Retry get order because we might too fast to ask for it after placing order

fin_depo/defi_kucoin.py

@@ -4,6 +4,7 @@ import datetime
 import logging
 from decimal import Decimal
 
+import time
 import fin_defs
 import kucoin.client
 
@@ -94,13 +95,17 @@ class KucoinDepoFetcher(DepoFetcher):
           other accounts cannot be used.
 
         Note:
-        ----
+
         - A fee will be paid to Kucoin, with the rate determined by your WIP
           level and the asset being traded.
         - The full `input_amount` may not be used. Inspect the resulting
           `TradeOrderDetails` to see how much of the `input_amount` have been
           used.
 
+        References:
+
+        - POST Market Order: <https://www.kucoin.com/docs/rest/spot-trading/orders/place-order>
+        - GET Market Order by id: <https://www.kucoin.com/docs/rest/spot-trading/orders/get-order-details-by-orderid>
         """
         # Check requirements
         if not self.allow_trades:
@@ -131,8 +136,17 @@ class KucoinDepoFetcher(DepoFetcher):
         del symbol, side, size, funds, input_amount
 
         # Determine order details
-        order_id = response['orderId']
+        return self._get_order_details(response['orderId'], input_asset, output_asset)
-        order_details = self.kucoin_client.get_order(order_id)
+
+    def _get_order_details(self, order_id: str,
+                           input_asset: fin_defs.Asset,
+                           output_asset: fin_defs.Asset) -> TradeOrderDetails:
+        """Determine the order details for the order with the given id.
+
+        Retries the order a few times, as KuCoin might not have propagated the
+        order through their systems.
+        """
+        order_details = self._get_order_with_retries(order_id, num_retries=10)
 
         # Convert from kucoin results
         if input_asset == fin_defs.USDT:
@@ -149,6 +163,22 @@ class KucoinDepoFetcher(DepoFetcher):
             output_amount=output_amount_final,
             fee_asset=fin_defs.WELL_KNOWN_SYMBOLS[order_details['feeCurrency']],
             fee_amount=Decimal(order_details['fee']),
+            executed_time=datetime.datetime.fromtimestamp(
+                order_details['createdAt'] / 1000, tz=datetime.UTC
+            ),
             order_id=order_id,
             raw_order_details=order_details,
         )
+
+    def _get_order_with_retries(self, order_id: str, *, num_retries: int, sleep_between_tries:float = 1.0) -> dict:
+        """Get the order details from KuCoin backend.
+
+        Retries the order a few times, as KuCoin might not have propagated the
+        order through their systems since it was sent.
+        """
+        for _ in range(num_retries):
+            try:
+                return self.kucoin_client.get_order(order_id)
+            except kucoin.exceptions.KucoinAPIException as e: # noqa
+                time.sleep(sleep_between_tries)
+        return self.kucoin_client.get_order(order_id)

test/secrets.py

@@ -15,6 +15,6 @@ NORDNET_PASSWORD = load_secret('NORDNET_PASSWORD')
 KRAKEN_KEY = load_secret('KRAKEN_KEY')
 KRAKEN_SECRET = load_secret('KRAKEN_SECRET')
 
-KUCOIN_KEY = load_secret('KUCOIN_KEY')
+KUCOIN_KEY = load_secret('KUCOIN_KEY_TRADING')
-KUCOIN_SECRET = load_secret('KUCOIN_SECRET')
+KUCOIN_SECRET = load_secret('KUCOIN_SECRET_TRADING')
-KUCOIN_PASS = load_secret('KUCOIN_PASS')
+KUCOIN_PASS = load_secret('KUCOIN_PASS_TRADING')

test/test_kraken.py

@@ -13,7 +13,6 @@ needs_secrets = pytest.mark.skipif(
 
 @needs_secrets
 def test_get_depo():
-    session = requests.Session()
     fetcher = fin_depo.defi_kraken.KrakenDepoFetcher(
         secrets.KRAKEN_KEY,
         secrets.KRAKEN_SECRET,

test/test_kucoin.py

@@ -2,12 +2,13 @@ from decimal import Decimal
 
 import fin_defs
 import pytest
+import datetime
 
 import fin_depo
 
 from . import secrets
 
-TEST_MARKET_ORDERS = False
+TEST_MARKET_ORDERS = True
 
 needs_secrets = pytest.mark.skipif(
     not secrets.KUCOIN_KEY,
@@ -16,6 +17,7 @@ needs_secrets = pytest.mark.skipif(
 
 fin_depo.defi_kucoin.logger.setLevel('INFO')
 
+NOW = datetime.datetime.now(tz=datetime.UTC)
 
 @needs_secrets
 def test_get_depo():
@@ -82,6 +84,7 @@ def test_place_buy_side_order():
     assert order_details.fee_asset == fin_defs.USDT
     assert order_details.fee_amount <= Decimal('0.0002')
 
+    assert NOW <= order_details.executed_time <= NOW + datetime.timedelta(minutes=10)
 
 @needs_secrets
 def test_place_sell_side_order():
@@ -115,3 +118,5 @@ def test_place_sell_side_order():
 
     assert order_details.fee_asset == fin_defs.USDT
     assert order_details.fee_amount is not None
+
+    assert NOW <= order_details.executed_time <= NOW + datetime.timedelta(minutes=10)