Merge branch 'release/4.2.1'

.github/workflows/codeql-analysis.yml

@@ -2,7 +2,7 @@ name: "CodeQL"
 
 on:
   schedule:
-    - cron: '0 19 * * FRI'
+    - cron: '0 18 * * FRI'
 
 jobs:
   analyze:

.github/workflows/integration-tests.yml

@@ -2,7 +2,7 @@ name: Integration tests
 
 on:
   schedule:
-    - cron: '0 19 * * FRI'
+    - cron: '0 18 * * FRI'
 
 jobs:
   build:

docs/src/ressources/how-tos/how-to-create-a-release.md

@@ -25,5 +25,5 @@ mvn gitflow:release-finish
 ```
 
 ## Update
-* Close the corresponding [milestone in Github](https://github.com/cassandre-tech/cassandre-trading-bot/milestones).
+* Close the corresponding [milestone in Github](https://github.com/cassandre-tech/cassandre-trading-bot/milestones?direction=asc&sort=due_date&state=open).
 * Write and send a [substack post](https://cassandre.substack.com/publish?utm_source=menu).

docs/yarn.lock

@@ -6866,9 +6866,9 @@ sshpk@^1.7.0:
     tweetnacl "~0.14.0"
 
 ssri@^6.0.1:
-  version "6.0.1"
-  resolved "https://registry.yarnpkg.com/ssri/-/ssri-6.0.1.tgz#2a3c41b28dd45b62b63676ecb74001265ae9edd8"
-  integrity sha512-3Wge10hNcT1Kur4PDFwEieXSCMCJs/7WvSACcrMYrNp+b8kDL1/0wJch5Ni2WrtwEa2IO8OsVfeKIciKCDx/QA==
+  version "6.0.2"
+  resolved "https://registry.yarnpkg.com/ssri/-/ssri-6.0.2.tgz#157939134f20464e7301ddba3e90ffa8f7728ac5"
+  integrity sha512-cepbSq/neFK7xB6A50KHN0xHDotYzq58wWCa5LeWqnPrHG8GzfEjO/4O8kpmcGW+oaxkvhEJCWgbgNk4/ZV93Q==
   dependencies:
     figgy-pudding "^3.5.1"
 

pom.xml

@@ -8,7 +8,7 @@
 	<!-- Project information -->
 	<groupId>tech.cassandre.trading.bot</groupId>
 	<artifactId>cassandre-trading-bot-project</artifactId>
-	<version>4.2.0</version>
+	<version>4.2.1</version>
 	<packaging>pom</packaging>
 	<name>Cassandre trading bot</name>
 	<url>https://github.com/cassandre-tech/cassandre-trading-bot</url>
@@ -36,7 +36,7 @@
 	<parent>
 		<groupId>org.springframework.boot</groupId>
 		<artifactId>spring-boot-starter-parent</artifactId>
-		<version>2.4.4</version>
+		<version>2.4.5</version>
 		<relativePath/>
 	</parent>
 	<!-- =========================================================================================================== -->

spring-boot-starter-test/autoconfigure/pom.xml

@@ -50,7 +50,7 @@
         <dependency>
             <groupId>org.hsqldb</groupId>
             <artifactId>hsqldb</artifactId>
-            <version>2.5.1</version>
+            <version>2.6.0</version>
             <scope>test</scope>
         </dependency>
         <!-- Used for tests -->
@@ -148,7 +148,7 @@
     <parent>
         <groupId>tech.cassandre.trading.bot</groupId>
         <artifactId>cassandre-trading-bot-project</artifactId>
-        <version>4.2.0</version>
+        <version>4.2.1</version>
         <relativePath>../../pom.xml</relativePath>
     </parent>
     <!-- =========================================================================================================== -->

spring-boot-starter-test/autoconfigure/src/main/java/tech/cassandre/trading/bot/test/mock/TickerFluxMock.java

@@ -1,5 +1,6 @@
 package tech.cassandre.trading.bot.test.mock;
 
+import org.knowm.xchange.exceptions.NotAvailableFromExchangeException;
 import org.mockito.invocation.InvocationOnMock;
 import org.mockito.stubbing.Answer;
 import org.slf4j.Logger;
@@ -32,6 +33,8 @@
 import java.util.Scanner;
 import java.util.concurrent.TimeUnit;
 
+import static org.mockito.ArgumentMatchers.any;
+import static org.mockito.BDDMockito.given;
 import static org.mockito.Mockito.mock;
 import static org.mockito.Mockito.when;
 
@@ -81,6 +84,9 @@ public MarketService marketService() {
         // Creates the mock.
         MarketService marketService = mock(MarketService.class);
 
+        // We don't use the getTickers method.
+        given(marketService.getTickers(any())).willThrow(new NotAvailableFromExchangeException("Not available in this mode"));
+
         // For every files.
         getFilesToLoad()
                 .stream().filter(resource -> resource.getFilename() != null)

spring-boot-starter-test/starter/pom.xml

@@ -116,7 +116,7 @@
 	<parent>
 		<groupId>tech.cassandre.trading.bot</groupId>
 		<artifactId>cassandre-trading-bot-project</artifactId>
-		<version>4.2.0</version>
+		<version>4.2.1</version>
 		<relativePath>../../pom.xml</relativePath>
 	</parent>
 	<!-- =========================================================================================================== -->

spring-boot-starter/autoconfigure/pom.xml

@@ -49,7 +49,7 @@
         <dependency>
             <groupId>org.liquibase</groupId>
             <artifactId>liquibase-core</artifactId>
-            <version>4.3.3</version>
+            <version>4.3.4</version>
         </dependency>
 
         <!-- XChange -->
@@ -170,7 +170,7 @@
             <dependency>
                 <groupId>io.projectreactor</groupId>
                 <artifactId>reactor-bom</artifactId>
-                <version>Dysprosium-SR18</version>
+                <version>Dysprosium-SR19</version>
                 <type>pom</type>
                 <scope>import</scope>
             </dependency>
@@ -371,7 +371,7 @@
     <parent>
         <groupId>tech.cassandre.trading.bot</groupId>
         <artifactId>cassandre-trading-bot-project</artifactId>
-        <version>4.2.0</version>
+        <version>4.2.1</version>
         <relativePath>../../pom.xml</relativePath>
     </parent>
     <!-- =========================================================================================================== -->

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/batch/TickerFlux.java

@@ -1,6 +1,8 @@
 package tech.cassandre.trading.bot.batch;
 
 import com.google.common.collect.Iterators;
+import org.knowm.xchange.exceptions.NotAvailableFromExchangeException;
+import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
 import tech.cassandre.trading.bot.dto.market.TickerDTO;
 import tech.cassandre.trading.bot.dto.util.CurrencyPairDTO;
 import tech.cassandre.trading.bot.service.MarketService;
@@ -21,6 +23,9 @@ public class TickerFlux extends BaseExternalFlux<TickerDTO> {
     /** Market service. */
     private final MarketService marketService;
 
+    /** Cycle iterator over requested currency pairs. */
+    private final Set<CurrencyPairDTO> currencyPairs = new LinkedHashSet<>();
+
     /** Cycle iterator over requested currency pairs. */
     private Iterator<CurrencyPairDTO> currencyPairsIterator;
 
@@ -42,20 +47,35 @@ public TickerFlux(final MarketService newMarketService) {
      * @param requestedCurrencyPairs list of requested currency pairs.
      */
     public void updateRequestedCurrencyPairs(final Set<CurrencyPairDTO> requestedCurrencyPairs) {
+        currencyPairs.addAll(requestedCurrencyPairs);
         currencyPairsIterator = Iterators.cycle(requestedCurrencyPairs);
     }
 
     @Override
     protected final Set<TickerDTO> getNewValues() {
         logger.debug("TickerFlux - Retrieving new values");
         Set<TickerDTO> newValues = new LinkedHashSet<>();
-        marketService.getTicker(currencyPairsIterator.next()).ifPresent(ticker -> {
-            if (!ticker.equals(previousValues.get(ticker.getCurrencyPair()))) {
-                logger.debug("TickerFlux - New ticker received : {}", ticker);
-                previousValues.put(ticker.getCurrencyPair(), ticker);
-                newValues.add(ticker);
-            }
-        });
+
+        try {
+            // GetTickers from market service is available so we retrieve all tickers at once.
+            marketService.getTickers(currencyPairs).forEach(ticker -> {
+                if (!ticker.equals(previousValues.get(ticker.getCurrencyPair()))) {
+                    logger.debug("TickerFlux - New ticker received : {}", ticker);
+                    previousValues.put(ticker.getCurrencyPair(), ticker);
+                    newValues.add(ticker);
+                }
+            });
+        } catch (NotAvailableFromExchangeException | NotYetImplementedForExchangeException e) {
+            logger.debug("MarketService - getTickers not available {}", e.getMessage());
+            // GetTickers from market service is unavailable so we do ticker by ticker.
+            marketService.getTicker(currencyPairsIterator.next()).ifPresent(t -> {
+                if (!t.equals(previousValues.get(t.getCurrencyPair()))) {
+                    logger.debug("TickerFlux - New ticker received : {}", t);
+                    previousValues.put(t.getCurrencyPair(), t);
+                    newValues.add(t);
+                }
+            });
+        }
         return newValues;
     }
 

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/batch/TradeFlux.java

@@ -2,13 +2,11 @@
 
 import tech.cassandre.trading.bot.domain.Trade;
 import tech.cassandre.trading.bot.dto.trade.TradeDTO;
-import tech.cassandre.trading.bot.dto.util.CurrencyPairDTO;
 import tech.cassandre.trading.bot.repository.OrderRepository;
 import tech.cassandre.trading.bot.repository.TradeRepository;
 import tech.cassandre.trading.bot.service.TradeService;
 import tech.cassandre.trading.bot.util.base.batch.BaseExternalFlux;
 
-import java.util.HashSet;
 import java.util.LinkedHashSet;
 import java.util.Optional;
 import java.util.Set;
@@ -28,9 +26,6 @@ public class TradeFlux extends BaseExternalFlux<TradeDTO> {
     /** Trade repository. */
     private final TradeRepository tradeRepository;
 
-    /** Currency pairs requested. */
-    private final Set<CurrencyPairDTO> currencyPairs = new HashSet<>();
-
     /**
      * Constructor.
      *
@@ -46,22 +41,13 @@ public TradeFlux(final TradeService newTradeService,
         this.tradeService = newTradeService;
     }
 
-    /**
-     * Add currency pairs for trades.
-     *
-     * @param newCurrencyPairs currency pairs
-     */
-    public void addCurrencyPairs(final Set<CurrencyPairDTO> newCurrencyPairs) {
-        currencyPairs.addAll(newCurrencyPairs);
-    }
-
     @Override
     protected final Set<TradeDTO> getNewValues() {
         logger.debug("TradeFlux - Retrieving new values");
         Set<TradeDTO> newValues = new LinkedHashSet<>();
 
         // Finding which trades has been updated.
-        tradeService.getTrades(currencyPairs)
+        tradeService.getTrades()
                 .stream().filter(t -> orderRepository.findByOrderId(t.getOrderId()).isPresent())    // We only accept trades with order present in database
                 .forEach(trade -> {
                     logger.debug("TradeFlux - Treating trade : {}", trade.getTradeId());
@@ -84,14 +70,14 @@ public final Optional<TradeDTO> saveValue(final TradeDTO newValue) {
                     // Update trade.
                     tradeMapper.updateTrade(newValue, trade);
                     orderRepository.findByOrderId(newValue.getOrderId())
-                            .ifPresent(order -> trade.setOrder(order.getId()));
+                            .ifPresent(trade::setOrder);
                     valueToSave.set(trade);
                     logger.debug("TradeFlux - Updating trade in database {}", trade);
                 }, () -> {
                     // Create trade.
                     final Trade newTrade = tradeMapper.mapToTrade(newValue);
                     orderRepository.findByOrderId(newValue.getOrderId())
-                            .ifPresent(order -> newTrade.setOrder(order.getId()));
+                            .ifPresent(newTrade::setOrder);
                     valueToSave.set(newTrade);
                     logger.debug("TradeFlux - Creating trade in database {}", newTrade);
                 });

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/configuration/ScheduleAutoConfiguration.java

@@ -25,7 +25,13 @@
 public class ScheduleAutoConfiguration extends BaseConfiguration {
 
     /** Await termination in seconds. */
-    private static final int AWAIT_TERMINATION_SECONDS = 120;
+    private static final int AWAIT_TERMINATION_SECONDS = 30;
+
+    /** Scheduler pool size. */
+    private static final int SCHEDULER_POOL_SIZE = 3;
+
+    /** Initial delay before starting threads. */
+    public static final int INITIAL_DELAY = 1000;
 
     /** Indicate that the batch should be running. */
     private final AtomicBoolean enabled = new AtomicBoolean(true);
@@ -70,8 +76,7 @@ public TaskScheduler taskScheduler() {
         ThreadPoolTaskScheduler scheduler = new ThreadPoolTaskScheduler();
         scheduler.setAwaitTerminationSeconds(AWAIT_TERMINATION_SECONDS);
         scheduler.setWaitForTasksToCompleteOnShutdown(true);
-        // TODO Setting a pool size breaks OrderFluxTest.
-        // scheduler.setPoolSize(SCHEDULER_POOL_SIZE);
+        scheduler.setPoolSize(SCHEDULER_POOL_SIZE);
         scheduler.setErrorHandler(throwable -> {
             try {
                 logger.error("ScheduleAutoConfiguration - Error in scheduled tasks : {}", throwable.getMessage());
@@ -85,7 +90,7 @@ public TaskScheduler taskScheduler() {
     /**
      * Recurrent calls the account flux.
      */
-    @Scheduled(fixedDelay = 1)
+    @Scheduled(initialDelay = INITIAL_DELAY, fixedDelay = 1)
     public void accountFluxUpdate() {
         if (enabled.get()) {
             accountFlux.update();
@@ -95,7 +100,7 @@ public void accountFluxUpdate() {
     /**
      * Recurrent calls the ticker flux.
      */
-    @Scheduled(fixedDelay = 1)
+    @Scheduled(initialDelay = INITIAL_DELAY, fixedDelay = 1)
     public void tickerFluxUpdate() {
         if (enabled.get()) {
             tickerFlux.update();
@@ -105,7 +110,7 @@ public void tickerFluxUpdate() {
     /**
      * Recurrent calls the trade flux.
      */
-    @Scheduled(fixedDelay = 1)
+    @Scheduled(initialDelay = INITIAL_DELAY, fixedDelay = 1)
     public void tradeFluxUpdate() {
         if (enabled.get()) {
             orderFlux.update();

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/configuration/StrategiesAutoConfiguration.java

@@ -249,7 +249,6 @@ public void configure() {
                 .collect(Collectors.toCollection(LinkedHashSet::new));
         tickerFlux.updateRequestedCurrencyPairs(currencyPairs);
         final ConnectableFlux<TickerDTO> connectableTickerFlux = tickerFlux.getFlux().publish();
-        tradeFlux.addCurrencyPairs(currencyPairs);
         final ConnectableFlux<TradeDTO> connectableTradeFlux = tradeFlux.getFlux().publish();
         // =============================================================================================================
         // Connecting flux.

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/domain/Order.java

@@ -111,9 +111,9 @@ public class Order extends BaseDomain {
     private ZonedDateTime timestamp;
 
     /** All trades related to order. */
-    @OneToMany(fetch = EAGER)
+    @OneToMany(mappedBy = "order", fetch = EAGER)
     @OrderBy("timestamp")
-    @JoinColumn(name = "FK_ORDER_ID", updatable = false)
+    // @JoinColumn(name = "FK_ORDER_ID", updatable = false)
     private Set<Trade> trades = new LinkedHashSet<>();
 
     @Override

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/domain/Trade.java

@@ -15,6 +15,8 @@
 import javax.persistence.Enumerated;
 import javax.persistence.GeneratedValue;
 import javax.persistence.Id;
+import javax.persistence.JoinColumn;
+import javax.persistence.ManyToOne;
 import javax.persistence.Table;
 import java.time.ZonedDateTime;
 
@@ -45,8 +47,9 @@ public class Trade extends BaseDomain {
     private OrderTypeDTO type;
 
     /** The id of the order responsible for execution of this trade. */
-    @Column(name = "FK_ORDER_ID", updatable = false)
-    private Long order;
+    @ManyToOne
+    @JoinColumn(name = "FK_ORDER_ID", nullable = false)
+    private Order order;
 
     /** The id of the order responsible for execution of this trade. */
     @Column(name = "ORDER_ID")

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/dto/position/PositionDTO.java

@@ -43,7 +43,7 @@
 @Builder
 @ToString
 @AllArgsConstructor(access = PRIVATE)
-@SuppressWarnings({"checkstyle:VisibilityModifier", "DuplicatedCode"})
+@SuppressWarnings({"checkstyle:VisibilityModifier"})
 public class PositionDTO {
 
     /** Technical ID. */

spring-boot-starter/autoconfigure/src/main/java/tech/cassandre/trading/bot/dto/trade/TradeDTO.java

@@ -4,6 +4,7 @@
 import lombok.Builder;
 import lombok.Value;
 import org.apache.commons.lang3.builder.HashCodeBuilder;
+import tech.cassandre.trading.bot.domain.Order;
 import tech.cassandre.trading.bot.dto.util.CurrencyAmountDTO;
 import tech.cassandre.trading.bot.dto.util.CurrencyPairDTO;
 import tech.cassandre.trading.bot.util.java.EqualsBuilder;
@@ -52,6 +53,9 @@ public class TradeDTO {
     /** The id of the order responsible for execution of this trade. */
     String orderId;
 
+    /** Order. */
+    Order order;
+
     /** Currency pair. */
     CurrencyPairDTO currencyPair;