[Enum] rename FILLED enum and realised into realized

Meta/Keywords/scripting_library/backtesting/run_data_analysis.py

@@ -367,7 +367,7 @@ def _read_pnl_from_trades(x_data, pnl_data, cumulative_pnl_data, trades_history,
 def _read_pnl_from_transactions(x_data, pnl_data, cumulative_pnl_data, trading_transactions_history, x_as_trade_count):
     previous_value = 0
     for transaction in trading_transactions_history:
-        transaction_pnl = 0 if transaction["realised_pnl"] is None else transaction["realised_pnl"]
+        transaction_pnl = 0 if transaction["realized_pnl"] is None else transaction["realized_pnl"]
         transaction_quantity = 0 if transaction["quantity"] is None else transaction["quantity"]
         local_quantity = transaction_pnl + transaction_quantity
         cumulated_pnl = local_quantity + previous_value
@@ -399,8 +399,8 @@ async def _get_historical_pnl(meta_database, plotted_element, include_cumulative
         meta_database,
         transaction_types=(trading_enums.TransactionType.TRADING_FEE.value,
                            trading_enums.TransactionType.FUNDING_FEE.value,
-                           trading_enums.TransactionType.REALISED_PNL.value,
-                           trading_enums.TransactionType.CLOSE_REALISED_PNL.value)
+                           trading_enums.TransactionType.REALIZED_PNL.value,
+                           trading_enums.TransactionType.CLOSE_REALIZED_PNL.value)
     )
     if trading_transactions_history:
         # can rely on pnl history
@@ -552,16 +552,16 @@ async def plot_withdrawals(meta_database, plotted_element):
 async def plot_positions(meta_database, plotted_element):
     realized_pnl_history = await get_transactions(
         meta_database,
-        transaction_types=(trading_enums.TransactionType.CLOSE_REALISED_PNL.value,)
+        transaction_types=(trading_enums.TransactionType.CLOSE_REALIZED_PNL.value,)
     )
     key_to_label = {
         commons_enums.PlotAttributes.X.value: "Exit time",
         "first_entry_time": "Entry time",
         "average_entry_price": "Average entry price",
         "average_exit_price": "Average exit price",
         "cumulated_closed_quantity": "Cumulated closed quantity",
-        "realised_pnl": "Realised PNL",
         commons_enums.PlotAttributes.SIDE.value: "Side",
+        "realized_pnl": "Realized PNL",
         "trigger_source": "Closed by",
     }
 
@@ -677,7 +677,7 @@ def _get_default_searches(columns, types):
 def _get_wins_and_losses_from_transactions(x_data, wins_and_losses_data, trading_transactions_history,
                                            x_as_trade_count):
     for transaction in trading_transactions_history:
-        transaction_pnl = 0 if transaction["realised_pnl"] is None else transaction["realised_pnl"]
+        transaction_pnl = 0 if transaction["realized_pnl"] is None else transaction["realized_pnl"]
         current_cumulative_wins = wins_and_losses_data[-1] if wins_and_losses_data else 0
         if transaction_pnl < 0:
             wins_and_losses_data.append(current_cumulative_wins - 1)
@@ -708,8 +708,8 @@ async def plot_historical_wins_and_losses(meta_database, plotted_element, exchan
         meta_database,
         transaction_types=(trading_enums.TransactionType.TRADING_FEE.value,
                            trading_enums.TransactionType.FUNDING_FEE.value,
-                           trading_enums.TransactionType.REALISED_PNL.value,
-                           trading_enums.TransactionType.CLOSE_REALISED_PNL.value)
+                           trading_enums.TransactionType.REALIZED_PNL.value,
+                           trading_enums.TransactionType.CLOSE_REALIZED_PNL.value)
     )
     if trading_transactions_history:
         # can rely on pnl history
@@ -735,7 +735,7 @@ def _get_win_rates_from_transactions(x_data, win_rates_data, trading_transaction
     wins_count = 0
     losses_count = 0
     for transaction in trading_transactions_history:
-        transaction_pnl = 0 if transaction["realised_pnl"] is None else transaction["realised_pnl"]
+        transaction_pnl = 0 if transaction["realized_pnl"] is None else transaction["realized_pnl"]
         if transaction_pnl < 0:
             losses_count += 1
         elif transaction_pnl > 0:
@@ -766,8 +766,8 @@ async def plot_historical_win_rates(meta_database, plotted_element, exchange=Non
         meta_database,
         transaction_types=(trading_enums.TransactionType.TRADING_FEE.value,
                            trading_enums.TransactionType.FUNDING_FEE.value,
-                           trading_enums.TransactionType.REALISED_PNL.value,
-                           trading_enums.TransactionType.CLOSE_REALISED_PNL.value)
+                           trading_enums.TransactionType.REALIZED_PNL.value,
+                           trading_enums.TransactionType.CLOSE_REALIZED_PNL.value)
     )
     if trading_transactions_history:
         # can rely on pnl history
@@ -813,8 +813,8 @@ async def plot_best_case_growth(meta_database, plotted_element, exchange=None,
         meta_database,
         transaction_types=(trading_enums.TransactionType.TRADING_FEE.value,
                            trading_enums.TransactionType.FUNDING_FEE.value,
-                           trading_enums.TransactionType.REALISED_PNL.value,
-                           trading_enums.TransactionType.CLOSE_REALISED_PNL.value)
+                           trading_enums.TransactionType.REALIZED_PNL.value,
+                           trading_enums.TransactionType.CLOSE_REALIZED_PNL.value)
     )
     if trading_transactions_history:
         # can rely on pnl history

Meta/Keywords/scripting_library/tests/backtesting/test_run_data.py

@@ -129,8 +129,8 @@ async def _test_historical_pnl_values_from_trades(price_data, trades_data, pnl_d
                                                       transaction_types=(
                                                           trading_enums.TransactionType.TRADING_FEE.value,
                                                           trading_enums.TransactionType.FUNDING_FEE.value,
-                                                          trading_enums.TransactionType.REALISED_PNL.value,
-                                                          trading_enums.TransactionType.CLOSE_REALISED_PNL.value)
+                                                          trading_enums.TransactionType.REALIZED_PNL.value,
+                                                          trading_enums.TransactionType.CLOSE_REALIZED_PNL.value)
                                                       )
         if include_cumulative:
             assert plotted_element.plot.call_count == 2

Trading/Exchange/bitget/bitget_exchange.py

@@ -74,7 +74,7 @@ def fix_order(self, raw, **kwargs):
                     == trading_enums.TradeOrderSide.BUY.value:
                 # convert amount to have the same units as evert other exchange: use FILLED for accuracy
                 fixed[trading_enums.ExchangeConstantsOrderColumns.AMOUNT.value] = \
-                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]
+                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]
         except KeyError:
             pass
         return fixed

Trading/Exchange/bybit/bybit_exchange.py

@@ -384,7 +384,7 @@ def parse_position(self, fixed, **kwargs):
             #     if side == enums.PositionSide.LONG.value else enums.PositionSide.SHORT
 
             unrealized_pnl = self.safe_decimal(fixed,
-                                               ccxt_enums.ExchangePositionCCXTColumns.UNREALISED_PNL.value,
+                                               ccxt_enums.ExchangePositionCCXTColumns.UNREALIZED_PNL.value,
                                                constants.ZERO)
             liquidation_price = self.safe_decimal(fixed,
                                                   ccxt_enums.ExchangePositionCCXTColumns.LIQUIDATION_PRICE.value,
@@ -404,12 +404,16 @@ def parse_position(self, fixed, **kwargs):
                     ),
                 trading_enums.ExchangeConstantsPositionColumns.SIZE.value:
                     size if original_side == trading_enums.PositionSide.LONG.value else -size,
+                trading_enums.ExchangeConstantsPositionColumns.SINGLE_CONTRACT_VALUE.value:
+                    self.safe_decimal(
+                        fixed, ccxt_enums.ExchangePositionCCXTColumns.CONTRACT_SIZE.value, constants.ONE
+                    ),
                 trading_enums.ExchangeConstantsPositionColumns.INITIAL_MARGIN.value:
                     self.safe_decimal(
                         fixed, ccxt_enums.ExchangePositionCCXTColumns.INITIAL_MARGIN.value,
                         constants.ZERO
                     ),
-                trading_enums.ExchangeConstantsPositionColumns.NOTIONAL.value:
+                trading_enums.ExchangeConstantsPositionColumns.VALUE.value:
                     self.safe_decimal(
                         fixed, ccxt_enums.ExchangePositionCCXTColumns.NOTIONAL.value, constants.ZERO
                     ),
@@ -418,7 +422,7 @@ def parse_position(self, fixed, **kwargs):
                         fixed, ccxt_enums.ExchangePositionCCXTColumns.LEVERAGE.value, constants.ONE
                     ),
                 trading_enums.ExchangeConstantsPositionColumns.UNREALIZED_PNL.value: unrealized_pnl,
-                trading_enums.ExchangeConstantsPositionColumns.REALISED_PNL.value:
+                trading_enums.ExchangeConstantsPositionColumns.REALIZED_PNL.value:
                     self.safe_decimal(
                         fixed, self.BYBIT_REALIZED_PNL, constants.ZERO
                     ),

Trading/Exchange/coinex/coinex_exchange.py

@@ -80,7 +80,7 @@ def fix_order(self, raw, **kwargs):
                     == trading_enums.TradeOrderSide.BUY.value:
                 # convert amount to have the same units as evert other exchange: use FILLED for accuracy
                 fixed[trading_enums.ExchangeConstantsOrderColumns.AMOUNT.value] = \
-                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]
+                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]
         except KeyError:
             pass
         return fixed

Trading/Exchange/huobi/huobi_exchange.py

@@ -65,7 +65,7 @@ def fix_order(self, raw, **kwargs):
                     == trading_enums.TradeOrderSide.BUY.value:
                 # convert amount to have the same units as evert other exchange: use FILLED for accuracy
                 fixed[trading_enums.ExchangeConstantsOrderColumns.AMOUNT.value] = \
-                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]
+                    fixed[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]
         except KeyError:
             pass
         return fixed

Trading/Mode/arbitrage_trading_mode/arbitrage_trading.py

@@ -313,7 +313,7 @@ async def order_filled_callback(self, filled_order):
         async with self.lock:
             arbitrage = self._get_arbitrage(order_id)
             if arbitrage is not None:
-                filled_quantity = filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]
+                filled_quantity = filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]
                 if arbitrage.passed_initial_order:
                     # filled limit order or stop loss: close arbitrage
                     arbitrage_success = filled_order[trading_enums.ExchangeConstantsOrderColumns.TYPE.value] != \

Trading/Mode/arbitrage_trading_mode/tests/test_arbitrage_trading_mode_producer.py

@@ -479,7 +479,7 @@ def get_order_dict(order_id, symbol, price, quantity, status, order_type, fees_a
         trading_enums.ExchangeConstantsOrderColumns.SYMBOL.value: symbol,
         trading_enums.ExchangeConstantsOrderColumns.PRICE.value: price,
         trading_enums.ExchangeConstantsOrderColumns.AMOUNT.value: quantity,
-        trading_enums.ExchangeConstantsOrderColumns.FILLED.value: quantity,
+        trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value: quantity,
         trading_enums.ExchangeConstantsOrderColumns.STATUS.value: status,
         trading_enums.ExchangeConstantsOrderColumns.TYPE.value: order_type,
         trading_enums.ExchangeConstantsOrderColumns.FEE.value: {

Trading/Mode/dip_analyser_trading_mode/dip_analyser_trading.py

@@ -555,7 +555,7 @@ async def order_filled_callback(self, filled_order):
             paid_fees = 0 if self.ignore_exchange_fees else \
                 decimal.Decimal(f"{trading_personal_data.total_fees_from_order_dict(filled_order, self.base)}")
             sell_quantity = \
-                decimal.Decimal(f"{filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]}") - paid_fees
+                decimal.Decimal(f"{filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]}") - paid_fees
             price = decimal.Decimal(f"{filled_order[trading_enums.ExchangeConstantsOrderColumns.PRICE.value]}")
             await self._create_sell_order_if_enabled(filled_order[trading_enums.ExchangeConstantsOrderColumns.ID.value],
                                                      sell_quantity,

Trading/Mode/staggered_orders_trading_mode/staggered_orders_trading.py

@@ -539,7 +539,7 @@ async def order_filled_callback(self, filled_order):
                 self.symbol_market, self.spread * self.flat_increment / self.increment)
         price_increment = self.flat_spread - self.flat_increment
         filled_price = decimal.Decimal(str(filled_order[trading_enums.ExchangeConstantsOrderColumns.PRICE.value]))
-        filled_volume = decimal.Decimal(str(filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED.value]))
+        filled_volume = decimal.Decimal(str(filled_order[trading_enums.ExchangeConstantsOrderColumns.FILLED_AMOUNT.value]))
         price = filled_price + price_increment if now_selling else filled_price - price_increment
         volume = self._compute_mirror_order_volume(now_selling, filled_price, price, filled_volume)
         new_order = OrderData(new_side, volume, price, self.symbol, False, associated_entry_id)