if key not in self._global_config_dict["TELEGRAM"]:
+                                self.logger.error(
+                                    f"Please define {key} under TELEGRAM in keys.yaml."
+                                )
+                                sys.exit()
+
+                    # Instantiate notifier
+                    self._notifier = Telegram(
+                        api_token=self._global_config_dict["TELEGRAM"]["api_key"],
+                        chat_id=self._global_config_dict["TELEGRAM"].get("chat_id"),
+                        logger_kwargs=self._logger_kwargs,
+                    )
 
             # Check data feed requirements
             if self._feed is None:

autotrader/brokers/ccxt.py

@@ -81,32 +81,37 @@ def place_order(self, order: Order, **kwargs) -> None:
         """Place an order."""
         order()
 
+        # Check order meets limits
+        limits: dict = self.api.markets.get(order.instrument, {}).get("limits", {})
+        if limits.get("amount") is not None:
+            if order.size < limits["amount"]["min"]:
+                # Order too small
+                self._logger.warning(f"Order below minimum size: {order}")
+                return None
+
         # Add order params
         self._add_params(order)
 
         # Submit order to broker
         if order.order_type == "modify":
             placed_order = self._modify_order(order)
-        elif order.order_type in [
-            "close",
-            "reduce",
-        ]:
-            raise NotImplementedError(
-                f"Order type '{order.order_type}' has not "
-                + "been implemented for the CCXT interface yet."
-            )
+
         else:
             # Regular order
             side = "buy" if order.direction > 0 else "sell"
+
             # Submit the order
-            placed_order = self.api.create_order(
-                symbol=order.instrument,
-                type=order.order_type,
-                side=side,
-                amount=abs(order.size),
-                price=order.order_limit_price,
-                params=order.ccxt_params,
-            )
+            try:
+                placed_order = self.api.create_order(
+                    symbol=order.instrument,
+                    type=order.order_type,
+                    side=side,
+                    amount=abs(order.size),
+                    price=order.order_limit_price,
+                    params=order.ccxt_params,
+                )
+            except Exception as e:
+                placed_order = e
 
         return placed_order
 

autotrader/comms/notifier.py

@@ -4,7 +4,7 @@
 
 class Notifier(ABC):
     @abstractmethod
-    def __init__(self, *args, **kwargs) -> None:
+    def __init__(self, logger_kwargs: dict = None, *args, **kwargs) -> None:
         pass
 
     @abstractmethod