Resolve "Websocket API faster than REST backend causing orders not be…

…ing resolved" (#83)

.github/dependabot.yaml

@@ -4,3 +4,6 @@ updates:
     directory: "/"
     schedule:
       interval: "monthly"
+    groups:
+      all:
+        dependency-type: "production"

src/kraken_infinity_grid/order_management.py

@@ -621,10 +621,14 @@ def handle_filled_order_event(
             tries += 1
 
         if order_details["status"] != "closed":
-            self.__s.save_exit(
-                "handle_filled_order_event - fetched order is not closed!"
-                f" {order_details}",
+            LOG.warning(
+                "Can not handle filled order, since the fetched order is not"
+                " closed in upstream!"
+                " This may happen due to Kraken's websocket API being faster"
+                " than their REST backend. Retrying in a few seconds...",
             )
+            self.handle_filled_order_event(txid=txid)
+            return
 
         # ======================================================================
         if self.__s.dry_run:
@@ -830,6 +834,6 @@ def get_orders_info_with_retry(
                 f"Failed to retrieve order info for '{txid}' after"
                 f" {max_tries} retries!",
             )
-        order_details["txid"] = txid
 
+        order_details["txid"] = txid
         return order_details  # type: ignore[no-any-return]

src/kraken_infinity_grid/telegram.py

@@ -104,13 +104,14 @@ def send_telegram_update(self: Self) -> None:
 
         message += "\n```\n"
         message += f" 🏷️ Price in {self.__s.quote_currency}\n"
+        max_orders_to_list: int = 5
 
         next_sells = [
             order["price"]
             for order in self.__s.orderbook.get_orders(
                 filters={"side": "sell"},
                 order_by=("price", "ASC"),
-                limit=5,
+                limit=max_orders_to_list,
             )
         ]
         next_sells.reverse()
@@ -122,7 +123,7 @@ def send_telegram_update(self: Self) -> None:
                 change = (sell_price / self.__s.ticker.last - 1) * 100
                 if index == 0:
                     message += f" │  ┌[ {sell_price} (+{change:.2f}%)\n"
-                elif index <= n_sells - 1 and index != 4:
+                elif index <= n_sells - 1 and index != max_orders_to_list:
                     message += f" │  ├[ {sell_price} (+{change:.2f}%)\n"
             message += f" └──┼> {self.__s.ticker.last}\n"
 
@@ -131,13 +132,13 @@ def send_telegram_update(self: Self) -> None:
             for order in self.__s.orderbook.get_orders(
                 filters={"side": "buy"},
                 order_by=("price", "DESC"),
-                limit=5,
+                limit=max_orders_to_list,
             )
         ]
         if (n_buys := len(next_buys)) != 0:
             for index, buy_price in enumerate(next_buys):
                 change = (buy_price / self.__s.ticker.last - 1) * 100
-                if index < n_buys - 1 and index != 4:
+                if index < n_buys - 1 and index != max_orders_to_list:
                     message += f"    ├[ {buy_price} ({change:.2f}%)\n"
                 else:
                     message += f"    └[ {buy_price} ({change:.2f}%)"

tests/test_order_management.py

@@ -838,10 +838,11 @@ def test_handle_filled_order_event_buy_order_not_closed_retry_failing(
     mock_handle_arbitrage: mock.Mock,
     mock_get_orders_info_with_retry: mock.Mock,
     order_manager: OrderManager,
+    caplog: pytest.LogCaptureFixture,
 ) -> None:
     """
-    Test handling a filled order event failing due to too much retries of
-    retrieving the order information.
+    Test handling a filled order event that fails too often an triggers a recall
+    of themselves.
     """
     mock_get_orders_info_with_retry.side_effect = [
         {
@@ -851,15 +852,26 @@ def test_handle_filled_order_event_buy_order_not_closed_retry_failing(
             "vol_exec": 0.1,
         }
         for _ in range(4)
+    ] + [  # Mark as closed after some time
+        {
+            "descr": {"pair": "BTCUSD", "type": "buy", "price": 50000.0},
+            "status": "closed",
+            "userref": 13456789,
+            "vol_exec": 0.1,
+        },
     ]
 
     with (
-        pytest.raises(SystemExit, match=r".*fetched order is not closed.*"),
         mock.patch("kraken_infinity_grid.order_management.sleep", return_value=None),
     ):
         order_manager.handle_filled_order_event(txid="txid1")
 
-    mock_handle_arbitrage.assert_not_called()
+    mock_handle_arbitrage.assert_called_once()
+
+    assert (
+        "Can not handle filled order, since the fetched order is not closed in upstream!"
+        in caplog.text
+    )
 
 
 @mock.patch.object(OrderManager, "get_orders_info_with_retry")